Tim Reid, Prior Distributions for the Bayesian Conjugate Gradient Method
SAS 1108Many computational problems depend on solving systems of linear equations. The Conjugate Gradient method (CG) is a widely used iterative method that solves systems of linear equations. Early termination of CG sacrifices accuracy to save computational resources. The Bayesian Conjugate Gradient method (BayesCG) is a probabilistic generalization of CG that solves systems of linear equations…