Probabilistic linear solvers: a unifying view

DOI10.1007/s11222-019-09897-7zbMath1435.62027arXiv1810.03398OpenAlexW2972396506WikidataQ127282543 ScholiaQ127282543MaRDI QIDQ2302454

Philipp Hennig, Ilse C. F. Ipsen, Jon Cockayne, Simon Bartels

Publication date: 26 February 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.03398

zbMATH Keywords

preconditioningiterative methodsprojection methodsprobabilistic linear solvers

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Iterative numerical methods for linear systems (65F10) Probabilistic methods, stochastic differential equations (65C99)

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