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Probabilistic Interpretation of Linear Solvers

10 February 2014

Papers citing "Probabilistic Interpretation of Linear Solvers"

26 / 26 papers shown

Title
Computation-Aware Kalman Filtering and Smoothing Marvin Pfortner Jonathan Wenger Jon Cockayne Philipp Hennig 136 4 0 13 Mar 2025
Uncertainty calibration for probabilistic projection methods V. Fanaskov 68 3 0 08 Feb 2024
Posterior and Computational Uncertainty in Gaussian Processes Jonathan Wenger Geoff Pleiss Marvin Pfortner Philipp Hennig John P. Cunningham 143 20 0 30 May 2022
ProbNum: Probabilistic Numerics in Python Jonathan Wenger Nicholas Kramer Marvin Pfortner Jonathan Schmidt Nathanael Bosch ... A. Gessner Toni Karvonen F. Briol Maren Mahsereci Philipp Hennig 104 17 0 03 Dec 2021
Black Box Probabilistic Numerics Onur Teymur Christopher N. Foley Philip G. Breen Toni Karvonen Chris J. Oates 55 5 0 15 Jun 2021
High-Dimensional Gaussian Process Inference with Derivatives Filip de Roos A. Gessner Philipp Hennig GP 56 17 0 15 Feb 2021
Probabilistic Iterative Methods for Linear Systems Jon Cockayne Ilse C. F. Ipsen Chris J. Oates T. W. Reid 106 11 0 23 Dec 2020
Probabilistic Numeric Convolutional Neural Networks Marc Finzi Roberto Bondesan Max Welling BDL AI4TS 76 13 0 21 Oct 2020
Probabilistic Linear Solvers for Machine Learning Jonathan Wenger Philipp Hennig 98 17 0 19 Oct 2020
Stochastic quasi-Newton with line-search regularization A. Wills Thomas B. Schon ODL 68 21 0 03 Sep 2019
A Modern Retrospective on Probabilistic Numerics Chris J. Oates T. Sullivan AI4CE 101 64 0 14 Jan 2019
Probabilistic Linear Solvers: A Unifying View Simon Bartels Jon Cockayne Ilse C. F. Ipsen Philipp Hennig 83 24 0 08 Oct 2018
A fast quasi-Newton-type method for large-scale stochastic optimisation A. Wills Carl Jidling Thomas B. Schon ODL 57 7 0 29 Sep 2018
Stochastic quasi-Newton with adaptive step lengths for large-scale problems A. Wills Thomas B. Schon 61 9 0 12 Feb 2018
A Bayesian Conjugate Gradient Method Jon Cockayne Chris J. Oates Ilse C. F. Ipsen Mark Girolami 66 27 0 16 Jan 2018
On the construction of probabilistic Newton-type algorithms A. Wills Thomas B. Schon 58 13 0 05 Apr 2017
Stochastic L-BFGS: Improved Convergence Rates and Practical Acceleration Strategies Renbo Zhao W. Haskell Vincent Y. F. Tan 53 29 0 01 Apr 2017
Universal Scalable Robust Solvers from Computational Information Games and fast eigenspace adapted Multiresolution Analysis H. Owhadi C. Scovel 66 28 0 31 Mar 2017
Bayesian Probabilistic Numerical Methods Jon Cockayne Chris J. Oates T. Sullivan Mark Girolami 103 166 0 13 Feb 2017
Gamblets for opening the complexity-bottleneck of implicit schemes for hyperbolic and parabolic ODEs/PDEs with rough coefficients H. Owhadi Lei Zhang AI4CE 72 71 0 24 Jun 2016
Probabilistic Numerical Methods for Partial Differential Equations and Bayesian Inverse Problems Jon Cockayne Chris J. Oates T. Sullivan Mark Girolami 68 45 0 25 May 2016
Frank-Wolfe Bayesian Quadrature: Probabilistic Integration with Theoretical Guarantees François‐Xavier Briol Chris J. Oates Mark Girolami Michael A. Osborne 119 90 0 08 Jun 2015
Probabilistic Numerics and Uncertainty in Computations Philipp Hennig Michael A. Osborne Mark Girolami 84 307 0 03 Jun 2015
Multigrid with rough coefficients and Multiresolution operator decomposition from Hierarchical Information Games H. Owhadi 73 169 0 11 Mar 2015
Enabling scalable stochastic gradient-based inference for Gaussian processes by employing the Unbiased LInear System SolvEr (ULISSE) Maurizio Filippone Raphael Engler 116 31 0 22 Jan 2015
Probabilistic ODE Solvers with Runge-Kutta Means Michael Schober David Duvenaud Philipp Hennig 98 116 0 10 Jun 2014