About the event

Speaker: Chris Oates (Group Leader, Programme on Data-Centric Engineering) Date: 30 October 2017 Time: 10:00 - 11:30

This seminar will explore numerical methods for optimisation, integration, linear algebra and solution of differential equations, all from the perspective of a Bayesian statistician - no background in numerical analysis will be assumed. The aim is to provide a crash course in Probabilistic Numerics - an exciting new area of statistical research - and to explain its relevance to decision-making based on computational output. The discussion will focus on a number of prototypical examples, with the general theory presented in [1]. [1] Cockayne J, Oates CJ, Sullivan T, Girolami M. Bayesian Probabilistic Numerical Methods. This is an introductory class (no advanced session planned)

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