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Modern parallel computing devices, such as the graphics processing unit (GPU), have gained significant traction in scientific and statistical computing. They are particularly well-suited to data-parallel algorithms such as the particle…
We propose a framework that integrates classical Monte Carlo simulators and Wasserstein generative adversarial networks to model, estimate, and simulate a broad class of arrival processes with general non-stationary and multi-dimensional…
When implementing Markov Chain Monte Carlo (MCMC) algorithms, perturbation caused by numerical errors is sometimes inevitable. This paper studies how perturbation of MCMC affects the convergence speed and Monte Carlo estimation accuracy.…
Embedded Field-Programmable Gate Arrays (eFPGAs) allow for the design of hardware accelerators of edge Machine Learning (ML) applications at a lower power budget compared with traditional FPGA platforms. However, the limited eFPGA logic and…
Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…
This paper presents a seamless algorithm for the application of the multilevel Monte Carlo (MLMC) method to the ensemble transform particle filter (ETPF). The algorithm uses a combination of optimal coupling transformations between coarse…
Bayesian inference in the physical sciences faces a fundamental challenge: the imperative for high-fidelity physical modeling often clashes with the intrinsic limitations of stochastic sampling algorithms. Complex, high-dimensional…
Multivariate normal (MVN) probabilities arise in myriad applications, but they are analytically intractable and need to be evaluated via Monte-Carlo-based numerical integration. For the state-of-the-art minimax exponential tilting (MET)…
We consider minimizing $f(x) = \mathbb{E}[f(x,\omega)]$ when $f(x,\omega)$ is possibly nonsmooth and either strongly convex or convex in $x$. (I) Strongly convex. When $f(x,\omega)$ is $\mu-$strongly convex in $x$, we propose a variable…
Massively parallel architectures offer the potential to significantly accelerate an application relative to their serial counterparts. However, not all applications exhibit an adequate level of data and/or task parallelism to exploit such…
High Performance Computing (HPC) platforms allow scientists to model computationally intensive algorithms. HPC clusters increasingly use General-Purpose Graphics Processing Units (GPGPUs) as accelerators; FPGAs provide an attractive…
We demonstrate a low-power and compact hardware implementation of Random Feature Extractor (RFE) core. With complex tasks like Image Recognition requiring a large set of features, we show how weight reuse technique can allow to virtually…
The evolution of quantization and mixed-precision techniques has unlocked new possibilities for enhancing the speed and energy efficiency of NNs. Several recent studies indicate that adapting precision levels across different parameters can…
In this proceedings we present MadFlow, a new framework for the automation of Monte Carlo (MC) simulation on graphics processing units (GPU) for particle physics processes. In order to automate MC simulation for a generic number of…
Langevin Dynamics, Monte Carlo, and all-atom Molecular Dynamics simulations in implicit solvent, widely used to access the microscopic transitions in biomolecules, require a reliable source of random numbers. Here we present the two main…
The demise of Moore's Law and Dennard Scaling has revived interest in specialized computer architectures and accelerators. Verification and testing of this hardware depend heavily upon cycle-accurate simulation of register-transfer-level…
Multi-sample, importance-weighted variational autoencoders (IWAE) give tighter bounds and more accurate uncertainty estimates than variational autoencoders (VAE) trained with a standard single-sample objective. However, IWAEs scale poorly:…
Modern training and inference pipelines in statistical learning and deep learning repeatedly invoke linear-system solves as inner loops, yet high-accuracy deterministic solvers can be prohibitively expensive when solves must be repeated…
Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…
The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…