nathanaelbosch · nathanaelbosch · Jul 17, 2024 · Jul 17, 2024 · Jul 19, 2024 · Jul 19, 2024
diff --git a/.github/workflows/draft-pdf.yml b/.github/workflows/draft-pdf.yml
@@ -0,0 +1,24 @@
+name: Draft PDF
+on: [push]
+
+jobs:
+  paper:
+    runs-on: ubuntu-latest
+    name: Paper Draft
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v4
+      - name: Build draft PDF
+        uses: openjournals/openjournals-draft-action@master
+        with:
+          journal: joss
+          # This should be the path to the paper within your repo.
+          paper-path: paper/paper.md
+      - name: Upload
+        uses: actions/upload-artifact@v4
+        with:
+          name: paper
+          # This is the output path where Pandoc will write the compiled
+          # PDF. Note, this should be the same directory as the input
+          # paper.md
+          path: paper/paper.pdf
diff --git a/paper/paper.bib b/paper/paper.bib
@@ -0,0 +1,370 @@
+@InProceedings{krämer2021highdim,
+  title =        {Probabilistic {ODE} Solutions in Millions of Dimensions},
+  author =       {Kr{\"a}mer, Nicholas and Bosch, Nathanael and Schmidt,
+                  Jonathan and Hennig, Philipp},
+  booktitle =    {Proceedings of the 39th International Conference on Machine
+                  Learning},
+  pages =        {11634--11649},
+  year =         2022,
+  editor =       {Chaudhuri, Kamalika and Jegelka, Stefanie and Song, Le and
+                  Szepesvari, Csaba and Niu, Gang and Sabato, Sivan},
+  volume =       162,
+  series =       {Proceedings of Machine Learning Research},
+  month =        {17--23 Jul},
+  publisher =    {PMLR},
+  pdf =          {https://proceedings.mlr.press/v162/kramer22b/kramer22b.pdf},
+  url =          {https://proceedings.mlr.press/v162/kramer22b.html},
+}
+
+@InProceedings{tronarp2022fenrir,
+  title =        {Fenrir: Physics-Enhanced Regression for Initial Value
+                  Problems},
+  author =       {Tronarp, Filip and Bosch, Nathanael and Hennig, Philipp},
+  AUTHOR+an =    {2=highlight},
+  booktitle =    {Proceedings of the 39th International Conference on Machine
+                  Learning},
+  pages =        {21776--21794},
+  year =         2022,
+  editor =       {Chaudhuri, Kamalika and Jegelka, Stefanie and Song, Le and
+                  Szepesvari, Csaba and Niu, Gang and Sabato, Sivan},
+  volume =       162,
+  series =       {Proceedings of Machine Learning Research},
+  month =        {17--23 Jul},
+  publisher =    {PMLR},
+  pdf =          {https://proceedings.mlr.press/v162/tronarp22a/tronarp22a.pdf},
+  url =          {https://proceedings.mlr.press/v162/tronarp22a.html},
+}
+
+@inproceedings{bosch2023probabilistic,
+  title =        {Probabilistic Exponential Integrators},
+  author =       {Nathanael Bosch and Philipp Hennig and Filip Tronarp},
+  booktitle =    {Thirty-seventh Conference on Neural Information Processing
+                  Systems},
+  year =         2023,
+  url =          {https://openreview.net/forum?id=2dx5MNs2Ip},
+}
+
+@inproceedings{beck2024diffusion,
+  title =        {Diffusion Tempering Improves Parameter Estimation with
+                  Probabilistic Integrators for Ordinary Differential Equations},
+  author =       {Jonas Beck and Nathanael Bosch and Michael Deistler and Kyra
+                  L. Kadhim and Jakob H. Macke and Philipp Hennig and Philipp
+                  Berens},
+  booktitle =    {Forty-first International Conference on Machine Learning},
+  year =         2024,
+  url =          {https://openreview.net/forum?id=43HZG9zwaj}
+}
+
+@misc{wenger2021probnum,
+  title =        {ProbNum: Probabilistic Numerics in {P}ython},
+  author =       {Jonathan Wenger and Nicholas Krämer and Marvin Pförtner and
+                  Jonathan Schmidt and Nathanael Bosch and Nina Effenberger and
+                  Johannes Zenn and Alexandra Gessner and Toni Karvonen and
+                  François-Xavier Briol and Maren Mahsereci and Philipp Hennig},
+  year =         2021,
+  eprint =       {2112.02100},
+  archivePrefix ={arXiv},
+  primaryClass = {cs.MS},
+  doi =          "10.48550/arXiv.2112.02100",
+  url =          "https://doi.org/10.48550/arXiv.2112.02100",
+}
+
+@InProceedings{dalton2024,
+  title =        {Data-Adaptive Probabilistic Likelihood Approximation for
+                  Ordinary Differential Equations},
+  author =       {Wu, Mohan and Lysy, Martin},
+  booktitle =    {Proceedings of The 27th International Conference on Artificial
+                  Intelligence and Statistics},
+  pages =        {1018--1026},
+  year =         2024,
+  editor =       {Dasgupta, Sanjoy and Mandt, Stephan and Li, Yingzhen},
+  volume =       238,
+  series =       {Proceedings of Machine Learning Research},
+  month =        {02--04 May},
+  publisher =    {PMLR},
+  pdf =          {https://proceedings.mlr.press/v238/wu24b/wu24b.pdf},
+  url =          {https://proceedings.mlr.press/v238/wu24b.html},
+}
+
+@article{rackauckas2017differentialequations,
+  title =        {{DifferentialEquations.jl} – {A} Performant and Feature-Rich
+                  Ecosystem for Solving Differential Equations in {J}ulia},
+  author =       {Rackauckas, Christopher and Nie, Qing},
+  journal =      {Journal of Open Research Software},
+  volume =       5,
+  number =       1,
+  year =         2017,
+  publisher =    {Ubiquity Press},
+  doi =          "10.5334/jors.151",
+  url =          "https://doi.org/10.5334/jors.151",
+}
+
+@misc{probdiffeq,
+  author =       {Kr{\"a}mer, Nicholas},
+  title =        {probdiffeq: Probabilistic solvers for differential equations
+                  in JAX},
+  year =         2023,
+  publisher =    {GitHub},
+  journal =      {GitHub repository},
+  url =          {https://github.com/pnkraemer/probdiffeq}
+}
+
+@misc{jax2018github,
+  author =       {James Bradbury and Roy Frostig and Peter Hawkins and Matthew
+                  James Johnson and Chris Leary and Dougal Maclaurin and George
+                  Necula and Adam Paszke and Jake Vander{P}las and Skye
+                  Wanderman-{M}ilne and Qiao Zhang},
+  title =        {{JAX}: composable transformations of {P}ython+{N}um{P}y
+                  programs},
+  version =      {0.2.5},
+  year =         2018,
+}
+
+@article{schober19,
+  author =       "Schober, Michael and S{\"a}rkk{\"a}, Simo and Hennig, Philipp",
+  title =        "A probabilistic model for the numerical solution of initial
+                  value problems",
+  journal =      "Statistics and Computing",
+  year =         2019,
+  month =        "Jan",
+  day =          01,
+  volume =       29,
+  number =       1,
+  pages =        "99--122",
+  issn =         "1573-1375",
+  doi =          "10.1007/s11222-017-9798-7",
+  url =          "https://doi.org/10.1007/s11222-017-9798-7"
+}
+
+@article{tronarp19,
+  author =       {Filip Tronarp and Hans Kersting and Simo S{\"{a}}rkk{\"{a}}
+                  and Philipp Hennig},
+  title =        {Probabilistic solutions to ordinary differential equations as
+                  nonlinear {B}ayesian filtering: a new perspective},
+  year =         2019,
+  volume =       29,
+  number =       6,
+  pages =        {1297-1315},
+  doi =          {10.1007/s11222-019-09900-1},
+  url =          {https://doi.org/10.1007/s11222-019-09900-1},
+  journal =      {Statistics and Computing},
+  timestamp =    {Wed, 25 Mar 2020 09:31:58 +0100},
+  biburl =       {https://dblp.org/rec/journals/sac/TronarpKSH19.bib},
+  bibsource =    {dblp computer science bibliography, https://dblp.org}
+}
+
+@article{kersting20,
+  author =       {Kersting, Hans and Sullivan, T. J. and Hennig, Philipp},
+  title =        {Convergence rates of {G}aussian ODE filters},
+  journal =      {Statistics and Computing},
+  year =         2020,
+  month =        {Nov},
+  day =          01,
+  volume =       30,
+  number =       6,
+  pages =        {1791-1816},
+  issn =         {1573-1375},
+  doi =          {10.1007/s11222-020-09972-4},
+  url =          {https://doi.org/10.1007/s11222-020-09972-4}
+}
+
+@article{tronarp21,
+  author =       {Tronarp, Filip and S{\"a}rkk{\"a}, Simo and Hennig, Philipp},
+  title =        {Bayesian ODE solvers: the maximum a posteriori estimate},
+  journal =      {Statistics and Computing},
+  year =         2021,
+  month =        {Mar},
+  day =          03,
+  volume =       31,
+  number =       3,
+  pages =        23,
+  issn =         {1573-1375},
+  doi =          {10.1007/s11222-021-09993-7},
+  url =          {https://doi.org/10.1007/s11222-021-09993-7}
+}
+
+@misc{bosch2023parallelintime,
+  title =        {Parallel-in-Time Probabilistic Numerical {ODE} Solvers},
+  author =       {Nathanael Bosch and Adrien Corenflos and Fatemeh Yaghoobi and
+                  Filip Tronarp and Philipp Hennig and Simo Särkkä},
+  year =         2023,
+  eprint =       {2310.01145},
+  archivePrefix ={arXiv},
+  primaryClass = {math.NA},
+  doi =          {10.48550/arXiv.2310.01145},
+  url =          {https://doi.org/10.48550/arXiv.2310.01145}
+}
+
+@InProceedings{kersting20invprob,
+  title =        {Differentiable Likelihoods for Fast Inversion of
+                  ’{L}ikelihood-Free’ Dynamical Systems},
+  author =       {Kersting, Hans and Kr{\"a}mer, Nicholas and Schiegg, Martin
+                  and Daniel, Christian and Tiemann, Michael and Hennig,
+                  Philipp},
+  booktitle =    {Proceedings of the 37th International Conference on Machine
+                  Learning},
+  pages =        {5198--5208},
+  year =         2020,
+  editor =       {Hal Daumé III and Aarti Singh},
+  volume =       119,
+  series =       {Proceedings of Machine Learning Research},
+  month =        {13--18 Jul},
+  publisher =    {PMLR},
+  pdf =          {http://proceedings.mlr.press/v119/kersting20a/kersting20a.pdf},
+  url =          {http://proceedings.mlr.press/v119/kersting20a.html},
+}
+
+@inproceedings{schmidt21,
+  author =       {Schmidt, Jonathan and Kr\"{a}mer, Nicholas and Hennig,
+                  Philipp},
+  booktitle =    {Advances in Neural Information Processing Systems},
+  editor =       {M. Ranzato and A. Beygelzimer and Y. Dauphin and P.S. Liang
+                  and J. Wortman Vaughan},
+  pages =        {12374--12385},
+  publisher =    {Curran Associates, Inc.},
+  title =        {A Probabilistic State Space Model for Joint Inference from
+                  Differential Equations and Data},
+  url =
+                  {https://proceedings.neurips.cc/paper/2021/file/6734fa703f6633ab896eecbdfad8953a-Paper.pdf},
+  volume =       34,
+  year =         2021,
+}
+
+@inproceedings{kraemer202bvp,
+  author =       {Kr\"{a}mer, Nicholas and Hennig, Philipp},
+  booktitle =    {Advances in Neural Information Processing Systems},
+  editor =       {M. Ranzato and A. Beygelzimer and Y. Dauphin and P.S. Liang
+                  and J. Wortman Vaughan},
+  pages =        {11160--11171},
+  publisher =    {Curran Associates, Inc.},
+  title =        {Linear-Time Probabilistic Solution of Boundary Value Problems},
+  url =
+                  {https://papers.nips.cc/paper/2021/hash/5ca3e9b122f61f8f06494c97b1afccf3-Abstract.html},
+  volume =       34,
+  year =         2021,
+}
+
+@InProceedings{kraemer22mol,
+  title =        { Probabilistic Numerical Method of Lines for Time-Dependent
+                  Partial Differential Equations },
+  author =       {Kr\"amer, Nicholas and Schmidt, Jonathan and Hennig, Philipp},
+  booktitle =    {Proceedings of The 25th International Conference on Artificial
+                  Intelligence and Statistics},
+  pages =        {625--639},
+  year =         2022,
+  editor =       {Camps-Valls, Gustau and Ruiz, Francisco J. R. and Valera,
+                  Isabel},
+  volume =       151,
+  series =       {Proceedings of Machine Learning Research},
+  month =        {28--30 Mar},
+  publisher =    {PMLR},
+  pdf =          {https://proceedings.mlr.press/v151/kramer22a/kramer22a.pdf},
+  url =          {https://proceedings.mlr.press/v151/kramer22a.html},
+}
+
+@InProceedings{bosch22pick,
+  title =        { Pick-and-Mix Information Operators for Probabilistic {ODE}
+                  Solvers },
+  author =       {Bosch, Nathanael and Tronarp, Filip and Hennig, Philipp},
+  booktitle =    {Proceedings of The 25th International Conference on Artificial
+                  Intelligence and Statistics},
+  pages =        {10015--10027},
+  year =         2022,
+  editor =       {Camps-Valls, Gustau and Ruiz, Francisco J. R. and Valera,
+                  Isabel},
+  volume =       151,
+  series =       {Proceedings of Machine Learning Research},
+  month =        {28--30 Mar},
+  publisher =    {PMLR},
+  pdf =          {https://proceedings.mlr.press/v151/bosch22a/bosch22a.pdf},
+  url =          {https://proceedings.mlr.press/v151/bosch22a.html},
+}
+
+@InProceedings{bosch21capos,
+  title =        { Calibrated Adaptive Probabilistic {ODE} Solvers },
+  author =       {Bosch, Nathanael and Hennig, Philipp and Tronarp, Filip},
+  booktitle =    {Proceedings of The 24th International Conference on Artificial
+                  Intelligence and Statistics},
+  pages =        {3466--3474},
+  year =         2021,
+  editor =       {Banerjee, Arindam and Fukumizu, Kenji},
+  volume =       130,
+  series =       {Proceedings of Machine Learning Research},
+  month =        {13--15 Apr},
+  publisher =    {PMLR},
+  pdf =          {http://proceedings.mlr.press/v130/bosch21a/bosch21a.pdf},
+  url =          {http://proceedings.mlr.press/v130/bosch21a.html},
+}
+
+@article{kraemer24stableimp,
+  author =       {Nicholas Kr{{\"a}}mer and Philipp Hennig},
+  title =        {Stable Implementation of Probabilistic ODE Solvers},
+  journal =      {Journal of Machine Learning Research},
+  year =         2024,
+  volume =       25,
+  number =       111,
+  pages =        {1--29},
+  url =          {http://jmlr.org/papers/v25/20-1423.html}
+}
+
+@article{julia,
+  doi =          {10.1137/141000671},
+  url =          {https://doi.org/10.1137%2F141000671},
+  year =         2017,
+  month =        {jan},
+  publisher =    {Society for Industrial {\&} Applied Mathematics ({SIAM})},
+  volume =       59,
+  number =       1,
+  pages =        {65--98},
+  author =       {Jeff Bezanson and Alan Edelman and Stefan Karpinski and Viral
+                  B. Shah},
+  title =        {Julia: A Fresh Approach to Numerical Computing},
+  journal =      {{SIAM} Review}
+}
+
+@Article{numpy,
+ title         = {Array programming with {NumPy}},
+ author        = {Charles R. Harris and K. Jarrod Millman and St{\'{e}}fan J.
+                 van der Walt and Ralf Gommers and Pauli Virtanen and David
+                 Cournapeau and Eric Wieser and Julian Taylor and Sebastian
+                 Berg and Nathaniel J. Smith and Robert Kern and Matti Picus
+                 and Stephan Hoyer and Marten H. van Kerkwijk and Matthew
+                 Brett and Allan Haldane and Jaime Fern{\'{a}}ndez del
+                 R{\'{i}}o and Mark Wiebe and Pearu Peterson and Pierre
+                 G{\'{e}}rard-Marchant and Kevin Sheppard and Tyler Reddy and
+                 Warren Weckesser and Hameer Abbasi and Christoph Gohlke and
+                 Travis E. Oliphant},
+ year          = {2020},
+ month         = sep,
+ journal       = {Nature},
+ volume        = {585},
+ number        = {7825},
+ pages         = {357--362},
+ doi           = {10.1038/s41586-020-2649-2},
+ publisher     = {Springer Science and Business Media {LLC}},
+ url           = {https://doi.org/10.1038/s41586-020-2649-2}
+}
+
+@ARTICLE{scipy,
+  author  = {Virtanen, Pauli and Gommers, Ralf and Oliphant, Travis E. and
+            Haberland, Matt and Reddy, Tyler and Cournapeau, David and
+            Burovski, Evgeni and Peterson, Pearu and Weckesser, Warren and
+            Bright, Jonathan and {van der Walt}, St{\'e}fan J. and
+            Brett, Matthew and Wilson, Joshua and Millman, K. Jarrod and
+            Mayorov, Nikolay and Nelson, Andrew R. J. and Jones, Eric and
+            Kern, Robert and Larson, Eric and Carey, C J and
+            Polat, {\.I}lhan and Feng, Yu and Moore, Eric W. and
+            {VanderPlas}, Jake and Laxalde, Denis and Perktold, Josef and
+            Cimrman, Robert and Henriksen, Ian and Quintero, E. A. and
+            Harris, Charles R. and Archibald, Anne M. and
+            Ribeiro, Ant{\^o}nio H. and Pedregosa, Fabian and
+            {van Mulbregt}, Paul and {SciPy 1.0 Contributors}},
+  title   = {{{SciPy} 1.0: Fundamental Algorithms for Scientific
+            Computing in Python}},
+  journal = {Nature Methods},
+  year    = {2020},
+  volume  = {17},
+  pages   = {261--272},
+  adsurl  = {https://rdcu.be/b08Wh},
+  doi     = {10.1038/s41592-019-0686-2},
+}