[Turing-Southampton] S3RI seminar: Chris Oates, Thursday 2-3pm

[Helen Ogden]

Dear all,

On Thursday (4th October) at 2pm in 54 / 7035 (7B), we have an S3RI 
seminar from Chris Oates (Newcastle University) on "Bayesian 
Probabilistic Numerical Methods". Details are given below.

The talk will be followed by tea and cake in the staff reading room on 
level 4 of building 54.

All are welcome!

Best wishes,

Helen

Bayesian Probabilistic Numerical Methods

Chris Oates, Newcastle University

The scale and complexity of modern scientific computer codes typically 
precludes a detailed analysis of how the code is numerically 
implemented. For example, multi-scale and multi-physics models of the 
human heart call on diverse numerical sub-routines to integrate 
differential equations, perform interpolation and optimise over some 
parameters of the model. As such, the computer output is acknowledged to 
be inexact and some alternative form of uncertainty quantification is 
needed for the output to be properly interpreted. This talk will provide 
an introduction to Bayesian probabilistic numerical methods, which aim 
to provide probabilistic uncertainty quantification for computer code 
output. These methods are composed of "modules" and recent work on a 
novel module for the iterative solution of large linear systems will be 
presented in detail.

For the current schedule of S3RI seminars, see 
https://tinyurl.com/s3riseminar

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