On scalability behaviour of Monte Carlo sparse approximate inverse for matrix computations.
Janko StraßburgVassil N. AlexandrovPublished in: ScalA@SC (2013)
Keyphrases
- monte carlo
- matrix inversion
- policy evaluation
- sparse matrix
- markov chain
- coefficient matrix
- monte carlo simulation
- least squares
- monte carlo methods
- importance sampling
- particle filter
- simulation study
- adaptive sampling
- light transport
- stochastic approximation
- sparse representation
- markovian decision
- monte carlo tree search
- variance reduction
- point processes
- monte carlo method
- temporal difference
- reinforcement learning
- dimensionality reduction
- support vector