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Single-chain Markov chain Monte Carlo simulates realizations from a Markov chain to estimate expectations with the empirical average. The single-chain simulation is generally of considerable length and restricts many advantages of modern…

Statistics Theory · Mathematics 2024-02-01 Austin Brown

In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

Sequential Monte Carlo (SMC) methods are not only a popular tool in the analysis of state space models, but offer an alternative to MCMC in situations where Bayesian inference must proceed via simulation. This paper introduces a new SMC…

Computation · Statistics 2010-05-11 Paul Fearnhead , Benjamin M. Taylor

Triangle counting (TC) is a fundamental problem in graph analysis and has found numerous applications, which motivates many TC acceleration solutions in the traditional computing platforms like GPU and FPGA. However, these approaches suffer…

Hardware Architecture · Computer Science 2020-07-22 Xueyan Wang , Jianlei Yang , Yinglin Zhao , Yingjie Qi , Meichen Liu , Xingzhou Cheng , Xiaotao Jia , Xiaoming Chen , Gang Qu , Weisheng Zhao

We develop a simulation-based method for the online updating of Gaussian process regression and classification models. Our method exploits sequential Monte Carlo to produce a fast sequential design algorithm for these models relative to the…

Computation · Statistics 2010-07-07 Robert B. Gramacy , Nicholas G. Polson

Traditional Markov chain Monte Carlo (MCMC) sampling of hidden Markov models (HMMs) involves latent states underlying an imperfect observation process, and generates posterior samples for top-level parameters concurrently with nuisance…

Computation · Statistics 2016-01-13 Daniel Turek , Perry de Valpine , Christopher J. Paciorek

Compute in-memory (CIM) is a promising technique that minimizes data transport, the primary performance bottleneck and energy cost of most data intensive applications. This has found wide-spread adoption in accelerating neural networks for…

Hardware Architecture · Computer Science 2020-08-18 Brian Crafton , Samuel Spetalnick , Gauthaman Murali , Tushar Krishna , Sung-Kyu Lim , Arijit Raychowdhury

Extending Moore's law by augmenting complementary-metal-oxide semiconductor (CMOS) transistors with emerging nanotechnologies (X) has become increasingly important. One important class of problems involve sampling-based Monte Carlo…

Efficient sampling of two-dimensional statistical physics systems remains a central challenge in computational statistical physics. Traditional Markov chain Monte Carlo (MCMC) methods, including cluster algorithms, provide only partial…

Statistical Mechanics · Physics 2025-09-24 Tao Chen , Jingtong Zhang , Jing Liu , Youjin Deng , Pan Zhang

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Methodology · Statistics 2018-05-16 Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

Crossbar-based in-memory computing (IMC) has emerged as a promising platform for hardware acceleration of deep neural networks (DNNs). However, the energy and latency of IMC systems are dominated by the large overhead of the peripheral…

Hardware Architecture · Computer Science 2024-11-11 Ethan G Rogers , Sohan Salahuddin Mugdho , Kshemal Kshemendra Gupte , Cheng Wang

Binary matrix-vector multiplication (BMVM) is a key operation in post-quantum cryptography schemes like the Classic McEliece cryptosystem. Conventional computing architectures incur significant energy efficiency loss due to data movement of…

Emerging Technologies · Computer Science 2025-07-15 Hao Yue , Yihao Chen , Tianhang Liang , Xiangrui Li , Xin Kong , Zhelong Jiang , Zhigang Li , Gang Chen , Huaxiang Lu

Markov Chain Monte Carlo (MCMC) algorithms play an important role in statistical inference problems dealing with intractable probability distributions. Recently, many MCMC algorithms such as Hamiltonian Monte Carlo (HMC) and Riemannian…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

In-memory computing is an emerging non-von Neumann computing paradigm where certain computational tasks are performed in memory by exploiting the physical attributes of the memory devices. Memristive devices such as phase-change memory…

Emerging Technologies · Computer Science 2020-04-08 Anastasios Petropoulos , Irem Boybat , Manuel Le Gallo , Evangelos Eleftheriou , Abu Sebastian , Theodore Antonakopoulos

In-memory computing (IMC) is an effectual solution for energy-efficient artificial intelligence applications. Analog IMC amortizes the power consumption of multiple sensing amplifiers with analog-to-digital converter (ADC), and…

Emerging Technologies · Computer Science 2021-10-11 Hao Cai , Yanan Guo , Bo Liu , Mingyang Zhou , Juntong Chen , Xinning Liu , Jun Yang

Bayesian analysis is widely used in science and engineering for real-time forecasting, decision making, and to help unravel the processes that explain the observed data. These data are some deterministic and/or stochastic transformations of…

Optimization and Control · Mathematics 2020-02-24 Jiangjiang Zhang , Jasper A. Vrugt , Xiaoqing Shi , Guang Lin , Lingzao Zeng , Laosheng Wu

The vast majority of 21st century AI workloads are based on gradient-based deterministic algorithms such as backpropagation. One of the key reasons for the dominance of deterministic ML algorithms is the emergence of powerful hardware…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-19 Tathagata Srimani , Robert Radway , Masoud Mohseni , Kerem Çamsarı , Subhasish Mitra

We introduce methodology for real-time inference in general-state-space hidden Markov models. Specifically, we extend recent advances in controlled sequential Monte Carlo (CSMC) methods-originally proposed for offline smoothing-to the…

Computation · Statistics 2025-08-04 Liwen Xue , Axel Finke , Adam M. Johansen

Invention involves combination, or more precisely, ratios of composition. According to Thomas Edison, "Genius is one percent inspiration and 99 percent perspiration" is an example. In many situations, researchers and inventors already have…

Machine Learning · Statistics 2019-07-01 Yachiko Obara , Tetsuro Morimura , Hiroki Yanagisawa

We introduce Markov chain Monte Carlo (MCMC) algorithms based on numerical approximations of piecewise-deterministic Markov processes obtained with the framework of splitting schemes. We present unadjusted as well as adjusted algorithms,…

Probability · Mathematics 2025-11-04 Andrea Bertazzi , Paul Dobson , Pierre Monmarché