Journal Article

Wang, Junyang, Cockayne, Jon, Chkrebtii, Oksana, Sullivan, Tim J. and Oates, Chris. J. (2021) Bayesian numerical methods for nonlinear partial differential equations. Statistics and Computing, 31 (5). 55. doi:10.1007/s11222-021-10030-w ISSN 1573-1375.

Cockayne, Jon, Oates, Chris J., Sullivan, T. J. and Girolami, Mark (2019) Bayesian probabilistic numerical methods. SIAM Review, 61 (4). pp. 756-789. doi:10.1137/17M1139357 ISSN 0036-1445.

Oates, Chris J., Cockayne, Jon, Briol, François-Xavier and Girolami, Mark (2019) Convergence rates for a class of estimators based on Stein’s method. Bernoulli, 25 (2). pp. 1141-1159. doi:10.3150/17-BEJ1016 ISSN 1350-7265.

Oates, Chris J., Cockayne, Jon, Aykroyd, Robert G. and Girolami, Mark (2019) Bayesian probabilistic numerical methods in time-dependent state estimation for industrial hydrocyclone equipment. Journal of the American Statistical Association . pp. 1-27. doi:10.1080/01621459.2019.1574583 ISSN 0162-1459.

Conference Item

Cockayne, Jon, Oates, Chris J., Sullivan, T. J. and Girolami, Mark (2017) Probabilistic numerical methods for PDE-constrained Bayesian inverse problems. In: 36th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering, Ghent, Belgium, 10-15 Jul 2016. Published in: AIP Conference Proceedings, 1853 (1). doi:10.1063/1.4985359 ISSN 0094-243X.

Thesis

Cockayne, Jon (2019) Bayesian probabilistic numerical methods. PhD thesis, University of Warwick.