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

zbMATH Keywords

Bayesian statisticsGaussian processuncertainty quantificationreproducing kernelmulti-fidelity modelling

Mathematics Subject Classification ID

Statistics (62-XX)

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