Probabilistic Numerical Computation - A New Concept?

Explore a groundbreaking lecture on probabilistic numerical computation delivered by Professor Mark Girolami at the Alan Turing Institute. Delve into the intersection of applied mathematics, statistical science, and computer science as Girolami introduces the emerging field of "probabilistic numerics." Discover how this innovative approach quantifies and controls numerical error in a probabilistic manner, with applications ranging from predictive policing to computer vision. Gain insights into the challenges posed by complex mathematical models in the era of big data and learn how probabilistic numerical methods offer essential uncertainty quantification for computationally expensive tasks. Follow Girolami's journey from IBM engineer to leading researcher as he presents cutting-edge techniques for addressing uncertainty in numerical problems across various scientific disciplines.