Bayesian Probabilistic Numerical Methods

Neyman Seminar
Neyman Seminar
Jan 29, 2020 4:00pm to 5:00pm
1011 Evans Hall
Happening As Scheduled
Numerical computation --- such as numerical solution of a PDE, or quadrature --- can modelled as a statistical inverse problem in its own right. In particular, we can apply the Bayesian approach to inversion, so that a posterior distribution is induced over the object of interest (e.g. the PDE's solution) by conditioning a prior distribution on the same finite information that would be used in a...
Tim Sullivan, Freie Universität Berlin and Zuse Institute Berlin