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The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to perform such sampling, but this method is known to…

Methodology · Statistics 2019-10-29 Belhal Karimi , Marc Lavielle , Eric Moulines

We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…

Data Structures and Algorithms · Computer Science 2020-11-19 Markus Anders , Pascal Schweitzer

Despite the enormous success of Hamiltonian Monte Carlo and related Markov Chain Monte Carlo (MCMC) methods, sampling often still represents the computational bottleneck in scientific applications. Availability of parallel resources can…

Computation · Statistics 2026-01-26 Jakob Robnik , Uroš Seljak

Sequential computation is well understood but does not scale well with current technology. Within the next decade, systems will contain large numbers of processors with potentially thousands of processors per chip. Despite this, many…

Hardware Architecture · Computer Science 2015-11-17 James Hanlon

Simulations that couple different classical molecular models in an adaptive way by changing the number of degrees of freedom on the fly, are available within reasonably consistent theoretical frameworks. The same does not occur when it…

Soft Condensed Matter · Physics 2015-05-18 A. B. Poma , L. Delle Site

We consider the problem of tracking one solution path defined by a polynomial homotopy on a parallel shared memory computer. Our robust path tracker applies Newton's method on power series to locate the closest singular parameter value. On…

Numerical Analysis · Mathematics 2020-07-31 Simon Telen , Marc Van Barel , Jan Verschelde

We developed a replica exchange method that is effectively parallelizable even if the computational cost of the Monte Carlo moves in the parallel replicas are considerably different, for instance, because the replicas run on different type…

Computational Physics · Physics 2023-01-11 Sander Roet , Daniel T. Zhang , Titus S. van Erp

Recently, constant-depth quantum circuits are proved more powerful than their classical counterparts at solving certain problems, e.g., the two-dimensional (2D) hidden linear function (HLF) problem regarding a symmetric binary matrix. To…

Quantum Physics · Physics 2021-03-02 Shihao Zhang , Jiacheng Bao , Yifan Sun , Lvzhou Li , Houjun Sun , Xiangdong Zhang

This paper addresses the problem of finding multiple near-optimal, spatially-dissimilar paths that can be considered as alternatives in the decision making process, for finding optimal corridors in which to construct a new road. We further…

Data Structures and Algorithms · Computer Science 2015-08-14 Yasha Pushak , Warren Hare , Yves Lucet

Control parallelism and data parallelism is mostly reasoned and optimized as separate functions. Because of this, workloads that are irregular, fine-grain and dynamic such as dynamic graph processing become very hard to scale. An…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-03-08 Bibrak Qamar Chandio , Thomas Sterling , Prateek Srivastava

Particle tracking in large-scale numerical simulations of turbulent flows presents one of the major bottlenecks in parallel performance and scaling efficiency. Here, we describe a particle tracking algorithm for large-scale parallel…

Fluid Dynamics · Physics 2022-05-31 Cristian C. Lalescu , Bérenger Bramas , Markus Rampp , Michael Wilczek

We present several implementations of the Metropolis method, an adaptive Monte Carlo algorithm, which allow for the calculation of multi-dimensional integrals over arbitrary on-shell four-momentum phase space. The Metropolis technique…

High Energy Physics - Phenomenology · Physics 2009-10-31 Hamid Kharraziha , Stefano Moretti

We propose a probabilistic model for the parallel execution of Las Vegas algorithms, i.e., randomized algorithms whose runtime might vary from one execution to another, even with the same input. This model aims at predicting the parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-24 Charlotte Truchet , Florian Richoux , Philippe Codognet

The Metropolis implementation of the Monte Carlo algorithm has been developed to study the equilibrium thermodynamics of many-body systems. Choosing small trial moves, the trajectories obtained applying this algorithm agree with those…

Other Quantitative Biology · Quantitative Biology 2009-11-13 G. Tiana , L. Sutto , R. A. Broglia

We present efficient algorithms to build data structures and the lists needed for fast multipole methods. The algorithms are capable of being efficiently implemented on both serial, data parallel GPU and on distributed architectures. With…

Mathematical Software · Computer Science 2013-01-10 Qi Hu , Nail A. Gumerov , Ramani Duraiswami

In engineering examples, one often encounters the need to sample from unnormalized distributions with complex shapes that may also be implicitly defined through a physical or numerical simulation model, making it computationally expensive…

Methodology · Statistics 2024-11-27 Promit Chakroborty , Michael D. Shields

Very much as its classical counterpart, quantum cellular automata are expected to be a great tool for simulating complex quantum systems. Here we introduce a partitioned model of quantum cellular automata and show how it can simulate, with…

Quantum Physics · Physics 2018-03-07 Pedro C. S. Costa , Renato Portugal , Fernando de Melo

The parallel and distributed processing are becoming de facto industry standard, and a large part of the current research is targeted on how to make computing scalable and distributed, dynamically, without allocating the resources on…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-10 Rajendra Purohit , K R Chowdhary , S D Purohit

We present a case-study on the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods. Graphics cards, containing multiple Graphics Processing Units (GPUs), are self-contained parallel…

Computation · Statistics 2015-05-05 Anthony Lee , Christopher Yau , Michael B. Giles , Arnaud Doucet , Christopher C. Holmes

The original motivation to build a quantum computer came from Feynman who envisaged a machine capable of simulating generic quantum mechanical systems, a task that is believed to be intractable for classical computers. Such a machine would…

Quantum Physics · Physics 2015-03-13 K. Temme , T. J. Osborne , K. G. Vollbrecht , D. Poulin , F. Verstraete
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