class probnum.ProbabilisticNumericalMethod(stopping_criterion)

Bases: abc.ABC, Generic[probnum._pnmethod._probabilistic_numerical_method.ProblemType, probnum._pnmethod._probabilistic_numerical_method.BeliefType]

Probabilistic numerical methods.

An abstract base class defining the implementation of a probabilistic numerical method 1 2. A PN method solves a numerical problem by treating it as a probabilistic inference task.


stopping_criterion (StoppingCriterion) – Stopping criterion determining when a desired terminal condition is met.



Hennig, P., Osborne, Mike A. and Girolami M., Probabilistic numerics and uncertainty in computations. Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 471(2179), 2015.


Cockayne, J., Oates, C., Sullivan Tim J. and Girolami M., Bayesian probabilistic numerical methods. SIAM Review, 61(4):756–789, 2019

See also


Compose a custom probabilistic linear solver.


All PN methods should subclass this base class. Typically convenience functions (such as problinsolve()) will instantiate an object of a derived subclass.

Methods Summary

solve(prior, problem, **kwargs)

Solve the given numerical problem.

Methods Documentation

abstract solve(prior, problem, **kwargs)[source]

Solve the given numerical problem.

  • prior (~BeliefType) – Prior knowledge about quantities of interest of the numerical problem.

  • problem (~ProblemType) – Numerical problem to be solved.

Return type

Tuple[~BeliefType, ~StateType]