Bayesian Solution Uncertainty Quantification for Differential Equations Academic Article

abstract

• 2016 International Society for Bayesian Analysis. This note is a discussion of the article "Bayesian Solution Uncertainty Quantification for Differential Equations" by Chkrebtii, Campbell, Calderhead, and Girolami. The authors propose stochastic models for differential equation discretizations. While appreciating the main concepts, we point out some possible extensions and modifications.

authors

• Efendiev, Yalchin
• Mallick, Bani

published proceedings

• BAYESIAN ANALYSIS

author list (cited authors)

• Mallick, B. K., Yang, K., Guha, N., & Efendiev, Y.

citation count

• 4

complete list of authors

• Mallick, Bani K||Yang, Keren||Guha, Nilabja||Efendiev, Yalchin

publication date

• December 2016

publisher

• Institute of Mathematical Statistics  Publisher

published in

• Bayesian Analysis  Journal

keywords

• Bayesian
• Discretization Errors
• Multiscale
• Uncertainty Quantification
• Variational Formulation

Digital Object Identifier (DOI)

• 10.1214/16-BA1038

start page

• 1279

end page

• 1284

volume

• 11

issue

• 4

URL

• http://dx.doi.org/10.1214/16-ba1038