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Probabilistic numerics and uncertainty in computations

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 nu...

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Detalles Bibliográficos
Autores principales: Hennig, Philipp, Osborne, Michael A., Girolami, Mark
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Royal Society Publishing 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4528661/
https://www.ncbi.nlm.nih.gov/pubmed/26346321
http://dx.doi.org/10.1098/rspa.2015.0142