Convergence Analysis of Markov Chain Monte Carlo Linear Solvers Using Ulam-von Neumann Algorithm.
Hao JiMichael MascagniYaohang LiPublished in: SIAM J. Numer. Anal. (2013)
Keyphrases
- convergence analysis
- markov chain monte carlo
- learning algorithm
- dynamic programming
- computational complexity
- von neumann
- np hard
- worst case
- particle swarm optimization
- machine learning
- markov chain
- posterior probability
- combinatorial optimization
- monte carlo
- parameter estimation
- generative model
- model selection
- particle filter
- simulated annealing
- search space
- optimal solution
- genetic algorithm