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2015


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Probabilistic Interpretation of Linear Solvers

Hennig, P.

SIAM Journal on Optimization, 25(1):234-260, 2015 (article)

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Web PDF link (url) DOI [BibTex]

2015


Web PDF link (url) DOI [BibTex]


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The average number of distinct sites visited by a random walker on random graphs

De Bacco, C., Majumdar, S. N., Sollich, P.

Journal of Physics A: Mathematical and Theoretical, 48(20):205004, IOP Publishing, 2015 (article)

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Preprint link (url) [BibTex]

Preprint link (url) [BibTex]


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The edge-disjoint path problem on random graphs by message-passing

Altarelli, F., Braunstein, A., Dall’Asta, L., De Bacco, C., Franz, S.

PloS one, 10(12):e0145222, Public Library of Science, 2015 (article)

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Code Preprint link (url) Project Page [BibTex]

Code Preprint link (url) Project Page [BibTex]


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Probabilistic numerics and uncertainty in computations

Hennig, P., Osborne, M. A., Girolami, M.

Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 471(2179), 2015 (article)

Abstract
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations.

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PDF DOI [BibTex]

PDF DOI [BibTex]


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Non-equilibrium statistical mechanics of the heat bath for two Brownian particles : Internal degrees of freedom found where there shouldn’t be (Special Issue on New Challenges in Complex Systems Science)

De Bacco, C., Baldovin, F., Orlandini, E.

理工研報告特集号 : ASTE : advances in science, technology and environmentology : special issue, 11, pages: 111-113, 早稲田大学理工学術院総合研究所 (理工学研究所), March 2015 (article)

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link (url) [BibTex]

link (url) [BibTex]