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

DOI10.1214/16-BA1017AMaRDI QIDQ516561zbMATH OpenFDO

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)

Full work available at URL https://arxiv.org/abs/1611.05843, https://projecteuclid.org/euclid.ba/1480474950

zbMATH Keywords

differential equationuncertainty quantificationB-splinesconvergence ratenumerical analysisprobabilistic numericstensor product B-splinesdiscretization 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)

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.

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• Probabilistic integration: a role in statistical computation?
• Contributed discussion on article by Finegold and Drton

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