Related papers: Development of MC/DC: a performant, scalable, and …

We introduce a GPU-accelerated Monte Carlo framework for nonconvex, free-final-time trajectory optimization problems. This framework makes use of the prox-linear method, which belongs to the larger family of sequential convex programming…

We consider the problem of transposing tensors of arbitrary dimension and describe TTC, an open source domain-specific parallel compiler. TTC generates optimized parallel C++/CUDA C code that achieves a significant fraction of the system's…

In distributed synchronous gradient descent (GD) the main performance bottleneck for the per-iteration completion time is the slowest \textit{straggling} workers. To speed up GD iterations in the presence of stragglers, coded distributed…

This paper proposes a form of MPC in which the control variables are moved asynchronously. This contrasts with most MIMO control schemes, which assume that all variables are updated simultaneously. MPC outperforms other control strategies…

Performing reliable Bayesian inference on a big data scale is becoming a keystone in the modern era of machine learning. A workhorse class of methods to achieve this task are Markov chain Monte Carlo (MCMC) algorithms and their design to…

We introduce a new micro-macro Markov chain Monte Carlo method (mM-MCMC) to sample invariant distributions of molecular dynamics systems that exhibit a time-scale separation between the microscopic (fast) dynamics, and the macroscopic…

The Underdamped Langevin Monte Carlo (ULMC) is a popular Markov chain Monte Carlo sampling method. It requires the computation of the full gradient of the log-density at each iteration, an expensive operation if the dimension of the problem…

Distributed implementations are crucial in speeding up large scale machine learning applications. Distributed gradient descent (GD) is widely employed to parallelize the learning task by distributing the dataset across multiple workers. A…

Hamiltonian dynamics can be used to produce distant proposals for the Metropolis algorithm, thereby avoiding the slow exploration of the state space that results from the diffusive behaviour of simple random-walk proposals. Though…

Deep Neural Network guided Monte-Carlo Tree Search (DNN-MCTS) is a powerful class of AI algorithms. In DNN-MCTS, a Deep Neural Network model is trained collaboratively with a dynamic Monte-Carlo search tree to guide the agent towards…

Model predictive control (MPC) is a powerful strategy for planning and control in autonomous mobile robot navigation. However, ensuring safety in real-world deployments remains challenging due to the presence of disturbances and measurement…

Model Predictive Control (MPC) is a popular control approach due to its ability to consider constraints, including input and state restrictions, while minimizing a cost function. However, in practice, these constraints can result in…

Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior. Riemannian Manifold HMC (RMHMC) further improves HMC's performance by exploiting the geometric properties…

The method of characteristics (MOC) is widely used for neutron transport calculation in recent decades. However, the key problem determining whether MOC can be applied in highly heterogeneous geometry is how to combine an effective geometry…

In recent years, Compressed Sensing (CS) has gained significant interest as a technique for acquiring high-resolution sensory data using fewer measurements than traditional Nyquist sampling requires. At the same time, autonomous robotic…

We consider the computation of the permanent of a binary n by n matrix. It is well- known that the exact computation is a #P complete problem. A variety of Markov chain Monte Carlo (MCMC) computational algorithms have been introduced in the…

Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…

Markov chain Monte Carlo (MCMC) simulations are modeled as driven by true random numbers. We consider variance bounding Markov chains driven by a deterministic sequence of numbers. The star-discrepancy provides a measure of efficiency of…

In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…

This letter considers cascaded model predictive control (MPC) as a computationally lightweight method for controlling a tandem-rotor helicopter. A traditional single MPC structure is split into separate outer and inner-loops. The outer-loop…