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Model comparison and calibrated uncertainty quantification often require integrating over parameters, but scalable inference can be challenging for complex, multimodal targets. Nested Sampling is a robust alternative to standard MCMC, yet…
The using of GPU for Monte Carlo particle transport is lacking of fair comparisons. This work performs simulations on both CPU and GPU in the same package under the same manufacturing process of low power mobile devices. The experiment with…
Targeting at the development of an accurate and efficient dose calculation engine for online adaptive radiotherapy, we have implemented a finite size pencil beam (FSPB) algorithm with a 3D-density correction method on GPU. This new…
We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM we find a sequence of auxiliary distributions defined on a…
We introduce a Monte Carlo integration-based Shooting and Bouncing Ray (SBR) algorithm for electromagnetic scattering, specifically targeting complex dielectric materials. Unlike traditional deterministic SBR methods, our approach is the…
The rapid growth of large-scale machine learning (ML) models has led numerous commercial companies to utilize ML models for generating predictive results to help business decision-making. As two primary components in traditional predictive…
In simulation of nuclear reactor physics using the Monte Carlo neutron transport method on GPUs, the sorting of particles plays a significant role in performance of calculation. Traditionally, CPUs and GPUs are separated devices connected…
The purpose of this work is to develop viable procedures for verifying the applicability of personalized dosimetry in computed tomography (CT) using Monte Carlo-based simulations. Mobile equipment together with customized software was…
In this paper, we design a novel algorithm based on Least-Squares Monte Carlo (LSMC) in order to approximate the solution of discrete time Backward Stochastic Differential Equations (BSDEs). Our algorithm allows massive parallelization of…
When calculating satellite trajectories in low-earth orbit, engineers need to adequately estimate aerodynamic forces. But to this day, obtaining the drag acting on the complicated shapes of modern spacecraft suffers from many sources of…
A simplification of the source channel geometry of the Leksell Gamma Knife$^{\circledR}$, recently proposed by the authors and checked for a single source configuration (Al-Dweri et al 2004), has been used to calculate the dose…
Modern parallel computing devices, such as the graphics processing unit (GPU), have gained significant traction in scientific and statistical computing. They are particularly well-suited to data-parallel algorithms such as the particle…
Quantitative MRI (qMRI) offers tissue-specific biomarkers that can be tracked over time or compared across populations; however, its adoption in clinical research is hindered by significant computational demands of parameter estimation.…
We present an efficient approach for generating highly accurate molecular potential energy surfaces (PESs) using self-correcting, kernel ridge regression (KRR) based machine learning (ML). We introduce structure-based sampling to…
The phase space flow of a dynamical system leading to the solution of Linear Programming (LP) problems is explored as an example of complexity analysis in an analog computation framework. An ensemble of LP problems with $n$ variables and…
We present a high-performance budgeted multi-level Monte Carlo method for estimates on the entire spatial domain of multi-PDE problems with random input data. The method is designed to operate optimally within memory and CPU-time…
As large language models (LLMs) scale out with tensor parallelism (TP) and pipeline parallelism (PP) and production stacks have aggressively optimized the data plane (attention/GEMM and KV cache), sampling, the decision plane that turns…
We present a numerical method and computer code to calculate the radiative transfer and excitation of molecular lines. Formulating the Monte Carlo method from the viewpoint of cells rather than photons allows us to separate local and…
Matrix-vector multiplication is a fundamental building block in neural networks, vector databases, and large language models, particularly during inference. As a result, efficient matrix-vector multiplication engines directly translate into…
This paper presents a machine learning-accelerated optimization framework for RF power amplifier design that reduces simulation requirements by 65% while maintaining $\pm0.4$ dBm accuracy for the majority of the modes. The proposed method…