Jon Cockayne


Postdoctoral Researcher at the Alan Turing Institute

Papers


Working Papers

Working Papers

A Role for Symmetry in the Bayesian Solution of Differential Equations
Junyang Wang, Jon Cockayne, Chris Oates
arXiv
Probabilistic Numerical Methods for Partial Differential Equations and Bayesian Inverse Problems
Jon Cockayne, Chris Oates, Tim Sullivan, Mark Girolami
arXiv

2019

2019

A Bayesian Conjugate Gradient Method
Jon Cockayne, Chris Oates, Ilse Ipsen, Mark Girolami
Bayesian Analysis
arXiv journal
Bayesian Probabilistic Numerical Methods
Jon Cockayne, Chris Oates, Tim Sullivan, Mark Girolami
SIAM Review, to appear
arXiv
Bayesian Probabilistic Numerical Methods in Time-Dependent State Estimation for Industrial Hydrocyclone Equipment
Chris Oates, Jon Cockayne, Robert Aykroyd, Mark Girolami
Journal of the American Statistical Association
arXiv journal
Probabilistic Linear Solvers: A Unifying View
Simon Bartels, Jon Cockayne, Ilse Ipsen, Philipp Hennig
Statistics and Computing, to appear
arXiv
Convergence Rates for a Class of Estimators Based on Stein's Method
Chris Oates, Jon Cockayne, Francois-Xavier Briol, Mark Girolami
Bernoulli
arXiv journal

2017

2017

On the Bayesian Solution of Differential Equations
Junyang Wang, Jon Cockayne, Chris Oates
Proceedings of the 38th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering
arXiv

2016

2016

Probabilistic Numerical Methods for PDE-Constrained Bayesian Inverse Problems
Jon Cockayne, Chris Oates, Tim Sullivan, Mark Girolami
Proceedings of the 38th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering
arXiv journal

Talks


Webinar (A Bayesian Conjugate Gradient Method: Author Responses)
2 October 2019
Reading University (Data Assimilation Research Group seminar)
9 October 2019

Software


Please visit my github to find all of the software that I have made available from my research.

Libraries

bayesian_pdes
Implementation of the PDE solver from "Probabilistic Meshless Methods".
BCG
An implementation of the BayesCG algorithm from "A Bayesian Conjugate Gradient Method".
mcmc
Implementations of various MCMC routines in pure Python.
cmcmc
Implementations of various MCMC routines in C++.

Code from Papers

hydrocyclone_code
Code for reproducing results from "Bayesian PNM for Industrial Hydrocyclone Equipment".