Preconditioned conjugate gradient, especially with a randomized Nyström eigenvalue decomposition preconditioner, solves the Stein equation linear systems used for MCMC post-processing in far fewer iterations than plain conjugate gradient.
Statistics and Computing 30, 973–997 (2020)
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
stat.CO 1years
2025 1verdicts
CONDITIONAL 1roles
background 1polarities
unclear 1representative citing papers
citing papers explorer
-
Fast Approximate Solution of Stein Equations for Post-Processing of MCMC
Preconditioned conjugate gradient, especially with a randomized Nyström eigenvalue decomposition preconditioner, solves the Stein equation linear systems used for MCMC post-processing in far fewer iterations than plain conjugate gradient.