Related papers: cuVegas: Accelerate Multidimensional Monte Carlo I…
We develop a GPU-accelerated hybrid quantum Monte Carlo (QMC) algorithm to solve the fundamental yet difficult problem of $U(1)$ gauge field coupled to fermions, which gives rise to a $U(1)$ Dirac spin liquid state under the description of…
General Purpose Graphics Processing Unit (GPGPU) computing plays a transformative role in deep learning and machine learning by leveraging the computational advantages of parallel processing. Through the power of Compute Unified Device…
Evolutionary computing (EC) has proven to be effective in solving complex optimization and robotics problems. Unfortunately, typical Evolutionary Algorithms (EAs) are constrained by the computational capacity available to researchers. More…
Particle Image Velocimetry (PIV) is a method of im-aging and analysing fields of flows. The PIV tech-niques compute and display all the motion vectors of the field in a resulting image. Speeds more than thou-sand vectors per second can be…
Eulerian nonlinear uncertainty propagation methods often suffer from finite domain limitations and computational inefficiencies. A recent approach to this class of algorithm, Grid-based Bayesian Estimation Exploiting Sparsity, addresses the…
Heterogeneous systems are becoming more common on High Performance Computing (HPC) systems. Even using tools like CUDA and OpenCL it is a non-trivial task to obtain optimal performance on the GPU. Approaches to simplifying this task include…
3D reconstruction from videos has become increasingly popular for various applications, including navigation for autonomous driving of robots and drones, augmented reality (AR), and 3D modeling. This task often combines traditional…
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…
We in this paper propose a realizable framework TECU, which embeds task-specific strategies into update schemes of coordinate descent, for optimizing multivariate non-convex problems with coupled objective functions. On one hand, TECU is…
We discuss several strategies to implement Dykstra's projection algorithm on NVIDIA's compute unified device architecture (CUDA). Dykstra's algorithm is the central step in and the computationally most expensive part of statistical…
We present an improvement of our implementation of the Correlation Technique for the Fourier Domain Acceleration Search (FDAS) algorithm on Graphics Processor Units (GPUs) (Dimoudi & Armour 2015; Dimoudi et al. 2017). Our new improved…
We discuss the advantages of parallelization by multithreading on graphics processing units (GPUs) for parallel tempering Monte Carlo computer simulations of an exemplified bead-spring model for homopolymers. Since the sampling of a large…
This paper introduces cuHALLaR, a GPU-accelerated implementation of the HALLaR method proposed in Monteiro et al. 2024 for solving large-scale semidefinite programming (SDP) problems. We demonstrate how our Julia-based implementation…
The goal of this work is to parallelize the multistep scheme for the numerical approximation of the backward stochastic differential equations (BSDEs) in order to achieve both, a high accuracy and a reduction of the computation time as…
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…
Methods for solving hyperbolic systems typically depend on unknown ordering (e.g., Gauss-Seidel, or sweep/wavefront/marching methods) to achieve good convergence. For many discretisations, mesh types or decompositions these methods do not…
Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…
Monte Carlo integration using quantum computers has been widely investigated, including applications to concrete problems. It is known that quantum algorithms based on quantum amplitude estimation (QAE) can compute an integral with a…
Recently, successes have been achieved for the high-order gas-kinetic schemes (HGKS) on unstructured meshes for compressible flows. In this paper, to accelerate the computation, HGKS is implemented with the graphical processing unit (GPU)…
This paper introduces a parallel implementation in CUDA/C++ of the Gaussian process with a decomposed kernel. This recent formulation, introduced by Joukov and Kuli\'c (2022), is characterized by an approximated -- but much smaller --…