2 papers
math.NA2019
Comments on the article "A Bayesian conjugate gradient method"
T. J. Sullivan
The recent article "A Bayesian conjugate gradient method" by Cockayne, Oates, Ipsen, and Girolami proposes an approximately Bayesian iterative procedure for the solution of a syste…
stat.CO2017
Exact active subspace Metropolis-Hastings, with applications to the Lorenz-96 system
Ingmar Schuster, Paul G. Constantine, T. J. Sullivan
We consider the application of active subspaces to inform a Metropolis-Hastings algorithm, thereby aggressively reducing the computational dimension of the sampling problem. We sho…