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Filip Tronarp

Numerically robust Gaussian state estimation with singular observation noise

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Mar 13, 2025
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Propagating Model Uncertainty through Filtering-based Probabilistic Numerical ODE Solvers

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Mar 06, 2025
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The two filter formula reconsidered: Smoothing in partially observed Gauss--Markov models without information parametrization

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Feb 28, 2025
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Parallel-in-Time Probabilistic Numerical ODE Solvers

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Oct 02, 2023
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The Rank-Reduced Kalman Filter: Approximate Dynamical-Low-Rank Filtering In High Dimensions

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Jun 28, 2023
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Probabilistic Exponential Integrators

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May 24, 2023
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Orthonormal Expansions for Translation-Invariant Kernels

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Jun 17, 2022
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Fenrir: Physics-Enhanced Regression for Initial Value Problems

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Feb 02, 2022
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Pick-and-Mix Information Operators for Probabilistic ODE Solvers

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Oct 20, 2021
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A Probabilistic Taylor Expansion with Applications in Filtering and Differential Equations

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Feb 01, 2021
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