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nathanaelbosch / ProbNumDiffEq.jl

Probabilistic Numerical Differential Equation solvers via Bayesian filtering and smoothing
MIT License
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Solving Forward and Inverse Problems #196

Open vboddeti opened 1 year ago

vboddeti commented 1 year ago

I was wondering if ProbNumDiffEq can be used to solve forward and inverse problems in one go as described in the following paper?

https://arxiv.org/abs/2103.10153

Or is there a way to explicitly prescribe the latent variables we want to estimate apart from the solution to the ODE?

nathanaelbosch commented 1 year ago

Hi! This question popped up again in another issue, so please check out the reply there: #197.

TLDR: That functionality is currently not in the scope of the package. For the time being, building your own filter might be the best solution (though note that there is also the original paper code here).

Let me know if you have other questions!