Noè, U., Filippone, M. and Husmeier, D. (2015) Emulation of ODEs with Gaussian Processes. In: 30th International Workshop on Statistical Modelling, Linz, Austria, 06-10 Jul 2015, pp. 191-194.
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Publisher's URL: http://ifas.jku.at/iwsm2015/
Abstract
Inference in nonlinear ordinary differential equations (ODEs) is challenging due to the high computational complexity of the numerical integration. In the present paper, we explore an emulation-based approach for approximating the likelihood, based on Gaussian processes, with the objective to reduce the number of numerical integration steps. We assess the viability of the scheme on the Lotka-Volterra model of predator-prey interactions.
Item Type: | Conference Proceedings |
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Status: | Published |
Refereed: | Yes |
Glasgow Author(s) Enlighten ID: | Noe, Mr Umberto and Husmeier, Professor Dirk and Filippone, Dr Maurizio |
Authors: | Noè, U., Filippone, M., and Husmeier, D. |
College/School: | College of Science and Engineering > School of Computing Science College of Science and Engineering > School of Mathematics and Statistics > Statistics |
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