A modern retrospective on probabilistic numerics
2019 ◽
Vol 29
(6)
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pp. 1335-1351
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Keyword(s):
Abstract This article attempts to place the emergence of probabilistic numerics as a mathematical–statistical research field within its historical context and to explore how its gradual development can be related both to applications and to a modern formal treatment. We highlight in particular the parallel contributions of Sul$$'$$′din and Larkin in the 1960s and how their pioneering early ideas have reached a degree of maturity in the intervening period, mediated by paradigms such as average-case analysis and information-based complexity. We provide a subjective assessment of the state of research in probabilistic numerics and highlight some difficulties to be addressed by future works.
2001 ◽
Vol 29
(3)
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pp. 15-16
2007 ◽
Vol 103
(2)
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pp. 45-51
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1990 ◽
Vol 44
(2)
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pp. 134-144
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Keyword(s):
Keyword(s):
2004 ◽
pp. 217-227
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1996 ◽
Vol 65
(213)
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pp. 215-226
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