Probabilistic Numerics and Uncertainty in Computations

3 Jun 2015Philipp HennigMichael A OsborneMark Girolami

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry... (read more)

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