Although numerical approximation and statistical inference are traditionally seen as entirely separate subjects, they are intimately connected through the common purpose
of making estimations with partial information. We explore these connections in the setting of multiscale analysis and elliptic PDEs. Various parts of this talk are based on joint work with Florian T. Schäfer, Clint Scovel, Tim Sullivan and Gene R. Yoo.
Back to Workshop IV: Stochastic Analysis Related to Hamilton-Jacobi PDEs