Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective

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Authors: Filip Tronarp, Hans Kersting, Simo Särkkä, Philipp Hennig

Journal title: Statistics and Computing

Journal number: 29/6

Journal publisher: Kluwer Academic Publishers

Published year: 2019

Published pages: 1297-1315

DOI identifier: 10.1007/s11222-019-09900-1

ISSN: 0960-3174