Upcoming SAMSI Talk

I will be visiting SAMSI again on January 26-27 for a short workshop on statistical inverse problems. I will be presenting a recent joint work with Arvind Saibaba and Sarah Vallèlian on using low-rank approximations to precision matrices for fast sampling of high-dimensional Gaussian random variables, useful when using Gibbs sampling for posterior approximations to solutions of the ill-posed inverse problem. The preprint is available here. I’m looking forward to seeing old friends and making some new ones!

 

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