Convergence analysis of Markov chain Monte Carlo linear solvers using Ulam-von Neumann algorithm
DOI10.1137/130904867zbMATH Open1282.65015OpenAlexW2033459956MaRDI QIDQ2855100FDOQ2855100
Authors: Hao Ji, Michael Mascagni, Yaohang Li 
Publication date: 24 October 2013
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://digitalcommons.odu.edu/computerscience_fac_pubs/66
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Markov chain Monte Carlo methodconvergence analysislinear solvertransition probability matrixvon Neumann seriesUlam-von Neumann algorithm
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Complexity and performance of numerical algorithms (65Y20) Analysis of algorithms (68W40) Iterative numerical methods for linear systems (65F10)
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- A Fast Monte Carlo Algorithm for Evaluating Matrix Functions with Application in Complex Networks
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