Contributed discussion on article by Chkrebtii, Campbell, Calderhead and Girolami

DOI10.1214/16-BA1017AzbMATH Open1357.62106arXiv1611.05843MaRDI QIDQ516561FDOQ516561

Authors: François-Xavier Briol, Jon Cockayne, Onur Teymur, William Weimin Yoo, Michael Schober, Philipp Hennig

Publication date: 14 March 2017

Published in: Bayesian Analysis (Search for Journal in Brave)

Abstract: We begin by introducing the main ideas of the paper under discussion, and we give a brief description of the method proposed. Next, we discuss an alternative approach based on B-spline expansion, and lastly we make some comments on the method's convergence rate.

Full work available at URL: https://arxiv.org/abs/1611.05843

zbMATH Keywords

differential equation uncertainty quantification B-splines convergence rate numerical analysis probabilistic numerics tensor product B-splines discretization uncertainty

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Miscellaneous topics in partial differential equations (35R99) Functional-differential equations (including equations with delayed, advanced or state-dependent argument) (34K99)

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