Related papers: A Multi-Threaded Version of MCFM
We discuss the computational bottlenecks in molecular dynamics (MD) and describe the challenges in parallelizing the computation intensive tasks. We present a hybrid algorithm using MPI (Message Passing Interface) with OpenMP threads for…
Markov chain Monte Carlo (MCMC) methods are often used in clustering since they guarantee asymptotically exact expectations in the infinite-time limit. In finite time, though, slow mixing often leads to poor performance. Modern computing…
We discuss the improvement in the accuracy of a Monte Carlo integration that can be obtained by optimization of the `a-priori weights' of the various channels. These channels may be either the strata in a stratified-sampling approach, or…
The Intel Xeon Phi manycore processor is designed to provide high performance matrix computations of the type often performed in data analysis. Common data analysis environments include Matlab, GNU Octave, Julia, Python, and R. Achieving…
OpenMP is a cross-platform API that extends C, C++ and Fortran and provides shared-memory parallelism platform for those languages. The use of many cores and HPC technologies for scientific computing has been spread since the 1990s, and now…
Numerical studies of shock waves in large scale systems via kinetic simulations with millions of particles are too computationally demanding to be processed in serial. In this work we focus on optimizing the parallel performance of a…
Efficient Monte Carlo (MC) sampling of many-body systems with long-range electrostatics is often limited by the cost of per-move energy-difference evaluation under periodic boundary conditions. We present DMK-MC, an accelerated MC method…
Monte Carlo (MC) integration is an important calculational technique in the physical sciences. Practical considerations require that the calculations are performed as accurately as possible for a given set of computational resources. To…
Option valuation problems are often solved using standard Monte Carlo (MC) methods. These techniques can often be enhanced using several strategies especially when one discretizes the dynamics of the underlying asset, of which we assume…
Markov Chain Monte Carlo (MCMC) is a computational approach to fundamental problems such as inference, integration, optimization, and simulation. The field has developed a broad spectrum of algorithms, varying in the way they are motivated,…
We propose a novel multi-dimensional integration algorithm using a machine learning (ML) technique. After training a ML regression model to mimic a target integrand, the regression model is used to evaluate an approximation of the integral.…
We discuss the advantages of parallelization by multithreading on graphics processing units (GPUs) for parallel tempering Monte Carlo computer simulations of an exemplified bead-spring model for homopolymers. Since the sampling of a large…
Nowadays, latency-critical, high-performance applications are parallelized even on power-constrained client systems to improve performance. However, an important scenario of fine-grained tasking on simultaneous multithreading CPU cores in…
Growing heterogeneity and configurability in HPC architectures has made auto-tuning applications and runtime parameters on these systems very complex. Users are presented with a multitude of options to configure parameters. In addition to…
Among the algorithms that are likely to play a major role in future exascale computing, the fast multipole method (FMM) appears as a rising star. Our previous recent work showed scaling of an FMM on GPU clusters, with problem sizes in the…
Some OpenMP multi-threaded applications increasingly suffer from performance anomaly owning to shared resource contention as well as software- and hardware-related problems. Such performance anomaly can result in failure and inefficiencies,…
The multivariate Hawkes process (MHP) is widely used for analyzing data streams that interact with each other, where events generate new events within their own dimension (via self-excitation) or across different dimensions (via…
Autocorrelations in MCMC chains increase the variance of the estimators they produce. We propose the occlusion process to mitigate this problem. It is a process that sits upon an existing MCMC sampler, and occasionally replaces its samples…
In big data context, traditional MCMC methods, such as Metropolis-Hastings algorithms and hybrid Monte Carlo, scale poorly because of their need to evaluate the likelihood over the whole data set at each iteration. In order to resurrect…
We present a randomized differential testing approach to test OpenMP implementations. In contrast to previous work that manually creates dozens of verification and validation tests, our approach is able to randomly generate thousands of…