Contributed Discussion of "A Bayesian Conjugate Gradient Method"

Francois-Xavier Briol; Francisco A. Diaz De la O; Peter O. Hristov

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arXiv · 1908.02964

Contributed Discussion of "A Bayesian Conjugate Gradient Method"

Francois-Xavier Briol·Francisco A. Diaz De la O·Peter O. Hristov

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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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BibTeX RIS

Francois-Xavier Briol, Francisco A. Diaz De la O, Peter O. Hristov. 2019-08-08. Contributed Discussion of "A Bayesian Conjugate Gradient Method". https://arxiv.org/abs/1908.02964

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