SMS scnews item created by John Ormerod at Fri 14 Aug 2015 1658
Type: Seminar
Distribution: World
Expiry: 22 Aug 2015
Calendar1: 21 Aug 2015 1400-1500
CalLoc1: Carslaw 173
Auth: jormerod@pjormerod5.pc (assumed)

Statistics Seminar: Chris Oates (UTS) -- Probabilistic Integration


This talk is about an exciting new area of research called Probabilistic 
Numerics. I will provide an overview of recent developments and explain 
how statisticians have a central role to play in contemporary numerical 
analysis. Focusing on integration, due to its frequent usage in 
Bayesian statistics, I will present probabilistic integrators that build 
upon, and have some advantages over, well-studied MCMC methods.


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