Iterative Monte Carlo Algorithms for Linear Algebra Problems.
Ivan T. DimovAneta KaraivanovaPublished in: WNAA (1996)
Keyphrases
- monte carlo
- linear algebra
- monte carlo methods
- sparse matrices
- markov chain
- stochastic approximation
- adaptive sampling
- monte carlo simulation
- matrix inversion
- monte carlo tree search
- learning algorithm
- numerical methods
- parallel computers
- policy evaluation
- point processes
- particle filter
- computer architecture
- least squares
- search algorithm