Tim Sullivan

A modern retrospective on probabilistic numerics

Probabilistic numerics retrospective in Statistics and Computing

The special issue of Statistics and Computing dedicated to probabilistic numerics carries the article “A modern retrospective on probabilistic numerics” by Chris Oates and myself, which gives a historical overview of the field and some perspectives on future challenges.

C. J. Oates and T. J. Sullivan. “A modern retrospective on probabilistic numerics.” Statistics and Computing 29(6):1335–1351, 2019. doi:10.1007/s11222-019-09902-z

Abstract. 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.

Published on Tuesday 5 November 2019 at 12:30 UTC #publication #stco #prob-num #oates