A Monte Carlo Approach to Sparse Approximate Inverse Matrix Computations.
J. StraßburgVassil N. AlexandrovPublished in: ICCS (2013)
Keyphrases
- monte carlo
- matrix inversion
- policy evaluation
- markov chain
- monte carlo simulation
- importance sampling
- sparse matrix
- coefficient matrix
- monte carlo methods
- markovian decision
- simulation study
- adaptive sampling
- least squares
- temporal difference
- monte carlo tree search
- stochastic approximation
- particle filter
- monte carlo method
- sparse representation
- high dimensional
- quasi monte carlo
- light transport
- feature space
- search algorithm
- markov chain monte carlo
- optimal strategy
- particle filtering