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Monte Carlo methods are critical to many routines in quantitative finance such as derivatives pricing, hedging and risk metrics. Unfortunately, Monte Carlo methods are very computationally expensive when it comes to running simulations in…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-29 Francois Belletti , Davis King , Kun Yang , Roland Nelet , Yusef Shafi , Yi-Fan Chen , John Anderson

This paper presents MoE-Gen, a high-throughput MoE inference system optimized for single-GPU execution. Existing inference systems rely on model-based or continuous batching strategies, originally designed for interactive inference, which…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-14 Tairan Xu , Leyang Xue , Zhan Lu , Adrian Jackson , Luo Mai

Monte Carlo Tree Search (MCTS) is particularly adapted to domains where the potential actions can be represented as a tree of sequential decisions. For an effective action selection, MCTS performs many simulations to build a reliable tree…

Artificial Intelligence · Computer Science 2018-09-10 Seydou Ba , Takuya Hiraoka , Takashi Onishi , Toru Nakata , Yoshimasa Tsuruoka

Reinforcement learning has achieved remarkable success in perfect information games such as Go and Atari, enabling agents to compete at the highest levels against human players. However, research in reinforcement learning for imperfect…

Machine Learning · Computer Science 2024-10-24 Jiamian Li

In deep neural networks, better results can often be obtained by increasing the complexity of previously developed basic models. However, it is unclear whether there is a way to boost performance by decreasing the complexity of such models.…

Machine Learning · Computer Science 2022-06-07 Junran Wu , Shangzhe Li , Jianhao Li , Yicheng Pan , Ke Xu

This paper considers clustered multi-task compressive sensing, a hierarchical model that solves multiple compressive sensing tasks by finding clusters of tasks that leverage shared information to mutually improve signal reconstruction. The…

Signal Processing · Electrical Eng. & Systems 2023-10-03 Alexander Lin , Demba Ba

The answers to data assimilation questions can be expressed as path integrals over all possible state and parameter histories. We show how these path integrals can be evaluated numerically using a Markov Chain Monte Carlo method designed to…

Computational Physics · Physics 2015-05-27 John C. Quinn , Henry D. I. Abarbanel

We tackle the problem of goal-directed graph construction: given a starting graph, a budget of modifications, and a global objective function, the aim is to find a set of edges whose addition to the graph achieves the maximum improvement in…

Artificial Intelligence · Computer Science 2022-02-17 Victor-Alexandru Darvariu , Stephen Hailes , Mirco Musolesi

Leveraging the power of a graph neural network (GNN) with message passing, we present a Monte Carlo Tree Search (MCTS) method to solve stochastic orienteering problems with chance constraints. While adhering to an assigned travel budget the…

Robotics · Computer Science 2025-08-19 Marcos Abel Zuzuárregui , Stefano Carpin

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

Data intensive applications on clusters often require requests quickly be sent to the node managing the desired data. In many applications, one must look through a sorted tree structure to determine the responsible node for accessing or…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-05-23 Xiaoqin Ma , Gene Cooperman

The performance of the Hybrid Monte Carlo algorithm is determined by the speed of sparse matrix-vector multiplication within the context of preconditioned conjugate gradient iteration. We study these operations as implemented for the…

Statistical Mechanics · Physics 2016-08-14 Kyle A. Wendt , Joaquín E. Drut , Timo A. Lähde

While Model Predictive Control (MPC) delivers strong performance across robotics applications, solving the underlying (batches of) nonlinear trajectory optimization (TO) problems online remains computationally demanding. Existing…

Robotics · Computer Science 2026-05-11 Alexander Du , Emre Adabag , Gabriel Bravo-Palacios , Brian Plancher

DBSCAN is a well-known density-based clustering algorithm to discover arbitrary shape clusters. While conceptually simple in serial, the algorithm is challenging to efficiently parallelize on manycore GPU architectures. Common pitfalls,…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-30 Andrey Prokopenko , Damien Lebrun-Grandie , Daniel Arndt

This paper presents a neural architecture search method based on Transformer architecture, searching cross multihead attention computation ways for different number of encoder and decoder combinations. In order to search for neural network…

Computation and Language · Computer Science 2025-11-03 Shang Wang , Huanrong Tang , Jianquan Ouyang

This paper investigates the optimal signal detection problem with a particular interest in large-scale multiple-input multiple-output (MIMO) systems. The problem is NP-hard and can be solved optimally by searching the shortest path on the…

Machine Learning · Computer Science 2022-03-22 Le He , Ke He , Lisheng Fan , Xianfu Lei , Arumugam Nallanathan , George K. Karagiannidis

In this work we study a well-known and challenging problem of Multi-agent Pathfinding, when a set of agents is confined to a graph, each agent is assigned a unique start and goal vertices and the task is to find a set of collision-free…

Artificial Intelligence · Computer Science 2023-07-26 Yelisey Pitanov , Alexey Skrynnik , Anton Andreychuk , Konstantin Yakovlev , Aleksandr Panov

We consider the popular tree-based search strategy within the framework of reinforcement learning, the Monte Carlo Tree Search (MCTS), in the context of finite-horizon Markov decision process. We propose a dynamic sampling tree policy that…

Artificial Intelligence · Computer Science 2023-05-09 Gongbo Zhang , Yijie Peng , Yilong Xu

Recent research works establish deep neural networks as high performing tools for radar target detection, especially on challenging environments (presence of clutter or interferences, multi-target scenarii...). However, the usually large…

Signal Processing · Electrical Eng. & Systems 2025-06-30 Noé Lallouet , Tristan Cazenave , Cyrille Enderli , Stéphanie Gourdin

Monte Carlo Tree Search and Monte Carlo Search have good results for many combinatorial problems. In this paper we propose to use Monte Carlo Search to design mathematical expressions that are used as exploration terms for Monte Carlo Tree…

Artificial Intelligence · Computer Science 2024-04-16 Tristan Cazenave