Related papers: Efficiently Vectorized MCMC on Modern Accelerators

Use each of n exact samples as the initial state for a MCMC sampler run for m steps. We give confidence intervals for accuracy of estimators which are always valid and which, in certain settings, are almost as good as the intervals one…

This paper proposes a centralized multi-vehicle coordination scheme serving unsignalized intersections. The whole process consists of three stages: a) target velocity optimization: formulate the collision-free vehicle coordination as a…

In this paper, we consider a planning problem for a hierarchical finite state machine (HFSM) and develop an algorithm for efficiently computing optimal plans between any two states. The algorithm consists of an offline and an online step.…

Vectorization is a compiler optimization that replaces multiple operations on scalar values with a single operation on vector values. Although common in traditional compilers such as rustc, clang, and gcc, vectorization is not common in the…

Statistical inference methods are fundamentally important in machine learning. Most state-of-the-art inference algorithms are variants of Markov chain Monte Carlo (MCMC) or variational inference (VI). However, both methods struggle with…

Among the algorithms that are likely to play a major role in future exascale computing, the fast multipole method (FMM) appears as a rising star. Our previous recent work showed scaling of an FMM on GPU clusters, with problem sizes in the…

We discuss a Monte Carlo Markov Chain (MCMC) procedure for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. We show that an approach inspired by optimal transport allows us to bound…

Modern HPC systems are increasingly relying on greater core counts and wider vector registers. Thus, applications need to be adapted to fully utilize these hardware capabilities. One class of applications that can benefit from this increase…

Similarity matrix serves as a fundamental tool at the core of numerous downstream machine-learning tasks. However, missing data is inevitable and often results in an inaccurate similarity matrix. To address this issue, Similarity Matrix…

Model-based Testing (MBT) is an effective approach for testing when parts of a system-under-test have the characteristics of a finite state machine (FSM). Despite various strategies in the literature on this topic, little work exists to…

Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…

The field of Finite State Model Predictive Control for multiphase drives has produced many contributions. Many variants of FSMPC exist, each aiming at some aspect such as complexity of the cost function, switching frequency, etc. Despite…

Frequent Subgraph Mining (FSM) is the key task in many graph mining and machine learning applications. Numerous systems have been proposed for FSM in the past decade. Although these systems show good performance for small patterns (with no…

This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian…

Phylogenetic stochastic mapping is a method for reconstructing the history of trait changes on a phylogenetic tree relating species/organisms carrying the trait. State-of-the-art methods assume that the trait evolves according to a…

Modern large-scale finite-sum optimization relies on two key aspects: distribution and stochastic updates. For smooth and strongly convex problems, existing decentralized algorithms are slower than modern accelerated variance-reduced…

Random sampling of graph partitions under constraints has become a popular tool for evaluating legislative redistricting plans. Analysts detect partisan gerrymandering by comparing a proposed redistricting plan with an ensemble of sampled…

We present a novel method for matrix completion, specifically designed for matrices where one dimension is significantly larger than the other. Our Columns Selected Matrix Completion (CSMC) method combines Column Subset Selection with…

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,…

We consider the fixed-delay synthesis problem for continuous-time Markov chains extended with fixed-delay transitions (fdCTMC). The goal is to synthesize concrete values of the fixed-delays (timeouts) that minimize the expected total cost…