87 citations · 196 across the 20 of their papers we have counts for
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Probabilistic Linear Solvers: A Unifying View
Simon Bartels, Jon Cockayne, Ilse C. F. Ipsen +1
Several recent works have developed a new, probabilistic interpretation for numerical algorithms solving linear systems in which the solution is inferred in a Bayesian framework, e…
On the Bayesian Solution of Differential Equations
Junyang Wang, Jon Cockayne, Chris Oates
The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error…
A Bayesian Conjugate Gradient Method
Jon Cockayne, Chris Oates, Ilse Ipsen +1
A fundamental task in numerical computation is the solution of large linear systems. The conjugate gradient method is an iterative method which offers rapid convergence to the solu…