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A modern retrospective on probabilistic numerics
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Oates, C. J. and Sullivan, T. J. (2019) A modern retrospective on probabilistic numerics. Statistics and Computing, 29 (6). pp. 1335-1351. doi:10.1007/s11222-019-09902-z ISSN 0960-3174.
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Official URL: http://dx.doi.org/10.1007/s11222-019-09902-z
Abstract
This article attempts to place the emergence of probabilistic numerics as a mathematical–statistical research field within its historical context and to explore how its gradual development can be related both to applications and to a modern formal treatment. We highlight in particular the parallel contributions of Sul′din and Larkin in the 1960s and how their pioneering early ideas have reached a degree of maturity in the intervening period, mediated by paradigms such as average-case analysis and information-based complexity. We provide a subjective assessment of the state of research in probabilistic numerics and highlight some difficulties to be addressed by future works.
| Item Type: | Journal Article | |||||||||
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| Subjects: | Q Science > QA Mathematics | |||||||||
| Divisions: | Faculty of Science, Engineering and Medicine > Engineering > Engineering Faculty of Science, Engineering and Medicine > Science > Mathematics |
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| Library of Congress Subject Headings (LCSH): | Probabilities , Computer algorithms, Numerical analysis | |||||||||
| Journal or Publication Title: | Statistics and Computing | |||||||||
| Publisher: | Springer | |||||||||
| ISSN: | 0960-3174 | |||||||||
| Official Date: | November 2019 | |||||||||
| Dates: |
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| Volume: | 29 | |||||||||
| Number: | 6 | |||||||||
| Page Range: | pp. 1335-1351 | |||||||||
| DOI: | 10.1007/s11222-019-09902-z | |||||||||
| Status: | Peer Reviewed | |||||||||
| Publication Status: | Published | |||||||||
| Access rights to Published version: | Open Access (Creative Commons) | |||||||||
| Date of first compliant deposit: | 15 April 2020 | |||||||||
| Date of first compliant Open Access: | 15 April 2020 | |||||||||
| RIOXX Funder/Project Grant: |
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