Related papers: Single MCMC Chain Parallelisation on Decision Tree…

We describe a parallel version of our tree-code for the simulation of self-gravitating systems in Astrophysics. It is based on a dynamic and adaptive method for the domain decomposition, which exploits the hierarchical data arrangement used…

Monte Carlo algorithms, such as Markov chain Monte Carlo (MCMC) and Hamiltonian Monte Carlo (HMC), are routinely used for Bayesian inference in generalized linear models; however, these algorithms are prohibitively slow in massive data…

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…

To solve the problem of lateral and logitudinal joint decision-making of multi-vehicle cooperative driving for connected and automated vehicles (CAVs), this paper proposes a Monte Carlo tree search (MCTS) method with parallel update for…

Discovering causal relationships from observational data is a crucial problem and it has applications in many research areas. The PC algorithm is the state-of-the-art constraint based method for causal discovery. However, runtime of the PC…

Many algorithms have been parallelized successfully on the Intel Xeon Phi coprocessor, especially those with regular, balanced, and predictable data access patterns and instruction flows. Irregular and unbalanced algorithms are harder to…

Markov chain Monte Carlo (MCMC) is a powerful methodology for the approximation of posterior distributions. However, the iterative nature of MCMC does not naturally facilitate its use with modern highly parallel computation on HPC and cloud…

Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo…

Bayesian Additive Regression Trees (BART) is a popular Bayesian non-parametric regression algorithm. The posterior is a distribution over sums of decision trees, and predictions are made by averaging approximate samples from the posterior.…

This paper focuses on reducing memory usage in enumerative model checking, while maintaining the multi-core scalability obtained in earlier work. We present a tree-based multi-core compression method, which works by leveraging sharing among…

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…

Autocorrelations in MCMC chains increase the variance of the estimators they produce. We propose the occlusion process to mitigate this problem. It is a process that sits upon an existing MCMC sampler, and occasionally replaces its samples…

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Prior work on Automatically Scalable Computation (ASC) suggests that it is possible to parallelize sequential computation by building a model of whole-program execution, using that model to predict future computations, and then…

In the stochastic gradient descent (SGD) for sequential simulations such as the neural stochastic differential equations, the Multilevel Monte Carlo (MLMC) method is known to offer better theoretical computational complexity compared to the…

Monte Carlo Tree Search is a popular method for solving decision making problems. Faster implementations allow for more simulations within the same wall clock time, directly improving search performance. To this end, we present an…

The combinatorial sequential Monte Carlo (CSMC) has been demonstrated to be an efficient complementary method to the standard Markov chain Monte Carlo (MCMC) for Bayesian phylogenetic tree inference using biological sequences. It is…

Generalized-ensemble Monte Carlo simulations such as the multicanonical method and similar techniques are among the most efficient approaches for simulations of systems undergoing discontinuous phase transitions or with rugged free- energy…

Gravitational $N$-body simulations calculate numerous interactions between particles. The tree algorithm reduces these calculations by constructing a hierarchical oct-tree structure and approximating gravitational forces on particles. Over…

Neural Networks and Decision Trees: two popular techniques for supervised learning that are seemingly disconnected in their formulation and optimization method, have recently been combined in a single construct. The connection pivots on…