Related papers: Decimation map in 2D for accelerating HMC

High-definition (HD) map serves as the essential infrastructure of autonomous driving. In this work, we build up a systematic vectorized map annotation framework (termed VMA) for efficiently generating HD map of large-scale driving scene.…

Persistent homology is a topological feature used in a variety of applications such as generating features for data analysis and penalizing optimization problems. We develop an approach to accelerate persistent homology computations…

Modified Hamiltonian Monte Carlo (MHMC) methods combine the ideas behind two popular sampling approaches: Hamiltonian Monte Carlo (HMC) and importance sampling. As in the HMC case, the bulk of the computational cost of MHMC algorithms lies…

Hamiltonian Monte Carlo (HMC) is a state-of-the-art Markov chain Monte Carlo sampling algorithm for drawing samples from smooth probability densities over continuous spaces. We study the variant most widely used in practice, Metropolized…

In Analog-to-digital (A/D) conversion, signal decimation has been proven to greatly improve the efficiency of data storage while maintaining high accuracy. When one couples signal decimation with the $\Sigma\Delta$ quantization scheme, the…

We study Sigma-Delta ($\Sigma\Delta$) quantization of oversampled bandlimited functions. We prove that digitally integrating blocks of bits and then down-sampling, a process known as decimation, can efficiently encode the associated…

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

The answers to data assimilation questions can be expressed as path integrals over all possible state and parameter histories. We show how these path integrals can be evaluated numerically using a Markov Chain Monte Carlo method designed to…

We propose Kernel Hamiltonian Monte Carlo (KMC), a gradient-free adaptive MCMC algorithm based on Hamiltonian Monte Carlo (HMC). On target densities where classical HMC is not an option due to intractable gradients, KMC adaptively learns…

We present a practical strategy to optimize a set of Hybrid Monte Carlo parameters in simulations of QCD and QCD-like theories. We specialize to the case of mass-preconditioning, with multiple time-step Omelyan integrators. Starting from…

We outline how auxiliary-field quantum Monte Carlo (AFQMC) can leverage graphical processing units (GPUs) to accelerate the simulation of solid state sytems. By exploiting conservation of crystal momentum in the one- and two-electron…

A variational formulation of accelerated optimization on normed spaces was recently introduced by considering a specific family of time-dependent Bregman Lagrangian and Hamiltonian systems whose corresponding trajectories converge to the…

The Hamiltonian Monte Carlo method generates samples by introducing a mechanical system that explores the target density. For distributions on manifolds it is not always simple to perform the mechanics as a result of the lack of global…

By a map we mean a $2$-cell decomposition of a closed compact surface, i.e., an embedding of a graph such that every face is homeomorphic to an open disc. Automorphism of a map can be thought of as a permutation of the vertices which…

In this paper, we discuss an extension of the Split Hamiltonian Monte Carlo (Split HMC) method for Gaussian process model (GPM). This method is based on splitting the Hamiltonian in a way that allows much of the movement around the state…

Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…

We consider the problem of quickly computing shortest paths in weighted graphs given auxiliary data derived in an expensive preprocessing phase. By adding a fast weight-customization phase, we extend Contraction Hierarchies by Geisberger et…

MCMC algorithms such as Metropolis-Hastings algorithms are slowed down by the computation of complex target distributions as exemplified by huge datasets. We offer in this paper a useful generalisation of the Delayed Acceptance approach,…

Geometric numerical integration has recently been exploited to design symplectic accelerated optimization algorithms by simulating the Lagrangian and Hamiltonian systems from the variational framework introduced in Wibisono et al. In this…

Study of general purpose computation by GPU (Graphics Processing Unit) can improve the image processing capability of micro-computer system. This paper studies the parallelism of the different stages of decimation in time radix 2 FFT…