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Publication Detail
Contributed Discussion of "A Bayesian Conjugate Gradient Method"
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Publication Type:Journal article
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Publication Sub Type:Article
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Authors:Briol F-X, Diaz De La O FA, Hristov PO
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Publisher:International Society for Bayesian Analysis
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Publication date:01/09/2019
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Pagination:937, 1012
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Journal:Bayesian Analysis
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Volume:14
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Issue:3
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Status:Published
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Print ISSN:1931-6690
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Keywords:stat.CO, stat.CO, cs.NA, math.NA, stat.ML
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Author URL:
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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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