Comparison of the Computational Cost of a Monte Carlo and Deterministic Algorithm for Computing Bilinear Forms of Matrix Powers.
Christian WeihrauchIvan DimovSimon BranfordVassil N. AlexandrovPublished in: International Conference on Computational Science (3) (2006)
Keyphrases
- monte carlo
- computational cost
- matrix inversion
- importance sampling
- monte carlo simulation
- dynamic programming
- simulation study
- stochastic approximation
- optimal strategy
- worst case
- markov chain
- monte carlo methods
- computational complexity
- learning algorithm
- detection algorithm
- monte carlo method
- machine learning
- kalman filter
- graphical models
- simulated annealing
- probabilistic model
- optimal solution
- reinforcement learning