Related papers: ParaMonte: A high-performance serial/parallel Mont…

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

Metamodels, or the regression analysis of Monte Carlo simulation results, provide a powerful tool to summarize simulation findings. However, an underutilized approach is the multilevel metamodel (MLMM) that accounts for the dependent data…

The concept of Virtual Monte Carlo (VMC) has been developed by the ALICE Software Project to allow different Monte Carlo simulation programs to run without changing the user code, such as the geometry definition, the detector response…

In this note I illustrate the program MINT, a FORTRAN program for Monte Carlo adaptive integration and generation of unweighted distributions.

Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…

This work systematically compares parallel implementations of consistent (asymptotically unbiased) Bayesian deep learning algorithms: sequential Monte Carlo sampler (SMC$_\parallel$) or Markov chain Monte Carlo (MCMC$_\parallel$). We…

The multi-GPU open-source package QCDGPU for lattice Monte Carlo simulations of pure SU(N) gluodynamics in external magnetic field at finite temperature and O(N) model is developed. The code is implemented in OpenCL, tested on AMD and…

In this paper, we present a parallel algorithm for Monte Carlo simulation of the 2D Ising Model to perform efficiently on a cluster computer using MPI. We use C++ programming language to implement the algorithm. In our algorithm, every…

Probabilistic programming uses programs to express generative models whose posterior probability is then computed by built-in inference engines. A challenging goal is to develop general purpose inference algorithms that work out-of-the-box…

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

We introduce a Markov Chain Monte Carlo simulation and data analysis package for the cosmological computation package Cmbeasy. We have taken special care in implementing an adaptive step algorithm for the Markov Chain Monte Carlo in order…

Sequential Monte Carlo (SMC) is a class of algorithms that approximate high-dimensional expectations of a Markov chain. SMC algorithms typically include a resampling step. There are many possible ways to resample, but the relative…

Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…

DORAEMON is an open-source PyTorch library that unifies visual object modeling and representation learning across diverse scales. A single YAML-driven workflow covers classification, retrieval and metric learning; more than 1000 pretrained…

Probabilistic programming languages (PPLs) are receiving widespread attention for performing Bayesian inference in complex generative models. However, applications to science remain limited because of the impracticability of rewriting…

Quasi-Monte Carlo methods have become the industry standard in computer graphics. For that purpose, efficient algorithms for low discrepancy sequences are discussed. In addition, numerical pitfalls encountered in practice are revealed. We…

KMCLib is a general framework for lattice kinetic Monte Carlo (KMC) simulations. The program can handle simulations of the diffusion and reaction of millions of particles in one, two, or three dimensions, and is designed to be easily…

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

In big data context, traditional MCMC methods, such as Metropolis-Hastings algorithms and hybrid Monte Carlo, scale poorly because of their need to evaluate the likelihood over the whole data set at each iteration. In order to resurrect…

This paper introduces Paraconsistent-Lib, an open-source, easy-to-use Python library for building PAL2v algorithms in reasoning and decision-making systems. Paraconsistent-Lib is designed as a general-purpose library of PAL2v standard…