Linear Algebra


  1. Probabilistic Iterative Methods for Linear Systems
    Cockayne, Jon, Ipsen, Ilse CF, Oates, Chris J, and Reid, Tim W
    arXiv preprint arXiv:2012.12615 2020
  2. A Probabilistic Numerical Extension of the Conjugate Gradient Method
    Reid, Tim W, Ipsen, Ilse CF, Cockayne, Jon, and Oates, Chris J
    arXiv preprint arXiv:2008.03225 2020
  3. Probabilistic Linear Solvers for Machine Learning
    In Advances in Neural Information Processing Systems (NeurIPS) 2020


  1. A Bayesian conjugate gradient method (with discussion)
    Bayesian Analysis 2019


  1. Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity
    Schäfer, Florian, Sullivan, T. J., and Owhadi, Houman
    arXiv:1706.02205 [cs, math] 2017
  2. Bayesian Inference of Log Determinants
    Fitzsimons, Jack, Cutajar, Kurt, Osborne, Michael, Roberts, Stephen, and Filippone, Maurizio
    In Uncertainty in Artificial Intelligence 2017


  1. Probabilistic Approximate Least-Squares
    Bartels, S., and Hennig, P.


  1. Stochastic determination of matrix determinants
    Dorn, Sebastian, and Enßlin, Torsten A.
    Phys. Rev. E 2015
  2. Probabilistic Interpretation of Linear Solvers
    Hennig, P.
    SIAM J on Optimization 2015


  1. Improving stochastic estimates with inference methods: Calculating matrix diagonals
    Selig, Marco, Oppermann, Niels, and Enßlin, Torsten A.
    Phys. Rev. E 2012