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A modern retrospective on probabilistic numerics

机译:概率数值的现代回顾

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This article attempts to place the emergence of probabilistic numerics as a mathematical-statistical research field within its historical context and to explore how its gradual development can be related both to applications and to a modern formal treatment. We highlight in particular the parallel contributions of Sul'din and Larkin in the 1960s and how their pioneering early ideas have reached a degree of maturity in the intervening period, mediated by paradigms such as average-case analysis and information-based complexity. We provide a subjective assessment of the state of research in probabilistic numerics and highlight some difficulties to be addressed by future works.
机译:本文试图将概率数值的出现作为其历史背景下的数理统计研究领域,并探讨其逐步发展如何与应用和现代形式处理相关联。我们特别强调Sul'din和Larkin在1960年代的相似贡献,以及他们的先驱早期思想如何在干预期间达到成熟程度,并由诸如平均案例分析和基于信息的复杂性等范式进行调解。我们对概率数值研究的状态进行了主观评估,并着重指出了未来工作需要解决的一些困难。

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