probabilistic_numerics

Code and documentation for various probabilistic numerics projects. Each of the following subfolders has its own README with further details.

1. 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. thesis
2. uqdesShaun: 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.