PROBABILISTIC NUMERICS

Updated 554 days ago
  • ID: 23023778/118
Probabilistic numerics (PN) aims to quantify uncertainty arising from intractable or incomplete numerical computation and from stochastic input. This new paradigm treats a numerical problem as one of statistical inference instead. The probabilistic viewpoint provides a principled way to encode structural knowledge about a problem. By giving an explicit role to uncertainty from all sources, in particular from the computation itself, PN gives rise to new applications beyond the scope of classical methods.
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