Search Results for author: Chris Oates

Found 2 papers, 1 papers with code

A Bayesian Conjugate Gradient Method

3 code implementations16 Jan 2018 Jon Cockayne, Chris Oates, Ilse Ipsen, Mark Girolami

The estimates obtained in this case are of little value unless further information can be provided about the numerical error.

Methodology Numerical Analysis Numerical Analysis Statistics Theory Statistics Theory

Probabilistic Numerical Methods for PDE-constrained Bayesian Inverse Problems

no code implementations15 Jan 2017 Jon Cockayne, Chris Oates, Tim Sullivan, Mark Girolami

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations.

Methodology Numerical Analysis Numerical Analysis Statistics Theory Statistics Theory

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