87 citations · 196 across the 20 of their papers we have counts for
Showing 2019Show all
2 papers · 1 filter
stat.OT2019★ 1 cited
A Role for Symmetry in the Bayesian Solution of Differential Equations
Junyang Wang, Jon Cockayne, Chris J. Oates
The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators suggests that formal uncertainty quantification can also…
stat.ME2019★ 2 cited
Optimality Criteria for Probabilistic Numerical Methods
Chris. J. Oates, Jon Cockayne, Dennis Prangle +2
It is well understood that Bayesian decision theory and average case analysis are essentially identical. However, if one is interested in performing uncertainty quantification for…