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Monte Carlo / Dynamic Code (MC/DC) is a portable Monte Carlo neutron transport package for rapid numerical methods exploration in heterogeneous and HPC contexts, developed under the auspices of the Center for Exascale Monte Carlo Neutron…
High-dimensional distributions, especially those with heavy tails, are notoriously difficult for off-the-shelf MCMC samplers: the combination of unbounded state spaces, diminishing gradient information, and local moves results in…
Event-Chain Monte Carlo (ECMC) methods generate continuous-time and non-reversible Markov processes which often display significant accelerations compared to reversible counterparts. However their generalization to any system may appear…
In many situations it is important to be able to propose $N$ independent realizations of a given distribution law. We propose a strategy for making $N$ parallel Monte Carlo Markov Chains (MCMC) interact in order to get an approximation of…
Markov chain Monte Carlo (MCMC) is a widely used sampling method in modern artificial intelligence and probabilistic computing systems. It involves repetitive random number generations and thus often dominates the latency of probabilistic…
We explore a general framework in Markov chain Monte Carlo (MCMC) sampling where sequential proposals are tried as a candidate for the next state of the Markov chain. This sequential-proposal framework can be applied to various existing…
We present a novel variant of the multi-level Monte Carlo method that effectively utilizes a reserved computational budget on a high-performance computing system to minimize the mean squared error. Our approach combines concepts of the…
Monte Carlo simulations play a crucial role in all stages of particle collider experiments. There has been a long-term trend in HEP of both increasing collision energies and the luminosity. As a result, the requirements for MC simulations…
Whereas contemporary Error Correcting Codes (ECC) designs occupy a significant fraction of total die area in chip-multiprocessors (CMPs), approaches to deal with the vulnerability increase of CMP architecture against Single Event Upsets…
An extension of the synchronous parallel kinetic Monte Carlo (pkMC) algorithm developed by Martinez {\it et al} [{\it J.\ Comp.\ Phys.} {\bf 227} (2008) 3804] to discrete lattices is presented. The method solves the master equation…
Numerical models of complex real-world phenomena often necessitate High Performance Computing (HPC). Uncertainties increase problem dimensionality further and pose even greater challenges. We present a parallelization strategy for…
Recent developments in Machine Learning and Deep Learning depend heavily on cloud computing and specialized hardware, such as GPUs and TPUs. This forces those using those models to trust private data to cloud servers. Such scenario has…
The scalability of massively parallel algorithms is a fundamental question in computer science. We study the scalability and the efficiency of a conservative massively parallel algorithm for discrete-event simulations where the discrete…
We consider parallel asynchronous Markov Chain Monte Carlo (MCMC) sampling for problems where we can leverage (stochastic) gradients to define continuous dynamics which explore the target distribution. We outline a solution strategy for…
In online clustering problems, there is often a large amount of uncertainty over possible cluster assignments that cannot be resolved until more data are observed. This difficulty is compounded when clusters follow complex distributions, as…
We propose a generic Markov Chain Monte Carlo (MCMC) algorithm to speed up computations for datasets with many observations. A key feature of our approach is the use of the highly efficient difference estimator from the survey sampling…
We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target distribution. Broadly, the method rewrites the Multilevel…
Hamiltonian Monte Carlo (HMC) is a very popular and generic collection of Markov chain Monte Carlo (MCMC) algorithms. One explanation for the popularity of HMC algorithms is their excellent performance as the dimension $d$ of the target…
With multi-core processors a ubiquitous building block of modern supercomputers, it is now past time to enable applications to embrace these developments in processor design. To achieve exascale performance, applications will need ways of…
In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…