ProbabilisticNumericalMethod¶
- class probnum.ProbabilisticNumericalMethod(prior)¶
Bases:
abc.ABC,Generic[ProblemType,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.
- Parameters
prior (~BeliefType) – Prior knowledge about quantities of interest for the numerical problem.
References
- 1
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.
- 2
Cockayne, J., Oates, C., Sullivan Tim J. and Girolami M., Bayesian probabilistic numerical methods. SIAM Review, 61(4):756–789, 2019
Notes
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(problem)Solve the given numerical problem.
Methods Documentation