Monte Carlo Numerical Treatment of Large Linear Algebra Problems.
Ivan DimovVassil N. AlexandrovRumyana PapanchevaChristian WeihrauchPublished in: International Conference on Computational Science (1) (2007)
Keyphrases
- monte carlo
- linear algebra
- monte carlo methods
- numerical methods
- monte carlo simulation
- markov chain
- quasi monte carlo
- importance sampling
- adaptive sampling
- particle filter
- sparse matrices
- markovian decision
- image segmentation
- monte carlo tree search
- variance reduction
- temporal difference
- dynamical systems
- signal processing