University of Cambridge > Talks.cam > CCIMI Seminars > Bayesian Probabilistic Numerical Methods

  Browse A-Z

Log in

Cambridge users (raven)details Other usersdetails No account?details

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

Bayesian Probabilistic Numerical Methods

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Rachel Furner.

In this talk, numerical computation – such as numerical solution of a PDE – will be treated as an inverse problem in its own right. The popular Bayesian approach to inversion is considered, wherein a posterior distribution is induced over the object of interest by conditioning a prior distribution on the same finite information that would be used in a classical numerical method. The main technical consideration is that the data in this context are non-random and thus the standard Bayes’ theorem does not hold. General conditions will be presented under which such Bayesian probabilistic numerical methods are well-posed, and a sequential Monte-Carlo method will be shown to provide consistent estimation of the posterior. The paradigm will then be extended to computational ``pipelines’’, through which a distributional quantification of numerical error can be propagated. A sufficient condition can be obtained for when such propagation can be endowed with a globally coherent Bayesian interpretation, based on a novel class of probabilistic graphical models designed to represent a computational work-flow. The concepts are illustrated through explicit numerical experiments involving both linear and non-linear PDE models. Full details are available in arXiv:1702.03673.

This talk is part of the CCIMI Seminars series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

Other lists

Cambridge Infectious Diseases Graduate and internship applications Whipple Museum of the History of Science

Other talks

Public Lecture: Development of social behaviour in children from infancy: neurobiological, relational and situational interactions Immigration policy-making beyond 'Western liberal democracies' Characterizing Immunogenetic Mechanisms through HIV Disease Analysis Towns, Cities and the Tilting of Britain's Political Axis Developing novel methods for interrogating tree ring anatomy for use in modelling carbon sequestration
 

© 2006-2022 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity