140 citations · 1.9k across the 86 of their papers we have counts for
3 papers · 2 filters
Posterior Integration on a Riemannian Manifold
Chris. J. Oates, Alessandro Barp, Mark Girolami
The geodesic Markov chain Monte Carlo method and its variants enable computation of integrals with respect to a posterior supported on a manifold. However, for regular integrals, t…
Bayesian Probabilistic Numerical Methods
Jon Cockayne, Chris Oates, Tim Sullivan +1
The emergent field of probabilistic numerics has thus far lacked clear statistical principals. This paper establishes Bayesian probabilistic numerical methods as those which can be…
Probabilistic Numerical Methods for PDE-constrained Bayesian Inverse Problems
Jon Cockayne, Chris Oates, Tim Sullivan +1
This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables th…