Randomized Monte Carlo algorithms for matrix iterations and solving large systems of linear equations.

Karl K. Sabelfeld

Published in: Monte Carlo Methods Appl. (2022)

Keyphrases

monte carlo
systems of linear equations
matrix inversion
monte carlo methods
stochastic approximation
monte carlo simulation
quasi monte carlo
importance sampling
computational cost
markov chain
adaptive sampling
learning algorithm
coefficient matrix
machine learning
training data
machine learning algorithms