Probabilistic numerics

Probabilistic numerics

Probabilistic numerics is a scientific field at the intersection of statistics, machine learning and applied mathematics, where tasks in numerical analysis including finding numerical solutions for integration, linear algebra, optimisation and differential equations are seen as problems of statistical, probabilistic, or Bayesian inference.

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enProbabilistic numerics is a scientific field at the intersection of statistics, machine learning and applied mathematics, where tasks in numerical analysis including finding numerical solutions for integration, linear algebra, optimisation and differential equations are seen as problems of statistical, probabilistic, or Bayesian inference.
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enProbabilistic numerics is a scientific field at the intersection of statistics, machine learning and applied mathematics, where tasks in numerical analysis including finding numerical solutions for integration, linear algebra, optimisation and differential equations are seen as problems of statistical, probabilistic, or Bayesian inference.
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Probabilistic numerics
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enProbabilistic numerics
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github.com/f-dangel/backpack
github.com/EmuKit/emukit
github.com/probabilistic-numerics/probnum
github.com/nathanaelbosch/ProbNumDiffEq.jl
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Abraham Wald
Active learning (machine learning)
Applied mathematics
Approximate Bayesian computation
Average-case analysis
Bayesian experimental design
Bayesian inference
Bayesian optimization
Bayesian quadrature
Best, worst and average case
Brownian motion
Category:Applied mathematics
Category:Applied statistics
Category:Machine learning
Computer simulation
Conjugate gradient method
Decision theory
Deep learning
Determinants
Early stopping
Empirical risk minimization
File:Bayesian quadrature.svg
File:GpParBayesAnimationSmall.gif
File:Lorenz Probabilistic Numerics.jpg
File:Matrix-based-probabilistic-linear-solver.svg
Game theory
Gaussian measure
Gaussian process
Gaussian quadrature
Henri Poincaré
Information-based complexity
Inverse problem
John von Neumann
Kalman filter
Learning rate
Least squares
Likelihood function
Linear map
Linear multistep method
Line search
Machine learning
Mathematical optimization
Mean squared error
Mixed strategy
Multi-armed bandit
Normal distribution
Numerical analysis
Numerical integration
Numerical linear algebra
Numerical optimisation
Ordinary differential equation
Partial differential equations
Posterior distribution
Power series
Prior probability
Probability
Quasi-Newton method
Statistics
Stochastic differential equation
Stochastic optimization
Systems of linear equations
Trapezoidal rule
Uncertainty quantification
Utility function
SameAs
G6Txd
Q109297617
SeeAlso
Bayesian optimization
Subject
Category:Applied mathematics
Category:Applied statistics
Category:Machine learning
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