Improved Monte Carlo Linear Solvers Through Non-diagonal Splitting.
Ashok SrinivasanVikram AggarwalPublished in: ICCSA (3) (2003)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- monte carlo tree search
- monte carlo methods
- matrix inversion
- particle filter
- adaptive sampling
- simulation study
- stochastic approximation
- markovian decision
- variance reduction
- temporal difference
- optimal strategy
- probabilistic model
- global illumination
- bayesian networks
- lower bound
- search algorithm