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Lookup NU author(s): Professor Chris Oates
This work is licensed under a Creative Commons Attribution 4.0 International License (CC BY 4.0).
This article attempts to place the emergence of probabilistic numerics as a mathematical-statistical research field within its historical context and to explore how its gradual development can be related both to applications and to a modern formal treatment. We highlight in particular the parallel contributions of Sul'din and Larkin in the 1960s and how their pioneering early ideas have reached a degree of maturity in the intervening period, mediated by paradigms such as average-case analysis and information-based complexity. We provide a subjective assessment of the state of research in probabilistic numerics and highlight some difficulties to be addressed by future works.
Author(s): Oates CJ, Sullivan TJ
Publication type: Article
Publication status: Published
Journal: Statistics and Computing
Year: 2019
Volume: 29
Pages: 1335–1351
Print publication date: 01/11/2019
Online publication date: 04/10/2017
Acceptance date: 01/03/2019
Date deposited: 09/05/2019
ISSN (print): 0960-3174
ISSN (electronic): 1573-1375
Publisher: Springer US
URL: https://doi.org/10.1007/s11222-019-09902-z
DOI: 10.1007/s11222-019-09902-z
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