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probabilistic numerics and uncertainty in computations

June 10, 2015

“We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations.” (p.1) Philipp Hennig, Michael Osborne and Mark Girolami (Warwick) posted on arXiv a paper to appear in Proceedings A of the Royal Statistical Society that relates […]

probabilistic numerics

April 27, 2015

I attended an highly unusual workshop while in Warwick last week. Unusual for me, obviously. It was about probabilistic numerics, i.e., the use of probabilistic or stochastic arguments in the numerical resolution of (possibly) deterministic problems. The notion in this approach is fairly Bayesian in that it makes use to prior information or belief about […]

Bayesian probabilistic numerical methods

December 5, 2019

“…in isolation, the error of a numerical method can often be studied and understood, but when composed into a pipeline the resulting error structure maybe non-trivial and its analysis becomes more difficult. The real power of probabilistic numerics lies in its application to pipelines of numerical methods, where the probabilistic formulation permits analysis of variance […]

Bayesian conjugate gradients [open for discussion]

June 25, 2019

When fishing for an illustration for this post on Google, I came upon this Bayesian methods for hackers cover, a book about which I have no clue whatsoever (!) but that mentions probabilistic programming. Which serves as a perfect (?!) introduction to the call for discussion in Bayesian Analysis of the incoming Bayesian conjugate gradient […]

Nature Outlook on AI

January 13, 2019

The 29 November 2018 issue of Nature had a series of papers on AIs (in its Outlook section). At the general public (awareness) level than in-depth machine-learning article. Including one on the forecasted consequences of ever-growing automation on jobs, quoting from a 2013 paper by Carl Frey and Michael Osborne [of probabilistic numerics fame!] that […]