Related papers: A Multi-Threaded Version of MCFM
In this proceedings we present MadFlow, a new framework for the automation of Monte Carlo (MC) simulation on graphics processing units (GPU) for particle physics processes. In order to automate MC simulation for a generic number of…
We present MadFlow, a first general multi-purpose framework for Monte Carlo (MC) event simulation of particle physics processes designed to take full advantage of hardware accelerators, in particular, graphics processing units (GPUs). The…
The increasing importance of multicore processors calls for a reevaluation of established numerical algorithms in view of their ability to profit from this new hardware concept. In order to optimize the existent algorithms, a detailed…
We propose a multi-index algorithm for the Monte Carlo (MC) discretization of a linear, elliptic PDE with affine-parametric input. We prove an error vs. work analysis which allows a multi-level finite-element approximation in the physical…
OpenCL, along with CUDA, is one of the main tools used to program GPGPUs. However, it allows running the same code on multi-core CPUs too, making it a rival for the long-established OpenMP. In this paper we compare OpenCL and OpenMP when…
OpenMC is an open source Monte Carlo neutral particle transport application that has recently been ported to GPU using the OpenMP target offloading model. We examine the performance of OpenMC at scale on the Frontier, Polaris, and Aurora…
We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…
In this proceedings we demonstrate how to implement and construct the PineAPPL grids, designed for fast-interpolation of Monte Carlo simulation with electroweak and QCD corrections, using the VegasFlow framework for Monte Carlo simulation…
Nested Monte Carlo is widely used for risk estimation, but its efficiency is limited by the discontinuity of the indicator function and high computational cost. This paper proposes a nested Multilevel Monte Carlo (MLMC) method combined with…
Markov chain Monte Carlo (MCMC) methods are foundational algorithms for Bayesian inference and probabilistic modeling. However, most MCMC algorithms are inherently sequential and their time complexity scales linearly with the sequence…
In this paper, we present OMP2MPI a tool that generates automatically MPI source code from OpenMP. With this transformation the original program can be adapted to be able to exploit a larger number of processors by surpassing the limits of…
With the increasing number of Quad-Core-based clusters and the introduction of compute nodes designed with large memory capacity shared by multiple cores, new problems related to scalability arise. In this paper, we analyze the overall…
Modern computational advances have enabled easy parallel implementations of Markov chain Monte Carlo (MCMC). However, almost all work in estimating the variance of Monte Carlo averages, including the efficient batch means (BM) estimator,…
Consider testing multiple hypotheses using tests that can only be evaluated by simulation, such as permutation tests or bootstrap tests. This article introduces MMCTest, a sequential algorithm which gives, with arbitrarily high probability,…
Multi-variant execution (MVX) systems amplify the effectiveness of software diversity techniques. The key idea is to run multiple diversified program variants in lockstep while providing them with the same input and monitoring their…
Multilevel Monte Carlo can efficiently compute statistical estimates of discretized random variables, for a given error tolerance. Traditionally, only a certain statistic is computed from a particular implementation of multilevel Monte…
This paper considers a new approach to using Markov chain Monte Carlo (MCMC) in contexts where one may adopt multilevel (ML) Monte Carlo. The underlying problem is to approximate expectations w.r.t. an underlying probability measure that is…
We investigate the problem of computing a nested expectation of the form $\mathbb{P}[\mathbb{E}[X|Y] \!\geq\!0]\!=\!\mathbb{E}[\textrm{H}(\mathbb{E}[X|Y])]$ where $\textrm{H}$ is the Heaviside function. This nested expectation appears, for…
Monte Carlo (MC) sampling algorithms are an extremely widely-used technique to estimate expectations of functions f(x), especially in high dimensions. Control variates are a very powerful technique to reduce the error of such estimates, but…
This paper presents a seamless algorithm for the application of the multilevel Monte Carlo (MLMC) method to the ensemble transform particle filter (ETPF). The algorithm uses a combination of optimal coupling transformations between coarse…