Bayesian Probabilistic Numerical Methods
- đ¤ Speaker: Chris Oates (Newcastle University)
- đ Date & Time: Wednesday 10 January 2018, 10:00 - 11:00
- đ Venue: Seminar Room 1, Newton Institute
Abstract
In this talk, numerical computation – such as numerical solution of a PDE – will be treated as an inverse problem in its own right. The popular Bayesian approach to inversion is considered, wherein a posterior distribution is induced over the object of interest by conditioning a prior distribution on the same finite information that would be used in the classical numerical context. This approach to numerical computation opens the door to application of statistical techniques, and we discuss the relevance of decision theory and probabilistic graphical models in particular detail. The concepts will be briefly illustrated through numerical experiment.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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Chris Oates (Newcastle University)
Wednesday 10 January 2018, 10:00-11:00