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When partitioning workflows in realistic scenarios, the knowledge of the processing units is often vague or unknown. A naive approach to addressing this issue is to perform many controlled experiments for different workloads, each…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-03 Freddy C. Chua , Bernardo A. Huberman

Researchers working on the automatic parallelization of programs have long known that too much parallelism can be even worse for performance than too little, because spawning a task to be run on another CPU incurs overheads.…

Programming Languages · Computer Science 2011-09-08 Paul Bone , Zoltan Somogyi , Peter Schachte

Bayesian predictive probabilities are commonly used for interim monitoring of clinical trials through efficacy and futility stopping rules. Despite their usefulness, calculation of predictive probabilities, particularly in pre-experiment…

Applications · Statistics 2024-06-18 Joe Marion , Liz Lorenzi , Cora Allen-Savietta , Scott Berry , Kert Viele

In this paper, we write the time-varying parameter (TVP) regression model involving K explanatory variables and T observations as a constant coefficient regression model with KT explanatory variables. In contrast with much of the existing…

Econometrics · Economics 2021-10-01 Niko Hauzenberger , Florian Huber , Gary Koop , Luca Onorante

We propose a practical Bayesian optimization method using Gaussian process regression, of which the marginal likelihood is maximized where the number of model selection steps is guided by a pre-defined threshold. Since Bayesian optimization…

Machine Learning · Statistics 2020-10-19 Jungtaek Kim , Seungjin Choi

In order to scale standard Gaussian process (GP) regression to large-scale datasets, aggregation models employ factorized training process and then combine predictions from distributed experts. The state-of-the-art aggregation models,…

Machine Learning · Statistics 2018-06-05 Haitao Liu , Jianfei Cai , Yi Wang , Yew-Soon Ong

Motivated by big data and the vast parameter spaces in modern machine learning models, optimisation approaches to Bayesian inference have seen a surge in popularity in recent years. In this paper, we address the connection between the…

Methodology · Statistics 2024-10-18 Lachlan Astfalck , Cassandra Bird , Daniel Williamson

Bayesian inference is an effective approach for solving statistical learning problems especially with uncertainty and incompleteness. However, inference efficiencies are physically limited by the bottlenecks of conventional computing…

Emerging Technologies · Computer Science 2017-11-06 Xiaotao Jia , Jianlei Yang , Zhaohao Wang , Yiran Chen , Hai , Li , Weisheng Zhao

There is a growing demand for performing larger-scale Bayesian inference tasks, arising from greater data availability and higher-dimensional model parameter spaces. In this work we present parallelization strategies for the methodology of…

Computation · Statistics 2022-04-12 Lisa Gaedke-Merzhäuser , Janet van Niekerk , Olaf Schenk , Håvard Rue

We provide a multilevel approach for analysing performances of parallel algorithms. The main outcome of such approach is that the algorithm is described by using a set of operators which are related to each other according to the problem…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-18 Luisa D'Amore , Valeria Mele , Diego Romano , Giuliano Laccetti

This paper proposes a variational Bayes algorithm for computationally efficient posterior and predictive inference in time-varying parameter (TVP) models. Within this context we specify a new dynamic variable/model selection strategy for…

Computation · Statistics 2021-12-23 Gary Koop , Dimitris Korobilis

This paper develops a novel Bayesian approach for nonlinear regression with symmetric matrix predictors, often used to encode connectivity of different nodes. Unlike methods that vectorize matrices as predictors that result in a large…

Methodology · Statistics 2024-07-22 Xiaomeng Ju , Hyung G. Park , Thaddeus Tarpey

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

We developed a parallel Bayesian optimization algorithm for large eddy simulations. These simulations challenge optimization methods because they take hours or days to compute, and their objective function contains noise as turbulent…

Fluid Dynamics · Physics 2014-11-04 Chaitanya Talnikar , Patrick Blonigan , Julien Bodart , Qiqi Wang

GPU activity prediction is an important and complex problem. This is due to the high level of contention among thousands of parallel threads. This problem was mostly addressed using heuristics. We propose a representation learning approach…

Machine Learning · Computer Science 2017-03-28 Aswin Raghavan , Mohamed Amer , Timothy Shields , David Zhang , Sek Chai

This article presents new methodology for sample-based Bayesian inference when data are partitioned and communication between the parts is expensive, as arises by necessity in the context of "big data" or by choice in order to take…

Methodology · Statistics 2022-11-01 Marc Box

Purpose: Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting…

Machine Learning · Computer Science 2018-12-10 Xueqiang Zeng , Gang Luo

As Grids are loosely-coupled congregations of geographically distributed heterogeneous resources, the efficient utilization of the resources requires the support of a sound Performance Prediction System (PPS). The performance prediction of…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-07-15 Sena Seneviratne , David C. Levy , Rajkumar Buyya

This paper describes a new algorithm for exact Bayesian inference that is based on a recently proposed compositional semantics of Bayesian networks in terms of channels. The paper concentrates on the ideas behind this algorithm, involving a…

Artificial Intelligence · Computer Science 2018-04-24 Bart Jacobs

To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of…

Methodology · Statistics 2025-10-03 Roberto Casarin , Radu Craiu , Qing Wang