A Quasi Monte Carlo Method for Large-Scale Inverse Problems

DOI10.1007/978-3-642-27440-4_36zbMath1271.65008OpenAlexW1536336796WikidataQ64461063 ScholiaQ64461063MaRDI QIDQ5326135

Dimitri P. Bertsekas, Mengdi Wang, Nick Polydorides

Publication date: 31 July 2013

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-27440-4_36

zbMATH Keywords

algorithmimportance samplingTikhonov regularizationregressionquasi Monte Carlo methodFredholm integral equations of the first kindlarge-scale linear inverse problems

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05) Numerical methods for inverse problems for integral equations (65R32) Linear integral equations (45A05)

Related Items (3)

Approximate policy iteration: a survey and some new methods ⋮ A sketched finite element method for elliptic models ⋮ Unnamed Item

Uses Software

• Matlab

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