Probabilistic Richardson Extrapolation

Explore a comprehensive lecture on Probabilistic Richardson Extrapolation presented by Toni Karvonen from the Finnish Center for Artificial Intelligence FCAI. Delve into the classical technique of Richardson extrapolation and its application in accelerating the convergence rate of numerical methods. Discover how this probabilistic approach unifies traditional extrapolation methods with multi-fidelity modeling, addressing uncertain convergence orders through statistical estimation. Learn about the method's polynomial speed-up compared to original numerical techniques and its practical application in cardiac modeling. Gain insights from the speaker's extensive background in applied mathematics, uncertainty quantification, and model misspecification in numerical analysis, statistical modeling, and machine learning.

Toni Karvonen: Probabilistic Richardson Extrapolation