Chris Oates, Francois-Xavier Briol, Mark Girolami and I will be presenting our recent work on PN for ODEs, PDEs and Integration at MCQMC in Stanford this year. You can see a minisite giving more details on our respective talks on Chris’s website here. Our session is on Thursday, from 3:50-5:50pm PST.
Mark Girolami's recent talk at the Alan Turing Institute is up on YouTube. After motivating Probabilistic Numerics as a discipline Mark goes on to describe our PMM paper and present some new results in the direction of evolutionary PDEs.
My new paper, Probabilistic Meshless Methods for Partial Differential Equations and Bayesian Inverse Problems (PMM for short) has just popped up on arxiv. This is work with Chris Oates, Tim Sullivan and Mark Girolami.