Vector Monte Carlo stochastic matrix-based algorithms for large linear systems.
Karl K. SabelfeldPublished in: Monte Carlo Methods Appl. (2016)
Keyphrases
- monte carlo
- linear systems
- monte carlo methods
- matrix inversion
- stochastic approximation
- importance sampling
- markov chain
- learning algorithm
- policy evaluation
- monte carlo simulation
- coefficient matrix
- monte carlo tree search
- dynamical systems
- particle filter
- point processes
- computational cost
- adaptive sampling
- neural network
- quasi monte carlo
- markov chain monte carlo
- variance reduction
- least squares
- real time
- markovian decision