Related papers: Multistep schemes for solving backward stochastic …
Optimal multiple sequence alignment by dynamic programming, like many highly dimensional scientific computing problems, has failed to benefit from the improvements in computing performance brought about by multi-processor systems, due to…
In this paper we modify a fast heuristic solver for the Linear Sum Assignment Problem (LSAP) for use on Graphical Processing Units (GPUs). The motivating scenario is an industrial application for P2P live streaming that is moderated by a…
We present a scheme for the parallelization of quantum Monte Carlo on graphical processing units, focusing on bosonic systems and variational Monte Carlo. We use asynchronous execution schemes with shared memory persistence, and obtain an…
Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…
Graph coloring has been broadly used to discover concurrency in parallel computing. To speedup graph coloring for large-scale datasets, parallel algorithms have been proposed to leverage modern GPUs. Existing GPU implementations either have…
In this paper, an analytic approximation method for highly nonlinear equations, namely the homotopy analysis method (HAM), is employed to solve some backward stochastic differential equations (BSDEs) and forward-backward stochastic…
GPUs in High-Performance Computing systems remain under-utilised due to the unavailability of schedulers that can safely schedule multiple applications to share the same GPU. The research reported in this paper is motivated to improve the…
We present the first deep-learning solver for backward stochastic Volterra integral equations (BSVIEs) and their fully-coupled forward-backward variants. The method trains a neural network to approximate the two solution fields in a single…
The widely-adopted practice is to train deep learning models with specialized hardware accelerators, e.g., GPUs or TPUs, due to their superior performance on linear algebra operations. However, this strategy does not employ effectively the…
Large-scale GPU traces play a critical role in identifying performance bottlenecks within heterogeneous High-Performance Computing (HPC) architectures. However, the sheer volume and complexity of a single trace of data make performance…
We introduce and analyze a family of linear least-squares Monte Carlo schemes for backward SDEs, which interpolate between the one-step dynamic programming scheme of Lemor, Warin, and Gobet (Bernoulli, 2006) and the multi-step dynamic…
In this paper, we propose a novel method to compute triangle counting on GPUs. Unlike previous formulations of graph matching, our approach is BFS-based by traversing the graph in an all-source-BFS manner and thus can be mapped onto GPUs in…
The introduction of accelerator devices such as graphics processing units (GPUs) has had profound impact on molecular dynamics simulations and has enabled order-of-magnitude performance advances using commodity hardware. To fully reap these…
Scale of data and scale of computation infrastructures together enable the current deep learning renaissance. However, training large-scale deep architectures demands both algorithmic improvement and careful system configuration. In this…
Sequential models, such as Recurrent Neural Networks and Neural Ordinary Differential Equations, have long suffered from slow training due to their inherent sequential nature. For many years this bottleneck has persisted, as many thought…
We propose a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent applied to the problem of minimizing a strongly convex composite function represented as the sum of an…
The main goal in many fields in the empirical sciences is to discover causal relationships among a set of variables from observational data. PC algorithm is one of the promising solutions to learn underlying causal structure by performing a…
We describe a method for parallelizing the lexicographic enumeration algorithm for the factorization set of an element in a numerical semigroup via bounds. This enables the use of GPU and distributed computing methods. We provide a CUDA…
Inspired by recent progress in quantum algorithms for ordinary and partial differential equations, we study quantum algorithms for stochastic differential equations (SDEs). Firstly we provide a quantum algorithm that gives a quadratic…
In this paper we propose a generalized numerical scheme for backward stochastic differential equations(BSDEs). The scheme is based on approximation of derivatives via Lagrange interpolation. By changing the distribution of sample points…