Probabilistic integration

FX Briol, CJ Oates, M Girolami, MA Osborne… - Statistical Science, 2019 - JSTOR
A research frontier has emerged in scientific computation, wherein discretisation error is
regarded as a source of epistemic uncertainty that can be modelled. This raises several …

Conditioning Gaussian measure on Hilbert space

H Owhadi, C Scovel - arXiv preprint arXiv:1506.04208, 2015 - arxiv.org
For a Gaussian measure on a separable Hilbert space with covariance operator $ C $, we
show that the family of conditional measures associated with conditioning on a closed …

Rejoinder

OA Chkrebtii, DA Campbell, B Calderhead… - 2016 - projecteuclid.org
We thank Bruno Sansó and the BA editorial team for encouraging discussion on our paper,
and the discussants for their interesting and valuable contributions. Our rejoinder is divided …