Book Reviews 36.4

Probabilistic Numerics

Phillipp Hennig, Michael A. Osborne, and Hans P. Kersting

Hardcover: 410 pages
Publisher: Cambridge University Press (2022)
ISBN-13: 9781107163447

The Cambridge University Press (CUP) sent me Probabilistic numerics: Computation as machine learning by Philipp Henning, Michael Osborne, and Hans Kersting upon my request after I heard of it at ISBA 2022 (and almost free of charge—I had to pay French custom charges, thanks to Brexit!). It presents the important message of bringing statistical tools to numerics. I remember Persi Diaconis calling for (such) actions in the 1980s (and even reading a paper of his on the topic, along with George Casella in Ithaca while waiting for his car to get serviced).

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