Bayesian Probabilistic Numerical Methods.
Jon CockayneChris J. OatesTimothy John SullivanMark A. GirolamiPublished in: SIAM Rev. (2019)
Keyphrases
- numerical methods
- posterior probability
- bayesian networks
- differential equations
- probabilistic model
- partial differential equations
- generative model
- finite element method
- runge kutta
- finite difference method
- approximation schemes
- linear algebra
- numerical solution
- level set method
- decision theory
- semi implicit
- black scholes
- stock market