@article{CockayneOatesSullivanetal.2019, author = {Jon Cockayne and Chris Oates and T. J. Sullivan and Mark Girolami}, title = {Bayesian Probabilistic Numerical Methods}, journal = {SIAM Review}, volume = {61}, number = {4}, pages = {756 -- 789}, doi = {10.1137/17M1139357}, year = {2019}, }