A Fast Monte Carlo algorithm for evaluating matrix functions with application in complex networks.
Nicolas L. GuidottiJuan A. AcebrónJosé MonteiroPublished in: CoRR (2023)
Keyphrases
- monte carlo
- complex networks
- stochastic approximation
- monte carlo simulation
- matrix inversion
- importance sampling
- learning algorithm
- computational cost
- objective function
- markov chain
- probabilistic model
- search space
- particle filter
- optimal strategy
- convergence rate
- simulated annealing
- monte carlo method
- monte carlo tree search