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Contributed discussion on article by Chkrebtii, Campbell, Calderhead, and Girolami

Briol, FX; Cockayne, J; Teymur, O; (2016) Contributed discussion on article by Chkrebtii, Campbell, Calderhead, and Girolami. Bayesian Analysis , 11 (4) pp. 1285-1293. 10.1214/16-BA1017A. Green open access

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Abstract

We commend the authors for an exciting paper which provides a strong contribution to the emerging field of probabilistic numerics. Below, we discuss aspects of prior modelling for differential equations which will need to be considered thoroughly in future work.

Type: Article
Title: Contributed discussion on article by Chkrebtii, Campbell, Calderhead, and Girolami
Open access status: An open access version is available from UCL Discovery
DOI: 10.1214/16-BA1017A
Publisher version: http://dx.doi.org/10.1214/16-BA1017A
Language: English
Additional information: This version is the version of record. For information on re-use, please refer to the publisher’s terms and conditions.
Keywords: probabilistic numerics, uncertainty quantification, numerical analysis
UCL classification: UCL
UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science
URI: https://discovery.ucl.ac.uk/id/eprint/10079217
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