Probabilistic Numerics: Computation as Machine Learning

ISBN-13: 9781107163447 / Angielski / Twarda / 2022

Philipp Hennig; Michael A. Osborne; Hans P. Kersting

Opis

A thorough introduction to probabilistic numerics showing how to build more flexible, efficient, or customised algorithms for computation.

Recenzje

'… the machine learning background of the authors comes through clearly in the book … I thoroughly recommend it.' Chris J. Oates, SIAM Review

Spis treści

Introduction; 1. Mathematical background; 2. Integration; 3. Linear algebra; 4. Local optimisation; 5. Global optimisation; 6. Solving ordinary differential equations; 7. The frontier; Solutions to exercises; References; Index.