Towards Monte Carlo preconditioning approach and hybrid Monte Carlo algorithms for Matrix Computations.
Vassil N. AlexandrovOscar A. Esquivel-FloresPublished in: Comput. Math. Appl. (2015)
Keyphrases
- monte carlo
- matrix inversion
- monte carlo methods
- stochastic approximation
- markov chain
- monte carlo simulation
- importance sampling
- quasi monte carlo
- adaptive sampling
- markov chain monte carlo
- monte carlo method
- matrix multiplication
- monte carlo tree search
- markovian decision
- linear algebra
- variance reduction
- game tree search
- policy evaluation
- temporal difference
- particle filter
- learning algorithm
- global illumination
- game tree
- optimal strategy
- convergence rate
- model selection
- search algorithm