On efficient Monte Carlo preconditioners and hybrid Monte Carlo methods for linear algebra.

Vassil N. Alexandrov Oscar A. Esquivel-Flores

Published in: ScalA@SC (2015)

Keyphrases

monte carlo
monte carlo methods
linear algebra
markov chain
monte carlo simulation
particle filter
matrix inversion
bayesian networks
monte carlo method
simulated annealing
sparse matrices
machine learning
maximum likelihood