Bayesian Probabilistic Numerical Methods

DOI10.1137/17M1139357zbMath1451.65179arXiv1702.03673OpenAlexW3099929043WikidataQ126835934 ScholiaQ126835934MaRDI QIDQ5243179

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Publication date: 15 November 2019

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.03673

zbMATH Keywords

information-based complexitynumerical analysisBayesian methodsprobabilistic numerics

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Nonparametric regression and quantile regression (62G08) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Bayesian problems; characterization of Bayes procedures (62C10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)

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Uses Software

• mctoolbox

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