The incomplete factorization preconditioners applied to the GMRES(m) method for solving Markov chains.

Beata Bylina Jaroslaw Bylina

Published in: FedCSIS (2011)

Keyphrases

markov chain
objective function
pairwise
monte carlo simulation
similarity measure
dynamic programming
statistical model
learning algorithm
search algorithm
state space
sufficient conditions
missing data
markov model
transition probabilities
monte carlo method