EFiGP applies Fourier transformation and eigen-decomposition to physics-informed Gaussian processes, making ODE parameter and trajectory inference faster and often more accurate than MAGI on oscillatory benchmark systems.
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EFiGP: Eigen-Fourier Physics-Informed Gaussian Process for Inference of Dynamic Systems
EFiGP applies Fourier transformation and eigen-decomposition to physics-informed Gaussian processes, making ODE parameter and trajectory inference faster and often more accurate than MAGI on oscillatory benchmark systems.