87 citations · 196 across the 20 of their papers we have counts for
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stat.ME2016
Comments on "Bayesian Solution Uncertainty Quantification for Differential Equations" by Chkrebtii, Campbell, Calderhead & Girolami
Jon Cockayne
I would like to thank the authors for their interesting and very clearly presented paper discussing probabilistic solvers for ODEs and PDEs.
stat.ME2016★ 4 cited
Probabilistic Numerical Methods for Partial Differential Equations and Bayesian Inverse Problems
Jon Cockayne, Chris Oates, Tim Sullivan +1
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problem…
math.ST2016
Convergence Rates for a Class of Estimators Based on Stein's Method
Chris J. Oates, Jon Cockayne, François-Xavier Briol +1
Gradient information on the sampling distribution can be used to reduce the variance of Monte Carlo estimators via Stein's method. An important application is that of estimating an…