Probabilistic Numerics for ODEs 7: Sampling-based solvers
This video is part of a ten-part spotlight series on Probabilistic Numerical Methods for (ordinary) differential equations.
In this seventh video, Nina Effenberger introduces a different class of solvers based on stochastically perturbing a classic (point estimator) solver, originally introduced by
* Conrad et al., https://link.springer.com/content/pdf/10.1007/s11222-016-9671-0.pdf and by
* Abdulle & Garegnani: https://link.springer.com/content/pdf/10.1007/s11222-020-09926-w.pdf