Related papers: Development of MC/DC: a performant, scalable, and …
Hamiltonian Monte Carlo (HMC) is a very popular and generic collection of Markov chain Monte Carlo (MCMC) algorithms. One explanation for the popularity of HMC algorithms is their excellent performance as the dimension $d$ of the target…
The using of GPU for Monte Carlo particle transport is lacking of fair comparisons. This work performs simulations on both CPU and GPU in the same package under the same manufacturing process of low power mobile devices. The experiment with…
We discuss Hamiltonian Monte Carlo (HMC) and event-chain Monte Carlo (ECMC) for the one-dimensional chain of particles with harmonic interactions and benchmark them against local reversible Metropolis algorithms. While HMC achieves…
We present a hybrid method for time-dependent particle transport problems that combines Monte Carlo (MC) estimation with deterministic solutions based on discrete ordinates. For spatial discretizations, the MC algorithm computes a piecewise…
Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC)…
Quasi-Monte Carlo (QMC) methods have developed over several decades. With the explosion in computational science, there is a need for great software that implements QMC algorithms. We summarize the QMC software that has been developed to…
The Dynamic Monte Carlo (DMC) method is an established molecular simulation technique for the analysis of the dynamics in colloidal suspensions. An excellent alternative to Brownian Dynamics or Molecular Dynamics simulation, DMC is…
Monte Carlo (MC) method has been recognized the most accurate dose calculation method for radiotherapy. However, its extremely long computation time impedes clinical applications. Recently, a lot of efforts have been made to realize fast MC…
A new class of Markov chain Monte Carlo (MCMC) algorithms, based on simulating piecewise deterministic Markov processes (PDMPs), have recently shown great promise: they are non-reversible, can mix better than standard MCMC algorithms, and…
In this article we propose a novel MCMC method based on deterministic transformations T: X x D --> X where X is the state-space and D is some set which may or may not be a subset of X. We refer to our new methodology as Transformation-based…
In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required…
We propose SC-MCTS*: a novel Monte Carlo Tree Search (MCTS) reasoning algorithm for Large Language Models (LLMs), significantly improves both reasoning accuracy and speed. Our motivation comes from: 1. Previous MCTS LLM reasoning works…
We study the current and shot noise in a linear array of metallic nanoparticles taking explicitly into consideration their discrete electronic spectra. Phonon assisted tunneling and dissipative effects on single nanoparticles are…
Machine-Type Communication (MTC) is a rapidly growing technology which covers a broad range of automated applications and propels the world into a fully connected society. Two new use cases of MTC are mMTC and URLLC, where mMTC support a…
Low-density parity-check (LDPC) codes are among the most prominent error-correction schemes. They find application to fortify various modern storage, communication, and computing systems. Protograph-based (PB) LDPC codes offer many degrees…
Probabilistic programming (PP) allows flexible specification of Bayesian statistical models in code. PyMC3 is a new, open-source PP framework with an intutive and readable, yet powerful, syntax that is close to the natural syntax…
Most of Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) algorithms in existing probabilistic programming systems suboptimally use only model priors as proposal distributions. In this work, we describe an approach for…
A standard way to move particles in a SMC sampler is to apply several steps of a MCMC (Markov chain Monte Carlo) kernel. Unfortunately, it is not clear how many steps need to be performed for optimal performance. In addition, the output of…
Chemically complex materials (CCMs) exhibit extraordinary functional properties but pose significant challenges for atomistic modeling due to their vast configurational heterogeneity. We introduce Hop-Decorate (HopDec), a high-throughput,…
The Markov chain Monte Carlo (MCMC) method is the computational workhorse for Bayesian inverse problems. However, MCMC struggles in high-dimensional parameter spaces, since its iterates must sequentially explore the high-dimensional space.…