Jon Cockayne, Chris Oates, Mark Girolami and I have just had our paper “Probabilistic numerical methods for PDE-constrained Bayesian inverse problems” published in the Proceedings of the 36th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering. This paper complements our more extensive work “Probabilistic meshless methods for partial differential equations and Bayesian inverse problems” and gives a more concise presentation of the main ideas, aimed at a general audience.
J. Cockayne, C. Oates, T. J. Sullivan & M. Girolami. “Probabilistic Numerical Methods for PDE-constrained Bayesian Inverse Problems” in Proceedings of the 36th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering, ed. G. Verdoolaege. AIP Conference Proceedings 1853:060001-1–060001-8, 2017. doi:10.1063/1.4985359