Bayesian Analysis

Contributed Discussion on Article by Chkrebtii, Campbell, Calderhead, and Girolami

François-Xavier Briol, Jon Cockayne, Onur Teymur, William Weimin Yoo, Jon Cockayne, Michael Schober, and Philipp Hennig

Full-text: Open access

Article information

Source
Bayesian Anal. Volume 11, Number 4 (2016), 1285-1293.

Dates
First available in Project Euclid: 30 November 2016

Permanent link to this document
https://projecteuclid.org/euclid.ba/1480474950

Digital Object Identifier
doi:10.1214/16-BA1017A

Keywords
probabilistic numerics uncertainty quantification numerical analysis differential equation discretization uncertainty B-splines tensor product B-splines convergence rate

Citation

Briol, François-Xavier; Cockayne, Jon; Teymur, Onur; Yoo, William Weimin; Cockayne, Jon; Schober, Michael; Hennig, Philipp. Contributed Discussion on Article by Chkrebtii, Campbell, Calderhead, and Girolami. Bayesian Anal. 11 (2016), no. 4, 1285--1293. doi:10.1214/16-BA1017A. https://projecteuclid.org/euclid.ba/1480474950


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References

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  • Cockayne, J., Oates, C. J., Sullivan, T., and Girolami, M. (2016). “Probabilistic Meshless Methods for Partial Differential Equations and Bayesian Inverse Problems.” arXiv:1605.07811.
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  • Briol, F.-X., Oates, C. J., Girolami, M., Osborne, M. A., and Sejdinovic, D. (2015). “Probabilistic Integration: A Role for Statisticians in Numerical Analysis?” arXiv:1512.00933 [stat.ML].
  • Chkrebtii, O. A., Campbell, D. A., Girolami, M. A., and Calderhead, B. (2016). “Bayesian Solution Uncertainty Quantification for Differential Equations.” Bayesian Analysis.
  • Kersting, H. P. and Hennig, P. (2016). “Active Uncertainty Calibration in Bayesian ODE Solvers.” In Janzing and Ihlers (eds.), Uncertainty in Artificial Intelligence (UAI), volume 32.
  • Schober, M., Särkkä, S., and Hennig, P. (2016). “A Probabilistic Model for the Numerical Solution of Initial Value Problems.” arXiv:1610.05261.

See also

  • Related item: Oksana A. Chkrebtii, David A. Campbell, Ben Calderhead, Mark A. Girolami (2016). Bayesian Solution Uncertainty Quantification for Differential Equations. Bayesian Anal. Vol. 11, Iss. 4, 1239–1267.