{"doi":"10.1093/jrsssb/qkae098","title":"Probabilistic Richardson extrapolation","abstract":"Abstract For over a century, extrapolation methods have provided a powerful tool to improve the convergence order of a numerical method. However, these tools are not well-suited to modern computer codes, where multiple continua are discretized and convergence orders are not easily analysed. To address this challenge, we present a probabilistic perspective on Richardson extrapolation, a point of view that unifies classical extrapolation methods with modern multi-fidelity modelling, and handles uncertain convergence orders by allowing these to be statistically estimated. The approach is developed using Gaussian processes, leading to Gauss–Richardson Extrapolation. Conditions are established under which extrapolation using the conditional mean achieves a polynomial (or even an exponential) speed-up compared to the original numerical method. Further, the probabilistic formulation unlocks the possibility of experimental design, casting the selection of fidelities as a continuous optimization problem, which can then be (approximately) solved. A case study involving a computational cardiac model demonstrates that practical gains in accuracy can be achieved using the GRE method.","journal":"Journal of the Royal Statistical Society Series B (Statistical Methodology)","year":2024,"id":451222,"datarank":0.0,"base_score":0.0,"endowment":0.0,"self_citation_contribution":0.0,"citation_network_contribution":0.0,"self_endowment_contribution":0.0,"citer_contribution":0.0,"corpus_percentile":null,"corpus_rank":null,"citation_count":4,"citer_count":0,"citers_with_citation_signal":0,"citers_with_endowment":0,"datacite_reuse_total":0,"is_dataset":false,"is_dataset_confidence":0.9493,"is_data_producer":false,"deposit_databanks":null,"is_oa":true,"file_count":0,"downloads":0,"has_version_chain":false,"published_date":"2024-01-01","fair_score":null,"fair_percentile":null,"algorithm_id":"datarank_citation_only_1hop_v6","ranking_scope":"data_only","authors":[{"id":1272233,"name":"Toni Karvonen","orcid":"0000-0002-5984-7295","position":1,"is_corresponding":false},{"id":1272234,"name":"Aretha L. Teckentrup","orcid":"0000-0001-5089-0476","position":2,"is_corresponding":false},{"id":638057,"name":"Marina Strocchi","orcid":"0000-0003-1312-251X","position":3,"is_corresponding":false},{"id":328101,"name":"Steven Niederer","orcid":"0000-0002-4612-6982","position":4,"is_corresponding":false},{"id":1005061,"name":"Chris J. Oates","orcid":"0000-0002-4444-8603","position":0,"is_corresponding":true}],"reference_count":41,"raw_metadata":null,"created_at":"2026-07-19T02:02:41.417944Z","pmid":"40225198","pmcid":null,"fwci":null,"citation_percentile":null,"influential_citations":0,"oa_status":null,"license":null,"views":0,"total_file_size_bytes":0,"version_count":0,"fair_f":null,"fair_a":null,"fair_i":null,"fair_r":null,"fair_zscore":null,"fair_rationale":null,"fair_model":null,"fair_agent_version":null,"fair_fulltext_source":null,"fair_has_llm":null,"fair_computed_at":null,"clinical_trials":[],"software_tools":[],"db_accessions":[],"linked_datasets":[],"topics":[]}