Error Analysis of a Monte Carlo Algorithm for Computing Bilinear Forms of Matrix Powers.
Ivan DimovVassil N. AlexandrovSimon BranfordChristian WeihrauchPublished in: International Conference on Computational Science (3) (2006)
Keyphrases
- monte carlo
- error analysis
- matrix inversion
- monte carlo simulation
- markov chain
- stochastic approximation
- simulation study
- expectation maximization
- point processes
- learning algorithm
- computational complexity
- monte carlo methods
- importance sampling
- particle filter
- computational cost
- monte carlo tree search
- optimal strategy
- objective function
- reinforcement learning
- error estimates
- optimal solution
- monte carlo method
- temporal difference learning
- temporal difference
- search space
- probabilistic model
- worst case