Various probabilistic numerics projects. Main one is Laplace_Approximation.
Code and documentation for various probabilistic numerics projects. Each of the following subfolders has its own README with further details.
Laplace_Approximation: development of a tool to diagnose the quality of a Laplace Approximation based on Bayesian Quadrature. The "main" project, comprising about a third of my Ph.D. thesisuqdesShaun: modifications of the code for a Bayesian differential equation solver (Chkrebtii et al. 2016) to allow it to use GPU's and/or sparse matrices.
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