Probabilistic numerics
Probabilistic numerics is a scientific field at the intersection of statistics, machine learning and applied mathematics, where tasks in numerical analysis are seen as problems of statistical, probabilistic, or Bayesian inference.
Probabilistic numerics (PN) is concerned with solving a numerical task using probabilistic inference. This includes stochastic optimization methods, differential equation solvers, integration routines and solvers of linear systems. The general idea of PN is that the numerical quantity of interest is seen as a latent variable that is to be inferred.