Tag: Conjugate Gradient
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Bayesian Conjugate Gradient Method
This note is for Cockayne, J., Oates, C. J., Ipsen, I. C. F., & Girolami, M. (2018). A Bayesian Conjugate Gradient Method. Bayesian Analysis.
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Conjugate Gradient for Regression
The conjugate gradient method is an iterative method for solving a linear system of equations, so we can use conjugate method to estimate the parameters in (linear/ridge) regression.
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