Week 5: Probabilistic Numerics

[pdf slides][pdf worksheet]

Carl Henrik Ek

Abstract: In this lecture we will talk about probabilistic inference and decision making.

Vehtari on statistics for Bayesian model checking: https://www.youtube.com/watch?v=HKPm6txxxQM

This lecture introduces the concept of probabilistic numerics, examining how we can think about computation through the lens of statistical inference and decision making.

References