Related papers: A Serverless Architecture for Efficient and Scalab…

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

Embarrassingly parallel Markov Chain Monte Carlo (MCMC) exploits parallel computing to scale Bayesian inference to large datasets by using a two-step approach. First, MCMC is run in parallel on (sub)posteriors defined on data partitions.…

Markov Chain Monte Carlo (MCMC) algorithms are essential tools in computational statistics for sampling from unnormalised probability distributions, but can be fragile when targeting high-dimensional, multimodal, or complex target…

We show how to speed up Sequential Monte Carlo (SMC) for Bayesian inference in large data problems by data subsampling. SMC sequentially updates a cloud of particles through a sequence of distributions, beginning with a distribution that is…

Machine learning (ML) is an important part of modern data science applications. Data scientists today have to manage the end-to-end ML life cycle that includes both model training and model serving, the latter of which is essential, as it…

Brute force cross-validation (CV) is a method for predictive assessment and model selection that is general and applicable to a wide range of Bayesian models. Naive or `brute force' CV approaches are often too computationally costly for…

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms which are primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Single instances of MCMC methods are widely…

Serverless computing has become very popular today since it largely simplifies cloud programming. Developers do not need to longer worry about provisioning or operating servers, and they pay only for the compute resources used when their…

Monte Carlo methods, such as Markov chain Monte Carlo (MCMC) algorithms, have become very popular in signal processing over the last years. In this work, we introduce a novel MCMC scheme where parallel MCMC chains interact, adapting…

The Monte Carlo (MC) method is the most common technique used for uncertainty quantification, due to its simplicity and good statistical results. However, its computational cost is extremely high, and, in many cases, prohibitive.…

Serverless computing offers elasticity unmatched by conventional server-based cloud infrastructure. Although modern data processing systems embrace serverless storage, such as Amazon S3, they continue to manage their compute resources as…

Based on the principles of importance sampling and resampling, sequential Monte Carlo (SMC) encompasses a large set of powerful techniques dealing with complex stochastic dynamic systems. Many of these systems possess strong memory, with…

Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…

We consider posterior sampling in the very common Bayesian hierarchical model in which observed data depends on high-dimensional latent variables that, in turn, depend on relatively few hyperparameters. When the full conditional over the…

Cloud computing provides a great opportunity for scientists, as it enables large-scale experiments that cannot are too long to run on local desktop machines. Cloud-based computations can be highly parallel, long running and data-intensive,…

Power management in multi-server data centers~especially at scale is a vital issue of increasing importance in cloud computing paradigm. Existing studies mostly consider thresholds on the number of idle servers to switch the servers on or…

Data lakes hold a growing amount of cold data that is infrequently accessed, yet require interactive response times. Serverless functions are seen as a way to address this use case since they offer an appealing alternative to maintaining…

Serverless computing is increasingly being used for parallel computing, which have traditionally been implemented as stateful applications. Executing complex, burst-parallel, directed acyclic graph (DAG) jobs poses a major challenge for…

Serverless cloud computing handles virtually all the system administration operations needed to make it easier for programmers to use the cloud. It provides an interface that greatly simplifies cloud programming, and represents an evolution…

This paper considers a new approach to using Markov chain Monte Carlo (MCMC) in contexts where one may adopt multilevel (ML) Monte Carlo. The underlying problem is to approximate expectations w.r.t. an underlying probability measure that is…