Monte Carlo Estimation of Numerical Stability in Fast Algorithms for Systems of Bilinear Forms.
Giordano BerettaPublished in: Inf. Process. Lett. (1982)
Keyphrases
- monte carlo
- importance sampling
- monte carlo simulation
- monte carlo methods
- markov chain
- numerical stability
- computational efficiency
- monte carlo tree search
- quasi monte carlo
- computationally efficient
- convergence rate
- linear algebra
- matrix inversion
- computational complexity
- temporal difference
- dynamical systems
- multiscale
- machine learning