Fast Monte Carlo Algorithms for Matrices I: Approximating Matrix Multiplication.
Petros DrineasRavi KannanMichael W. MahoneyPublished in: SIAM J. Comput. (2006)
Keyphrases
- matrix multiplication
- monte carlo
- message passing
- monte carlo methods
- markov chain
- matrix factorization
- monte carlo simulation
- matrix inversion
- computational cost
- importance sampling
- distributed memory
- stochastic approximation
- computer vision
- global illumination
- adaptive sampling
- monte carlo tree search
- game tree search
- confidence intervals
- particle filter
- computational complexity