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Statistical machine learning often uses probabilistic algorithms, such as Markov Chain Monte Carlo (MCMC), to solve a wide range of problems. Probabilistic computations, often considered too slow on conventional processors, can be…

Signal Processing · Electrical Eng. & Systems 2020-03-26 Xiangyu Zhang , Ramin Bashizade , Yicheng Wang , Cheng Lyu , Sayan Mukherjee , Alvin R. Lebeck

Using exact computer arithmetic, it is possible to determine the (exact) solution of a numerical model without rounding error. For such purposes, a corresponding system of equations should be exactly defined, either directly or by…

Numerical Analysis · Mathematics 2019-06-17 J. Dvornik , A. Jaguljnjak Lazarevic , D. Lazarevic , M. Uros

Floating-point computations are quickly finding their way in the design of safety- and mission-critical systems, despite the fact that designing floating-point algorithms is significantly more difficult than designing integer algorithms.…

Artificial Intelligence · Computer Science 2015-08-03 Roberto Bagnara , Matthieu Carlier , Roberta Gori , Arnaud Gotlieb

We study lithium systems over a range of number of atoms, e.g., atomic anion, dimer, metallic cluster, and body-centered cubic crystal by the diffusion Monte Carlo method. The calculations include both core and valence electrons in order to…

Computational Physics · Physics 2015-07-29 Kevin Rasch , Lubos Mitas

Geometric predicates are at the core of many algorithms, such as the construction of Delaunay triangulations, mesh processing and spatial relation tests. These algorithms have applications in scientific computing, geographic information…

Numerical Analysis · Mathematics 2023-08-01 Tinko Bartels , Vissarion Fisikopoulos , Martin Weiser

Understanding decisions made by neural networks is key for the deployment of intelligent systems in real world applications. However, the opaque decision making process of these systems is a disadvantage where interpretability is essential.…

Machine Learning · Computer Science 2023-04-12 Kai Fischer , Jonas Schneider

We describe a new SMT bit-blasting API for floating-points and evaluate it using different out-of-the-shelf SMT solvers during the verification of several C programs. The new floating-point API is part of the SMT backend in ESBMC, a…

Logic in Computer Science · Computer Science 2020-04-30 Mikhail R. Gadelha , Lucas C. Cordeiro , Denis A. Nicole

The Monte Carlo (MC) method is the most common technique used for uncertainty quantification, due to its simplicity and good statistical results. However, its computational cost is extremely high, and, in many cases, prohibitive.…

Computation · Statistics 2021-05-21 A. Cunha , R. Nasser , R. Sampaio , H. Lopes , K. Breitman

In this paper a novel modification of the multilevel Monte Carlo approach, allowing for further significant complexity reduction, is proposed. The idea of the modification is to use the method of control variates to reduce variance at level…

Computational Finance · Quantitative Finance 2017-03-14 Denis Belomestny , Tigran Nagapetyan

Probabilistic programming is an approach to reasoning under uncertainty by encoding inference problems as programs. In order to solve these inference problems, probabilistic programming languages (PPLs) employ different inference…

Programming Languages · Computer Science 2023-05-04 Daniel Lundén , Johannes Borgström , David Broman

Interval computation is widely used to certify computations that use floating point operations to avoid pitfalls related to rounding error introduced by inaccurate operations. Despite its popularity and practical benefits, support for…

Mathematical Software · Computer Science 2023-05-29 Xuan Tang , Zachary Ferguson , Teseo Schneider , Denis Zorin , Shoaib Kamil , Daniele Panozzo

Large Language Models (LLMs) have demonstrated formidable capabilities in solving mathematical problems, yet they may still commit logical reasoning and computational errors during the problem-solving process. Thus, this paper proposes a…

Artificial Intelligence · Computer Science 2025-05-28 Kuo Zhou , Lu Zhang

While generally considered computationally expensive, Uncertainty Quantification using Monte Carlo sampling remains beneficial for applications with uncertainties of high dimension. As an extension of the naive Monte Carlo method, the…

Computational Engineering, Finance, and Science · Computer Science 2026-01-06 Robert Hahn , Sebastian Schöps

Forward inference techniques such as sequential Monte Carlo and particle Markov chain Monte Carlo for probabilistic programming can be implemented in any programming language by creative use of standardized operating system functionality…

Artificial Intelligence · Computer Science 2014-07-11 Brooks Paige , Frank Wood

Customizing the precision of data can provide attractive trade-offs between accuracy and hardware resources. We propose a novel form of vector computing aimed at arrays of custom-precision floating point data. We represent these vectors in…

Other Computer Science · Computer Science 2016-02-16 Shixiong Xu , David Gregg

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang

We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…

Quantum Physics · Physics 2025-07-01 Johannes Christmann , Petr Ivashkov , Mattia Chiurco , Guglielmo Mazzola

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

With the advent of generalized unitarity and parametric integration techniques, the construction of a generic Next-to-Leading Order Monte Carlo becomes feasible. Such a generator will entail the treatment of QCD color in the amplitudes. We…

High Energy Physics - Phenomenology · Physics 2014-11-20 Walter Giele , Zoltan Kunszt , Jan Winter
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