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Probabilistic linear solvers: a unifying view |
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| Authors: | Bartels Simon Cockayne Jon Ipsen Ilse C. F. Hennig Philipp |
| Affiliation: | 1.University of Tübingen, 72076, Tübingen, Germany ;2.Max Planck Institute for Intelligent Systems, 72076, Tübingen, Germany ;3.Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK ;4.Department of Mathematics, North Carolina State University, Raleigh, NC, 27695-8205, USA ; |
| Abstract: | Statistics and Computing - Several recent works have developed a new, probabilistic interpretation for numerical algorithms solving linear systems in which the solution is inferred in a Bayesian... |
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