2023 article

Statistical properties of BayesCG under the Krylov prior

Reid, T. W., Ipsen, I. C. F., Cockayne, J., & Oates, C. J. (2023, October 12). NUMERISCHE MATHEMATIK.

By: T. Reid n, I. Ipsen n , J. Cockayne * & C. Oates *

author keywords: 15 A10
TL;DR: Numerical experiments confirm that, under low-rank approximate Krylov posteriors, BayesCG is only slightly optimistic and exhibits the characteristics of a calibrated solver, and is computationally competitive with CG. (via Semantic Scholar)
Source: Web Of Science
Added: November 6, 2023