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Efficient sampling of many-dimensional and multimodal density functions is a task of great interest in many research fields. We describe an algorithm that allows parallelizing inherently serial Markov chain Monte Carlo (MCMC) sampling by…

Computation · Statistics 2020-08-10 Vasyl Hafych , Philipp Eller , Oliver Schulz , Allen Caldwell

We introduce and analyze a parallel sequential Monte Carlo methodology for the numerical solution of optimization problems that involve the minimization of a cost function that consists of the sum of many individual components. The proposed…

Computation · Statistics 2022-01-04 Ömer Deniz Akyildiz , Dan Crisan , Joaquín Míguez

Heterogeneous systems are becoming more common on High Performance Computing (HPC) systems. Even using tools like CUDA and OpenCL it is a non-trivial task to obtain optimal performance on the GPU. Approaches to simplifying this task include…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-01-11 Marek Blazewicz , Steven R. Brandt , Peter Diener , David M. Koppelman , Krzysztof Kurowski , Frank Löffler , Erik Schnetter , Jian Tao

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…

High Energy Physics - Phenomenology · Physics 2024-11-08 Prasanth Shyamsundar , Jacob L. Scott , Stephen Mrenna , Konstantin T. Matchev , Kyoungchul Kong

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

High Energy Physics - Phenomenology · Physics 2020-10-21 Matthew D. Klimek , Maxim Perelstein

We describe how quantum Monte Carlo calculations using the CASINO software can be accelerated using graphics processing units (GPUs) and OpenACC. In particular we consider offloading Ewald summation, the evaluation of long-range two-body…

Computational Physics · Physics 2025-12-24 B. Thorpe , M. J. Smith , P. J. Hasnip , N. D. Drummond

We propose a novel method for reconstructing floor plans from noisy 3D point clouds. Our main contribution is a principled approach that relies on the Monte Carlo Tree Search (MCTS) algorithm to maximize a suitable objective function…

Computer Vision and Pattern Recognition · Computer Science 2021-09-14 Sinisa Stekovic , Mahdi Rad , Friedrich Fraundorfer , Vincent Lepetit

Markov chain Monte Carlo (MCMC) is the predominant tool used in Bayesian parameter estimation for hierarchical models. When the model expands due to an increasing number of hierarchical levels, number of groups at a particular level, or…

Computation · Statistics 2016-06-22 Will Landau , Jarad Niemi

Purpose: This work advances a Monte Carlo (MC) method to combine ionizing radiation physics with optical physics, in a manner which was implicitly designed for deployment with the most widely accessible parallelization and portability…

Medical Physics · Physics 2020-05-05 Ethan P. M. LaRochelle , Pedro Arce , Brian W. Pogue

We revisit the idea of numerically integrating the differential form of Feynman integrals. With a novel approach for the treatment of branch cuts, we develop an integrator capable of evaluating a basis of master integrals in double and…

High Energy Physics - Phenomenology · Physics 2026-03-06 Pau Petit Rosàs

Monte Carlo techniques, including MCMC and other methods, are widely used in Bayesian inference to generate sets of samples from a parameter space of interest. The Python GetDist package provides tools for analysing these samples and…

Instrumentation and Methods for Astrophysics · Physics 2025-08-11 Antony Lewis

Purpose: Very fast Monte Carlo (MC) simulations of proton transport have been implemented recently on GPUs. However, these usually use simplified models for non-elastic (NE) proton-nucleus interactions. Our primary goal is to build a…

Medical Physics · Physics 2015-06-11 H. Wan Chan Tseung , J. Ma , C. Beltran

Particle-in-cell (PIC) simulations with Monte-Carlo collisions are used in plasma science to explore a variety of kinetic effects. One major problem is the long run-time of such simulations. Even on modern computer systems, PIC codes take a…

We scrutinize how to accelerate the bottleneck operations of Pythonic coupled cluster implementations performed on a \texttt{NVIDIA} Tesla V100S PCIe 32GB (rev 1a) Graphics Processing Unit (GPU). The \texttt{NVIDIA} Compute Unified Device…

We propose Monte Carlo Permutation Search (MCPS), a general-purpose Monte Carlo Tree Search (MCTS) algorithm that improves upon the GRAVE algorithm. MCPS is relevant when deep reinforcement learning is not an option or when the computing…

Machine Learning · Computer Science 2026-05-27 Tristan Cazenave

Genomic sequence alignment is an important research topic in bioinformatics and continues to attract significant efforts. As genomic data grow exponentially, however, most of alignment methods face challenges due to their huge computational…

Computational Engineering, Finance, and Science · Computer Science 2018-06-07 Hanyu Jiang , Narayan Ganesan , Yu-Dong Yao

Maximal Biclique Enumeration (MBE) holds critical importance in graph theory with applications extending across fields such as bioinformatics, social networks, and recommendation systems. However, its computational complexity presents…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-23 Chou-Ying Hsieh , Chia-Ming Chang , Po-Hsiu Cheng , Sy-Yen Kuo

Monte Carlo Tree Search (MCTS) is a widely used approach for policy improvement through search with increasing popularity for real world applications. Due to the sequential and deterministic nature of its search, runtime-scaling of MCTS…

Machine Learning · Computer Science 2026-05-22 Yaniv Oren , Viliam Vadocz , Joery A. de Vries , Wendelin Böhmer , Matthijs T. J. Spaan , Hendrik Baier

We show that efficient simulations of the Kardar-Parisi-Zhang interface growth in 2 + 1 dimensions and of the 3-dimensional Kinetic Monte Carlo of thermally activated diffusion can be realized both on GPUs and modern CPUs. In this article…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-01-21 Jeffrey Kelling , Géza Ódor , Máté Ferenc Nagy , Henrik Schulz , Karl-Heinz Heinig

The multi-reference coupled-cluster Monte Carlo (MR-CCMC) algorithm is a determinant-based quantum Monte Carlo (QMC) algorithm that is conceptually similar to Full Configuration Interaction QMC (FCIQMC). It has been shown to offer a…

Strongly Correlated Electrons · Physics 2024-05-06 Zijun Zhao , Maria-Andreea Filip , Alex J W Thom