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Everything about Probabilistic numerics
Machine learning and applied statistics
Probabilistic numerics is an active field of study at the intersection of applied mathematics, statistics, and machine learning centering on the concept of uncertainty in computation. In probabilistic numerics, tasks in numerical analysis such as finding numerical solutions for integration, linear algebra, optimization and simulation and differential equations are seen as problems of statistical, probabilistic, or Bayesian inference. Wikipedia →
🧠Start here: a 6-step reading path
- Read the overview: Probabilistic numericsA 5-minute orientation
- Skim a recent paper: Pairing ensemble numerical weather prediction with ensemble physical model chain for probabilistic photovoltaic power forecastingInfluential work since 2022
- Pick up a classic book: Applied Stochastic AnalysisThe most-reprinted book on the subject
- Read the landmark paper: Probabilistic numerics and uncertainty in computationsCited 109 times
- Go sideways: Bayesian quadratureA closely related topic
- Go sideways: Bayesian optimizationA closely related topic
đź“– Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
Probabilistic numerics and uncertainty in computations
A modern retrospective on probabilistic numerics
Uncertainty quantification using probabilistic numerics: application to models in mathematical epidemiology
Modelling Pathwise Uncertainty of Stochastic Differential Equations Samplers via Probabilistic Numerics
Probabilistic Numerics
Editorial: special edition on probabilistic numerics
Kalman-Annealing: Calibrated Uncertainty for Simulated Annealing via a Probabilistic-Numerics Filter, with an Application to Reinforcement-Learning Hyperparameter Tuning
🆕 Influential since 2022
đź“š Books worth reading
Applied Stochastic AnalysisWeinan E, Tiejun Li · 2019- 📕An introduction to stochastic differential equationsLawrence C. Evans · 2013
- 📕Mathematical methods for analysis of a complex diseaseF. C. Hoppensteadt · 2011
- 📕Topology and Geometry of BiopolymersErica Flapan, Helen Wong · 2020
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
đź”— Related topics
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