Conference Papers

NeurIPS 2023

• Title: "The Rank-Reduced Kalman Filter: Approximate Dynamical-Low-Rank Filtering In High Dimensions"

• Authors: Jonathan Schmidt, Philipp Hennig, Jörg Nick, Filip Tronarp

• PDF   Code  

ICML 2022

• Title: "Probabilistic ODE Solutions in Millions of Dimensions"

• Authors: Nicholas Krämer†, Nathanael Bosch†, Jonathan Schmidt†, Philipp Hennig

• †: Equal contribution

• PDF   Code   Citation   Proceedings

AISTATS 2022

• Title: "Probabilistic Numerical Method of Lines for Time-Dependent Partial Differential Equations"

• Authors: Nicholas Krämer, Jonathan Schmidt, Philipp Hennig

• PDF   Code   Citation   Proceedings

NeurIPS 2021

• Title: "A Probabilistic State Space Model for Joint Inference from Differential Equations and Data"

• Authors: Jonathan Schmidt, Nicholas Krämer, Philipp Hennig

• PDF   Code   Citation   Proceedings

Pre-prints

• Title: "ProbNum: Probabilistic Numerics in Python"

• arXiv-ID: arXiv:2112.02100

• Authors: Jonathan Wenger, Nicholas Krämer, Marvin Pförtner, Jonathan Schmidt, Nathanael Bosch, Nina Effenberger, Johannes Zenn, Alexandra Gessner, Toni Karvonen, François-Xavier Briol, Maren Mahsereci, Philipp Hennig

• arXiv   Code