Probabilistic integration: A role in statistical computation?

A research frontier has emerged in scientific computation, wherein discretisation error is regarded as a source of epistemic uncertainty that can be modelled. This raises several statistical challenges, including the design of statistical methods that enable the coherent propagation of probabilities...

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Bibliographic Details
Main Authors: Briol, F, Oates, C, Girolami, M, Osborne, M, Sejdinovic, D
Format: Journal article
Published: Institute of Mathematical Statistics 2019