SOURCE-LINKED INTELLIGENCE

Advanced Numerics for Uncertainty and Bayesian Inference in Science

CORDIS · observation · Publication date unknown

empirical and mechanistic, respectively, crucial to the deduction of new insights. But the algorithms that operate on these sources of information stem from different communities and different eras: machine learning – ""big data"" – on the one hand, and simulation methods – high performance computing – on the other. One of the problems that arise from this disconnect is that inferring latent forces that drive dynamical systems from data requires ""shoehorning"" different algorithms together in inefficient optimization loops; another one is that uncertainty from discretization and emulation is not fully tracked. Probabilistic numerical methods have emerged over the last decade as a holistic view on computation as inference. They provide a unifying language that can leverage empirical and mechanistic information. This proposal outlines a research program to complement and scale probabilistic numerical methods to enrich the quantitative scientist's toolbox along three axes: First, unifying uncertainty from empirical and computational knowledge in one common formalism, which allows the

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recordType

award

status

SIGNED

region

EU

value

1997250

unit

EUR