Probabilistic Richardson extrapolation

DOI10.1093/JRSSSB/QKAE098MaRDI QIDQ6911612zbMATH OpenFDO

Authors Chris J. Oates, Toni Karvonen, A. L. Teckentrup, Marina Strocchi, Steven A. Niederer

Publication date 24 October 2025

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1093/JRSSSB/QKAE098

zbMATH Keywords

Bayesian statisticsGaussian processmulti-fidelity modellingreproducing kerneluncertainty quantification

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Automatic Selection of Sequence Transformations
• Bayesian Probabilistic Numerical Methods
• Comment on ``Probabilistic integration: a role in statistical computation?
• Composite sequence transformations
• Conglomerate multi-fidelity Gaussian process modeling, with application to heavy-ion collisions
• Convergence acceleration of number-machine sequences
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Fehlerabschätzungen und Extrapolation mit rationalen Funktionen bei Verfahren vom Richardson-Typus
• Gaussian processes for machine learning.
• scientific article; zbMATH DE number 3114505 (Why is no real title available?)
• scientific article; zbMATH DE number 4149433 (Why is no real title available?)
• Interpolationsrechnung.
• Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions
• Multilevel Richardson-Romberg extrapolation
• On the effectiveness of Richardson extrapolation in data science
• Practical Extrapolation Methods
• Predicting the output from a complex computer code when fast approximations are available
• Probabilistic numerics and uncertainty in computations
• Quasi continuous level Monte Carlo for random elliptic PDEs
• Small sample spaces for Gaussian processes
• Solving high-dimensional partial differential equations using deep learning
• Some Techniques for Rational Interpolation
• Survey of multifidelity methods in uncertainty propagation, inference, and optimization
• The approximate arithmetic solution by finite differences of physical problems involving differential equations, with an application to the stresses in a masonry dam.
• The deferred approach to the limit. I. Single lattice.
• Unbiased estimation with square root convergence for SDE models
• Unbiased Markov Chain Monte Carlo Methods with Couplings

Cited in

(1)

• Extrapolating from Regularised Solutions for Solving Ill-Conditioned Linear Systems in Machine Learning

This page was built for publication: Probabilistic Richardson extrapolation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6911612)