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arXiv · 2308.14828

Applications of Conjugate Gradient in Bayesian computation

Lu Zhang
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Abstract

Conjugate gradient is an efficient algorithm for solving large sparse linear systems. It has been utilized to accelerate the computation in Bayesian analysis for many large-scale problems. This article discusses the applications of conjugate gradient in Bayesian computation, with a focus on sparse regression and spatial analysis. A self-contained introduction of conjugate gradient is provided to facilitate potential applications in a broader range of problems.

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Lu Zhang. 2023-08-28. Applications of Conjugate Gradient in Bayesian computation. https://doi.org/10.1002/9781118445112.stat08411

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