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ProbNum: Probabilistic Numerics in Python
[article]
2021
arXiv
pre-print
Probabilistic numerical methods (PNMs) solve numerical problems via probabilistic inference. They have been developed for linear algebra, optimization, integration and differential equation simulation. PNMs naturally incorporate prior information about a problem and quantify uncertainty due to finite computational resources as well as stochastic input. In this paper, we present ProbNum: a Python library providing state-of-the-art probabilistic numerical solvers. ProbNum enables custom
arXiv:2112.02100v1
fatcat:beroko2yb5dmbcwdwumhsju5sy