On scalability behaviour of Monte Carlo sparse approximate inverse for matrix computations.

Janko Straßburg Vassil N. Alexandrov

Published 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