Research map / Probabilistic and scientific modeling / Variational and generative sampling
Implicit Probabilistic Integrators for ODEs
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use probabilistic backward Euler instead of deterministic backward Euler | Backward Euler for FitzHugh–Nagumo parameter inference · FitzHugh–Nagumo, parameter inference | posterior coverage of true parameters | Helped |
| Use probabilistic forward Euler instead of deterministic forward Euler | Forward Euler for FitzHugh–Nagumo parameter inference · FitzHugh–Nagumo, parameter inference | posterior coverage of true parameters | Helped |
| Use deterministic Euler methods at larger step sizes | Forward Euler and backward Euler · FitzHugh–Nagumo, parameter inference | posterior bias and overconfidence | Hurt |
| Use probabilistic Euler methods on this simple test problem | First-order explicit and implicit integrators · FitzHugh–Nagumo, parameter inference | magnitude of posterior effect | Mixed |
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