Related papers: Parallelized Stochastic Cutoff Method for Long-Ran…
We propose algorithms for solving high-dimensional Partial Differential Equations (PDEs) that combine a probabilistic interpretation of PDEs, through Feynman-Kac representation, with sparse interpolation. Monte-Carlo methods and…
SCAN (Structural Clustering Algorithm for Networks) is a well-studied, widely used graph clustering algorithm. For large graphs, however, sequential SCAN variants are prohibitively slow, and parallel SCAN variants do not effectively share…
We present a non-iterative solver based on the Schur complement method for sparse linear systems of special form which appear in Quantum Monte-Carlo (QMC) simulations of strongly interacting fermions on the lattice. While the number of…
We present a hybrid method for time-dependent particle transport that combines Monte Carlo (MC) estimation with a deterministic discrete ordinates (\(S_N\)) solve, augmented by quasi-Monte Carlo (QMC) sampling. For spatial discretizations,…
Current algorithms for large-scale industrial optimization problems typically face a trade-off: they either require exponential time to reach optimal solutions, or employ problem-specific heuristics. To overcome these limitations, we…
To date, the comparison of Statistical Shape Models (SSMs) is often solely performance-based, carried out by means of simplistic metrics such as compactness, generalization, or specificity. Any similarities or differences between the actual…
Particle smoothers are SMC (Sequential Monte Carlo) algorithms designed to approximate the joint distribution of the states given observations from a state-space model. We propose dSMC (de-Sequentialized Monte Carlo), a new particle…
Sampling from posterior distributions using Markov chain Monte Carlo (MCMC) methods can require an exhaustive number of iterations, particularly when the posterior is multi-modal as the MCMC sampler can become trapped in a local mode for a…
Calculating the correlation in a sliding window is a common method of statistical evaluation of the interconnect between two sets of data. And although the calculation of a single correlation coefficient is not resource-intensive and…
This paper studies multi-level stochastic approximation algorithms. Our aim is to extend the scope of the multilevel Monte Carlo method recently introduced by Giles (Giles 2008) to the framework of stochastic optimization by means of…
Stochastic dynamical systems with continuous symmetries arise commonly in nature and often give rise to coherent spatio-temporal patterns. However, because of their random locations, these patterns are not well captured by current order…
This paper investigates a communication-efficient split learning (SL) over multiple-input multiple-output (MIMO) communication system. In particular, we mathematically decompose the inter-layer connection of a neural network (NN) to a…
Graph coloring problems are among the most fundamental problems in parallel and distributed computing, and have been studied extensively in both settings. In this context, designing efficient deterministic algorithms for these problems has…
A method is presented for parallelizing the computation of solutions to discrete-time, linear-quadratic, finite-horizon optimal control problems, which we will refer to as LQR problems. This class of problem arises frequently in robotic…
Partitioning graphs into blocks of roughly equal size such that few edges run between blocks is a frequently needed operation in processing graphs. Recently, size, variety, and structural complexity of these networks has grown dramatically.…
Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…
Applications that require substantial computational resources today cannot avoid the use of heavily parallel machines. Embracing the opportunities of parallel computing and especially the possibilities provided by a new generation of…
The Massively Parallel Computation (MPC) model is an emerging model which distills core aspects of distributed and parallel computation. It has been developed as a tool to solve (typically graph) problems in systems where the input is…
Radiative transfer simulation is an important tool that allows us to generate synthetic images of various astrophysical objects. In the case of complex three-dimensional geometries, a Monte Carlo-based method that simulates photon packages…
Contraction Hierarchies (CH) (Geisberger et al., 2008) is one of the most widely used algorithms for shortest-path queries on road networks. Compared to Dijkstra's algorithm, CH enables orders of magnitude faster query performance through a…