Year: 2019
Type: letter
Abstract: The recent article "A Bayesian conjugate gradient method" by Cockayne, Oates, Ipsen, and Girolami proposes an approximately Bayesian iterative procedure for the solution of a system of linear equations, based on the conjugate gradient method, that gives a sequence of Gaussian/normal estimates for the exact solution. The purpose of the probabilistic enrichment is that the covariance structure is intended to provide a posterior measure of uncertainty or confidence in the solution mean. This note gives some comments on the article, poses some questions, and suggests directions for further research.
Source: arXiv (Cornell University)
Author: Sullivan, T. J.
Institutions: Zuse Institute Berlin, Freie Universität Berlin
Language: English
Topic: Matrix Theory and Algorithms
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2954789133