YoVDO

Workshop on Probabilistic Numerical Methods - Panel Discussion

Offered By: Alan Turing Institute via YouTube

Tags

Uncertainty Quantification Courses Differential Equations Courses Statistical Inference Courses

Course Description

Overview

Participate in a panel discussion exploring probabilistic numerical methods, part of the SAMSI Programme on Quasi-Monte Carlo and High-Dimensional Sampling Methods for Applied Mathematics. Delve into topics such as reference priors for probabilistic solutions of differential equations, heavy-tailed stable distributions for robust uncertainty quantification, statistical estimation with multi-resolution operator decompositions, and probabilistic numerical methods as Bayesian inversion methods. Gain insights from experts in the field as they discuss the development of these methods, which provide analysts with richer, probabilistic quantification of numerical errors in their outputs, enhancing tools for reliable statistical inference. Learn about the critical role of accurate discrete approximations in mathematical modeling and how probabilistic approaches can improve the accuracy and robustness of numerical predictions. For more information on this collaborative effort between the Alan Turing Institute, SAMSI, and Lloyd's Register Foundation, visit Prob-Num.org.

Syllabus

Introductions
Yousef Mizuki
Tim Sullivan
Question
Discussion


Taught by

Alan Turing Institute

Related Courses

Scientific Computing
University of Washington via Coursera
Differential Equations in Action
Udacity
Initiation à la théorie des distributions
École Polytechnique via Coursera
Everything is the Same: Modeling Engineered Systems
Northwestern University via Coursera
Analyse numérique pour ingénieurs
École Polytechnique Fédérale de Lausanne via Coursera