Related papers: A Multi-Threaded Version of MCFM
Since the days of OpenMP 1.0 computer hardware has become more complex, typically by specializing compute units for coarse- and fine-grained parallelism in incrementally deeper hierarchies of parallelism. Newer versions of OpenMP reacted by…
Whereas contemporary Error Correcting Codes (ECC) designs occupy a significant fraction of total die area in chip-multiprocessors (CMPs), approaches to deal with the vulnerability increase of CMP architecture against Single Event Upsets…
Multi-threaded programs are expected to improve responsiveness and conserve resources by dividing an application process into multiple threads for concurrent processing. However, due to scheduling and the interaction of multiple threads,…
Future experiments in high-energy physics will pose stringent requirements to computing, in particular to real-time data processing. As an example, the CBM experiment at FAIR Germany intends to perform online data selection exclusively in…
We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…
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…
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…
Distributed learning methods have gained substantial momentum in recent years, with communication overhead often emerging as a critical bottleneck. Gradient compression techniques alleviate communication costs but involve an inherent…
An algorithm is proposed to solve robust control problems constrained by partial differential equations with uncertain coefficients, based on the so-called MG/OPT framework. The levels in this MG/OPT hierarchy correspond to discretization…
Markov chain Monte Carlo (MCMC) methods to sample from a probability distribution $\pi$ defined on a space $(\Theta,\mathcal{T})$ consist of the simulation of realisations of Markov chains $\{\theta_{n},n\geq1\}$ of invariant distribution…
OpenMP parallelization of multiple precision Taylor series method is proposed. A very good parallel performance scalability and parallel efficiency inside one computation node of a CPU-cluster is observed. We explain the details of the…
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…
OpenMP is a shared memory programming model which supports the offloading of target regions to accelerators such as NVIDIA GPUs. The implementation in Clang/LLVM aims to deliver a generic GPU compilation toolchain that supports both the…
Markov Chain Monte Carlo (MCMC) algorithms are essential tools in computational statistics for sampling from unnormalised probability distributions, but can be fragile when targeting high-dimensional, multimodal, or complex target…
The electrical and electronic engineering has used parallel programming to solve its large scale complex problems for performance reasons. However, as parallel programming requires a non-trivial distribution of tasks and data, developers…
We propose approaches for testing implementations of Markov Chain Monte Carlo methods as well as of general Monte Carlo methods. Based on statistical hypothesis tests, these approaches can be used in a unit testing framework to, for…
Monte Carlo Tree Search (MCTS) is an effective test-time compute scaling (TTCS) method for improving the reasoning performance of large language models, but its highly variable execution time leads to severe long-tail latency in practice.…
We introduce a stable, well tested Python implementation of the affine-invariant ensemble sampler for Markov chain Monte Carlo (MCMC) proposed by Goodman & Weare (2010). The code is open source and has already been used in several published…
In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same…
This paper proposes a form of MPC in which the control variables are moved asynchronously. This contrasts with most MIMO control schemes, which assume that all variables are updated simultaneously. MPC outperforms other control strategies…