Comments on "Bayesian Solution Uncertainty Quantification for Differential Equations" by Chkrebtii, Campbell, Calderhead & Girolami
Computation
2017-08-01 v1 Numerical Analysis
Abstract
We commend the authors for an exciting paper which provides a strong contribution to the emerging field of probabilistic numerics (PN). Below, we discuss aspects of prior modelling which need to be considered thoroughly in future work.
Keywords
Cite
@article{arxiv.1610.06752,
title = {Comments on "Bayesian Solution Uncertainty Quantification for Differential Equations" by Chkrebtii, Campbell, Calderhead & Girolami},
author = {Francois-Xavier Briol and Jon Cockayne and Onur Teymur},
journal= {arXiv preprint arXiv:1610.06752},
year = {2017}
}