Related papers: A High-Performance Design for Hierarchical Paralle…
Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…
Quantum Monte Carlo (QMC) methods deliver highly accurate electronic structure calculations but are computationally intensive. The quantum Monte Carlo kernel library (QMCkl) provides a modular, portable collection of high-performance…
We present a novel variant of the multi-level Monte Carlo method that effectively utilizes a reserved computational budget on a high-performance computing system to minimize the mean squared error. Our approach combines concepts of the…
Markov chain Monte Carlo (MCMC) is the predominant tool used in Bayesian parameter estimation for hierarchical models. When the model expands due to an increasing number of hierarchical levels, number of groups at a particular level, or…
High-Performance Computing (HPC) systems are the most powerful tools that we currently have to solve complex scientific simulations. Quantum computing (QC) has the potential to enhance HPC systems by accelerating the execution of specific…
We present a mathematical framework for constructing and analyzing parallel algorithms for lattice Kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in…
Multi-mode resource and precedence-constrained project scheduling is a well-known challenging real-world optimisation problem. An important variant of the problem requires scheduling of activities for multiple projects considering…
We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…
Heterogeneous many-cores are now an integral part of modern computing systems ranging from embedding systems to supercomputers. While heterogeneous many-core design offers the potential for energy-efficient high-performance, such potential…
While generally considered computationally expensive, Uncertainty Quantification using Monte Carlo sampling remains beneficial for applications with uncertainties of high dimension. As an extension of the naive Monte Carlo method, the…
Variational optimization of neural-network representations of quantum states has been successfully applied to solve interacting fermionic problems. Despite rapid developments, significant scalability challenges arise when considering…
The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…
Monte Carlo particle transport codes are well established on classical hardware and are considered as the reference tool for nuclear applications. In a growing number of domains, the design of algorithms is progressively shifting towards…
In this article we design a novel quasi-regression Monte Carlo algorithm in order to approximate the solution of discrete time backward stochastic differential equations (BSDEs), and we analyze the convergence of the proposed method. The…
In this paper, we address some of the key limitations to realizing a generic heterogeneous parallel programming model for quantum-classical heterogeneous platforms. We discuss our experience in enabling user-level multi-threading in QCOR as…
According to the increasing complexity of network application and internet traffic, network processor as a subset of embedded processors have to process more computation intensive tasks. By scaling down the feature size and emersion of chip…
Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…
Due to the escalating growth of big data sets in recent years, new Bayesian Markov chain Monte Carlo (MCMC) parallel computing methods have been developed. These methods partition large data sets by observations into subsets. However, for…
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…
The matrix element (ME) calculation in any Monte Carlo physics event generator is an ideal fit for implementing data parallelism with lockstep processing on GPUs and vector CPUs. For complex physics processes where the ME calculation is the…