Related papers: ProMC: Input-output data format for HEP applicatio…
Constrained decoding enables Language Models (LMs) to produce samples that provably satisfy hard constraints. However, existing constrained-decoding approaches often distort the underlying model distribution, a limitation that is especially…
Norm-conserving pseudopotentials are used by a significant number of electronic-structure packages, but the practical differences among codes in the handling of the associated data hinder their interoperability and make it difficult to…
Continuous-time random disturbances from the renewable generation pose a significant impact on power system dynamic behavior. In evaluating this impact, the disturbances must be considered as continuous-time random processes instead of…
Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…
Hyperdimensional Computing (HDC) is a bio-inspired computing framework that has gained increasing attention, especially as a more efficient approach to machine learning (ML). This work introduces the \name{} compiler, the first open-source…
The analysis of results from HEP experiments often involves the estimates of the composition of the binned data samples, based on Monte Carlo simulations of various sources. Due to a finite statistic of MC samples they have statistical…
Implicit Neural Representations (INRs) are widely used to encode data as continuous functions, enabling the visualization of large-scale multivariate scientific simulation data with reduced memory usage. However, existing INR-based methods…
Many data structures support dictionaries, also known as maps or associative arrays, which store and manage a set of key-value pairs. A \emph{multimap} is generalization that allows multiple values to be associated with the same key. For…
Planning high-energy collision experiments for the next few decades requires extensive Monte Carlo simulations in order to accomplish physics goals of these experiments. Such simulations are essential for understanding fundamental physics…
Hamiltonian Monte Carlo (HMC) is arguably the dominant statistical inference algorithm used in most popular "first-order differentiable" Probabilistic Programming Languages (PPLs). However, the fact that HMC uses derivative information…
There is significant interest in rapid protein simulations because of the time-scale limitations of all-atom methods. Exploiting the low cost and great availability of computer memory, we report a Monte Carlo technique for incorporating…
Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…
Numerous applications in biology, statistics, science, and engineering require generating samples from high-dimensional probability distributions. In recent years, the Hamiltonian Monte Carlo (HMC) method has emerged as a state-of-the-art…
The stochastic simulation algorithm (SSA) and the corresponding Monte Carlo (MC) method are among the most common approaches for studying stochastic processes. They rely on knowledge of interevent probability density functions (PDFs) and on…
Model Predictive Control (MPC) is a popular control approach due to its ability to consider constraints, including input and state restrictions, while minimizing a cost function. However, in practice, these constraints can result in…
Acceptance-rejection (AR), Independent Metropolis Hastings (IMH) or importance sampling (IS) Monte Carlo (MC) simulation algorithms all involve computing ratios of probability density functions (pdfs). On the other hand, classifiers…
Owing to their favorable scaling with dimensionality, Monte Carlo (MC) methods have become the tool of choice for numerical integration across the quantitative sciences. Almost invariably, efficient MC integration schemes are strictly…
Latent variable models are increasingly used in economics for high-dimensional categorical data like text and surveys. We demonstrate the effectiveness of Hamiltonian Monte Carlo (HMC) with parallelized automatic differentiation for…
Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…
We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…