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Abstract Details

Activity Number: 112 - Savage Award Session
Type: Invited
Date/Time: Monday, August 3, 2020 : 1:00 PM to 2:50 PM
Sponsor: International Society for Bayesian Analysis (ISBA)
Abstract #314401
Title: Recent Advances in Bayesian Probabilistic Numerical Integration
Author(s): Francois-Xavier Briol*
Companies: University College London

This talk will provide an overview of recent advances in Bayesian quadrature, an algorithm for numerical integration which estimates integrals through tools from Bayesian nonparametrics. This will cover convergence guarantees in a variety of settings where the model is misspecified, as well as novel algorithmic developments. The talk will conclude with a discussion of the role that Bayesian methods could take in numerical analysis.

Authors who are presenting talks have a * after their name.

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