Contributed discussion on the article "A Bayesian conjugate gradient method"
- 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.
Author: | T. J. Sullivan |
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Document Type: | Article |
Parent Title (English): | Bayesian Analysis |
Volume: | 14 |
Issue: | 3 |
First Page: | 985 |
Last Page: | 989 |
Year of first publication: | 2019 |
ArXiv Id: | http://arxiv.org/abs/1906.10240 |
DOI: | https://doi.org/10.1214/19-BA1145 |