140 citations · 1.9k across the 86 of their papers we have counts for
3 papers · 2 filters
Probabilistic Models for Integration Error in the Assessment of Functional Cardiac Models
Chris. J. Oates, Steven Niederer, Angela Lee +2
This paper studies the numerical computation of integrals, representing estimates or predictions, over the output of a computational model with respect to a distribution $p(…
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…
Unbiased local solutions of partial differential equations via the Feynman-Kac Identities
Jake Carson, Murray Pollock, Mark Girolami
The Feynman-Kac formulae (FKF) express local solutions of partial differential equations (PDEs) as expectations with respect to some complementary stochastic differential equation…