12 citations · 38 across the 9 of their papers we have counts for
3 papers · 1 filter
Multilevel Bayesian Quadrature
Kaiyu Li, Daniel Giles, Toni Karvonen +2
Multilevel Monte Carlo is a key tool for approximating integrals involving expensive scientific models. The idea is to use approximations of the integrand to construct an estimator…
Stein's Method Meets Computational Statistics: A Review of Some Recent Developments
Andreas Anastasiou, Alessandro Barp, François-Xavier Briol +11
Stein's method compares probability distributions through the study of a class of linear operators called Stein operators. While mainly studied in probability and used to underpin…
Bayesian Probabilistic Numerical Integration with Tree-Based Models
Harrison Zhu, Xing Liu, Ruya Kang +3
Bayesian quadrature (BQ) is a method for solving numerical integration problems in a Bayesian manner, which allows users to quantify their uncertainty about the solution. The stand…