Applications of Conjugate Gradient in Bayesian computation

08/28/2023

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by   Lu Zhang, et al.

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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.