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Rejoinder: Probabilistic integration: A role in statistical computation?

Briol, FX; Oates, CJ; Girolami, M; Osborne, MA; Sejdinovic, D; (2019) Rejoinder: Probabilistic integration: A role in statistical computation? Statistical Science , 34 (1) pp. 38-42. 10.1214/18-STS683. Green open access

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Abstract

This article is the rejoinder for the paper “Probabilistic Integration: A Role in Statistical Computation?” (Statist. Sci. 34 (2019) 1–22). We would first like to thank the reviewers and many of our colleagues who helped shape this paper, the Editor for selecting our paper for discussion, and of course all of the discussants for their thoughtful, insightful and constructive comments. In this rejoinder, we respond to some of the points raised by the discussants and comment further on the fundamental questions underlying the paper: (i) Should Bayesian ideas be used in numerical analysis? and (ii) If so, what role should such approaches have in statistical computation?

Type: Article
Title: Rejoinder: Probabilistic integration: A role in statistical computation?
Open access status: An open access version is available from UCL Discovery
DOI: 10.1214/18-STS683
Publisher version: http://dx.doi.org/10.1214/18-STS683
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: Computational statistics, nonparametric statistics, probabilistic numerics, uncertainty quantification
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/10079224
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