A Multilevel Monte Carlo Estimator for Matrix Multiplication.
Yue WuNick PolydoridesPublished in: SIAM J. Sci. Comput. (2020)
Keyphrases
- monte carlo
- matrix multiplication
- importance sampling
- variance reduction
- confidence intervals
- distributed memory
- matrix factorization
- message passing
- monte carlo simulation
- markov chain
- maximum likelihood
- monte carlo tree search
- particle filter
- least squares
- monte carlo methods
- shared memory
- stochastic approximation
- temporal difference
- maximum a posteriori
- matrix inversion
- collaborative filtering
- search algorithm
- quasi monte carlo
- sample size
- higher order
- adaptive sampling