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(Pseudo)random sampling, a costly yet widely used method in (probabilistic) machine learning and Markov Chain Monte Carlo algorithms, remains unfeasible on a truly large scale due to unmet computational requirements. We introduce an…

Computational Physics · Physics 2025-01-03 Nicolas Alder , Shivam Nitin Kajale , Milin Tunsiricharoengul , Deblina Sarkar , Ralf Herbrich

We present an FPGA-based study of matrix-element acceleration for Monte Carlo event generation, using MadGraph5_aMC@NLO as a benchmark framework. Two complementary scenarios are considered. First, we implement the full matrix-element…

Significance: Monte Carlo (MC) methods are the gold-standard for modeling light-tissue interactions due to their accuracy. Mesh-based MC (MMC) offers enhanced precision for complex tissue structures using tetrahedral mesh models. Despite…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-01 Shijie Yan , Douglas Dwyer , David R. Kaeli , Qianqian Fang

We propose a technique to effectively sample initial neutron and delayed neutron precursor particles for Monte Carlo (MC) simulations of typical off-critical reactor transients. The technique can be seen as an improvement, or alternative,…

Computational Physics · Physics 2023-05-15 Ilham Variansyah , Ryan G. McClarren

Algorithms based on Monte-Carlo sampling have been widely adapted in robotics and other areas of engineering due to their performance robustness. However, these sampling-based approaches have high computational requirements, making them…

Robotics · Computer Science 2020-07-16 Yanqi Liu , Giuseppe Calderoni , R. Iris Bahar

Randomized smoothing has emerged as a potent certifiable defense against adversarial attacks by employing smoothing noises from specific distributions to ensure the robustness of a smoothed classifier. However, the utilization of Monte…

Machine Learning · Computer Science 2025-04-01 Devansh Bhardwaj , Kshitiz Kaushik , Sarthak Gupta

Multilevel Monte Carlo (MLMC) reduces the total computational cost of financial option pricing by combining SDE approximations with multiple resolutions. This paper explores a further avenue for reducing cost and improving power efficiency…

Computational Finance · Quantitative Finance 2025-02-12 Irina-Beatrice Haas , Michael B. Giles

Continuous-time random disturbances from the renewable generation pose a significant impact on power system dynamic behavior. In evaluating this impact, the disturbances must be considered as continuous-time random processes instead of…

Optimization and Control · Mathematics 2020-07-09 Yiwei Qiu , Jin Lin , Xiaoshuang Chen , Feng Liu , Yonghua Song

Variational Monte Carlo (VMC) methods are used to sample classically from distributions corresponding to quantum states which have an efficient classical description. VMC methods are based on performing a number of steps of a Markov chain…

Quantum Physics · Physics 2023-10-27 Ashley Montanaro , Stasja Stanisic

Stochastic sampling techniques are ubiquitous in real-time rendering, where performance constraints force the use of low sample counts, leading to noisy intermediate results. To remove this noise, the post-processing step of temporal and…

Graphics · Computer Science 2023-10-25 William Donnelly , Alan Wolfe , Judith Bütepage , Jon Valdés

Markov chain Monte Carlo (MCMC) is a widely used sampling method in modern artificial intelligence and probabilistic computing systems. It involves repetitive random number generations and thus often dominates the latency of probabilistic…

Hardware Architecture · Computer Science 2023-12-12 Yihan Fu , Daijing Shi , Anjunyi Fan , Wenshuo Yue , Yuchao Yang , Ru Huang , Bonan Yan

The customizability of RISC-V makes it an attractive choice for accelerating deep neural networks (DNNs). It can be achieved through instruction set extensions and corresponding custom functional units. Yet, efficiently exploiting these…

Machine Learning · Computer Science 2025-04-29 Muhammad Sabih , Abrarul Karim , Jakob Wittmann , Frank Hannig , Jürgen Teich

Statistical machine learning has widespread application in various domains. These methods include probabilistic algorithms, such as Markov Chain Monte-Carlo (MCMC), which rely on generating random numbers from probability distributions.…

Hardware Architecture · Computer Science 2021-08-03 Ramin Bashizade , Xiangyu Zhang , Sayan Mukherjee , Alvin R. Lebeck

Spiking Neural Networks (SNNs) have the potential to drastically reduce the energy requirements of AI systems. However, mainstream accelerators like GPUs and TPUs are designed for the high arithmetic intensity of standard ANNs so are not…

Neural and Evolutionary Computing · Computer Science 2025-07-15 Zainab Aizaz , James C. Knight , Thomas Nowotny

Incorporating speed probability distribution to the computation of the route planning in car navigation systems guarantees more accurate and precise responses. In this paper, we propose a novel approach for dynamically selecting the number…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-21 Emanuele Vitali , Davide Gadioli , Gianluca Palermo , Martin Golasowski , Joao Bispo , Pedro Pinto , Jan Martinovic , Katerina Slaninova , Joao M. P. Cardoso , Cristina Silvano

We describe a simple, low-level approach for embedding probabilistic programming in a deep learning ecosystem. In particular, we distill probabilistic programming down to a single abstraction---the random variable. Our lightweight…

Memristors enable the computation of matrix-vector multiplications (MVM) in memory and, therefore, show great potential in highly increasing the energy efficiency of deep neural network (DNN) inference accelerators. However, computations in…

Quantum Monte Carlo (QMC) techniques are widely used in a variety of scientific problems and much work has been dedicated to developing optimized algorithms that can accelerate QMC on standard processors (CPU). With the advent of various…

Quantum Physics · Physics 2023-04-28 Shuvro Chowdhury , Kerem Y. Camsari , Supriyo Datta

Unstructured mesh tallies are a bottleneck in Monte Carlo neutral particle transport simulations of fusion reactors. This paper introduces the PUMI-Tally library that takes advantage of mesh adjacency information to accelerate these tallies…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-04-29 Fuad Hasan , Cameron W. Smith , Mark S. Shephard , R. Michael Churchill , George J. Wilkie , Paul K. Romano , Patrick C. Shriwise , Jacob S. Merson

When solving stochastic partial differential equations (SPDEs) driven by additive spatial white noise, the efficient sampling of white noise realizations can be challenging. Here, we present a new sampling technique that can be used to…

Numerical Analysis · Mathematics 2023-01-10 Matteo Croci , Michael B. Giles , Marie E. Rognes , Patrick E. Farrell