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Publication Detail
Contributed Discussion of "A Bayesian Conjugate Gradient Method"
  • Publication Type:
    Journal article
  • Publication Sub Type:
    Article
  • Authors:
    Briol F-X, Diaz De La O FA, Hristov PO
  • Publisher:
    International Society for Bayesian Analysis
  • Publication date:
    01/09/2019
  • Journal:
    Bayesian Analysis
  • Print ISSN:
    1931-6690
  • Keywords:
    stat.CO, stat.CO, cs.NA, math.NA, stat.ML
  • Notes:
    Paper in press at "Bayesian Analysis", and will be published alongside "A Bayesian Conjugate Gradient Method" by J. Cockayne, C. Oates, I. Ipsen and M. Girolami (doi:10.1214/19-BA1145, arXiv:1801.05242)
Abstract
We would like to congratulate the authors of "A Bayesian Conjugate Gradient Method" on their insightful paper, and welcome this publication which we firmly believe will become a fundamental contribution to the growing field of probabilistic numerical methods and in particular the sub-field of Bayesian numerical methods. In this short piece, which will be published as a comment alongside the main paper, we first initiate a discussion on the choice of priors for solving linear systems, then propose an extension of the Bayesian conjugate gradient (BayesCG) algorithm for solving several related linear systems simultaneously.
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