Matrix balancing and robust Monte Carlo algorithm for evaluating dominant eigenpair.
Behrouz Fathi VajargahFarshid MehrdoustPublished in: Comput. Sci. J. Moldova (2011)
Keyphrases
- monte carlo
- stochastic approximation
- learning algorithm
- importance sampling
- matrix inversion
- dynamic programming
- monte carlo simulation
- detection algorithm
- optimal solution
- computational complexity
- markov chain
- expectation maximization
- simulation study
- monte carlo method
- monte carlo tree search
- worst case
- search space
- lower bound