Implementation of Monte Carlo Algorithms for Eigenvalue Problem Using MPI.
Ivan DimovVassil N. AlexandrovAneta KaraivanovaPublished in: PVM/MPI (1998)
Keyphrases
- monte carlo
- monte carlo methods
- markov chain
- monte carlo simulation
- importance sampling
- simulation study
- matrix inversion
- stochastic approximation
- learning algorithm
- computational complexity
- optimal strategy
- machine learning
- message passing
- confidence intervals
- monte carlo tree search
- adaptive sampling
- quasi monte carlo
- markovian decision