Bayesian Probabilistic Numerical Methods

Bayesian Probabilistic Numerical Methods

Neyman Seminar
Jan 29, 2020, 04:00 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Tim Sullivan, Freie Universität Berlin and Zuse Institute Berlin
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...