Related papers: ParaMonte: A high-performance serial/parallel Mont…
ParaMonte::Python (standing for Parallel Monte Carlo in Python) is a serial and MPI-parallelized library of (Markov Chain) Monte Carlo (MCMC) routines for sampling mathematical objective functions, in particular, the posterior distributions…
We present ParaDRAM, a high-performance Parallel Delayed-Rejection Adaptive Metropolis Markov Chain Monte Carlo software for optimization, sampling, and integration of mathematical objective functions encountered in scientific inference.…
We introduce ParaToric, a C++ package for simulating the toric code in a parallel field (i.e., $X$- and $Z$-fields) at finite temperature. We implement and extend the continuous-time quantum Monte Carlo algorithm of Wu, Deng, and Prokof'ev…
Sequential Monte Carlo is a family of algorithms for sampling from a sequence of distributions. Some of these algorithms, such as particle filters, are widely used in the physics and signal processing researches. More recent developments…
We present a cross-language C++/Python program for simulations of quantum mechanical systems with the use of Quantum Monte Carlo (QMC) methods. We describe a system for which to apply QMC, the algorithms of variational Monte Carlo and…
We present an open source Python 3 library aimed at practitioners of molecular simulation, especially Monte Carlo simulation. The aims of the library are to facilitate the generation of simulation data for a wide range of problems; and to…
DL_MONTE is an open source, general-purpose software package for performing Monte Carlo simulations. It includes a wide variety of force fields and MC techniques, and thus is applicable to a broad range of problems in molecular simulation.…
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…
Carlo is a Monte Carlo simulation framework written in Julia. It provides MPI-parallel scheduling, organized storage of input, checkpoint, and output files, as well as statistical postprocessing. With a minimalist design, it aims to aid the…
Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…
This work introduces a new method designed for Bayesian deep learning called scalable Bayesian Monte Carlo (SBMC). The method is comprised of a model and an algorithm. The model interpolates between a point estimator and the posterior. The…
Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…
Markov Chain Monte Carlo (MCMC) algorithms are widely used for stochastic optimization, sampling, and integration of mathematical objective functions, in particular, in the context of Bayesian inverse problems and parameter estimation. For…
Applications that require substantial computational resources today cannot avoid the use of heavily parallel machines. Embracing the opportunities of parallel computing and especially the possibilities provided by a new generation of…
Tuning hyperparameters for machine learning algorithms is a tedious task, one that is typically done manually. To enable automated hyperparameter tuning, recent works have started to use techniques based on Bayesian optimization. However,…
Simulating samples from arbitrary probability distributions is a major research program of statistical computing. Recent work has shown promise in an old idea, that sampling from a discrete distribution can be accomplished by perturbing and…
Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…
This is basically a review of the field of Quasi-Monte Carlo intended for computational physicists and other potential users of quasi-random numbers. As such, much of the material is not new, but is presented here in a style hopefully more…
Probabilistic programming (PP) allows flexible specification of Bayesian statistical models in code. PyMC3 is a new, open-source PP framework with an intutive and readable, yet powerful, syntax that is close to the natural syntax…
RunMC is an object-oriented framework aimed to generate and to analyse high-energy collisions of elementary particles using Monte Carlo simulations. This package, being based on C++ adopted by CERN as the main programming language for the…