A Modern Retrospective on Probabilistic Numerics

Published: Jan 14, 2019
Abstract
This article attempts to place the emergence of probabilistic numerics as a mathematical-statistical research field within its historical context and to explore how its gradual development can be related both to applications and to a modern formal treatment. We highlight in particular the parallel contributions of Sul'din and Larkin in the 1960s and how their pioneering early ideas have reached a degree of maturity in the intervening period,...
Paper Details
Title
A Modern Retrospective on Probabilistic Numerics
Published Date
Jan 14, 2019
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