'A probabilistic view on sparse Cholesky factorization'

26 April 2019
12:00 pm to 1:00 pm
'A probabilistic view on sparse Cholesky factorization'
Florian Schaefer
Caltech

-In this talk we will explore how probabilistic interpretations of the well-known Cholesky factorization motivate novel, fast, and simple algorithms for classical problems in numerical analysis.