Statistics Seminar: Chris Oates (UTS) -- Probabilistic Integration

This talk is about an exciting new area of research called Probabilistic 
Numerics. I will provide an overview of recent developments and explain 
how statisticians have a central role to play in contemporary numerical 
analysis. Focusing on integration, due to its frequent usage in 
Bayesian statistics, I will present probabilistic integrators that build 
upon, and have some advantages over, well-studied MCMC methods.