A Sparse Parallel Hybrid Monte Carlo Algorithm for Matrix Computations.
Simon BranfordChristian WeihrauchVassil N. AlexandrovPublished in: International Conference on Computational Science (3) (2005)
Keyphrases
- monte carlo
- matrix inversion
- simulation study
- importance sampling
- monte carlo simulation
- parallel implementation
- markov chain
- stochastic approximation
- computational complexity
- worst case
- simulated annealing
- learning algorithm
- monte carlo tree search
- game tree
- evaluation function
- particle filter
- computational cost
- dynamic programming
- search space
- optimal solution
- adaptive sampling
- coefficient matrix
- kalman filter
- theoretical guarantees
- convergence rate
- sample size
- bayesian networks