Related papers: Efficiently Vectorized MCMC on Modern Accelerators

We describe matrix computations available in the cluster programming framework, Apache Spark. Out of the box, Spark provides abstractions and implementations for distributed matrices and optimization routines using these matrices. When…

Sequential Monte Carlo (SMC) is a class of algorithms that approximate high-dimensional expectations of a Markov chain. SMC algorithms typically include a resampling step. There are many possible ways to resample, but the relative…

Vector search systems are indispensable in large language model (LLM) serving, search engines, and recommender systems, where minimizing online search latency is essential. Among various algorithms, graph-based vector search (GVS) is…

Generalized Matrix Chains (GMCs) are products of matrices where each matrix carries features (e.g., general, symmetric, triangular, positive-definite) and is optionally transposed and/or inverted. GMCs are commonly evaluated via sequences…

Particle Markov chain Monte Carlo (pMCMC) is now a popular method for performing Bayesian statistical inference on challenging state space models (SSMs) with unknown static parameters. It uses a particle filter (PF) at each iteration of an…

The trend towards highly parallel multi-processing is ubiquitous in all modern computer architectures, ranging from handheld devices to large-scale HPC systems; yet many applications are struggling to fully utilise the multiple levels of…

The Versatile Video Coding (VVC) standard significantly improves compression efficiency over its predecessor, HEVC, but at the cost of substantially higher computational complexity, particularly in intra-frame prediction. This stage employs…

We consider parallel asynchronous Markov Chain Monte Carlo (MCMC) sampling for problems where we can leverage (stochastic) gradients to define continuous dynamics which explore the target distribution. We outline a solution strategy for…

Traditional heterogeneous parallel algorithms, designed for heterogeneous clusters of workstations, are based on the assumption that the absolute speed of the processors does not depend on the size of the computational task. This assumption…

The Restricted Boltzmann Machine (RBM) is a stochastic neural network capable of solving a variety of difficult tasks such as NP-Hard combinatorial optimization problems and integer factorization. The RBM architecture is also very compact;…

The Markov Chain Monte Carlo method is at the heart of efficient approximation schemes for a wide range of problems in combinatorial enumeration and statistical physics. It is therefore very natural and important to determine whether…

Exact approximations of Markov chain Monte Carlo (MCMC) algorithms are a general emerging class of sampling algorithms. One of the main ideas behind exact approximations consists of replacing intractable quantities required to run standard…

Maximal Clique Enumeration (MCE) is a fundamental graph mining problem, and is useful as a primitive in identifying dense structures in a graph. Due to the high computational cost of MCE, parallel methods are imperative for dealing with…

We investigate the increase in efficiency of simulated and parallel tempering MCMC algorithms when using non-reversible updates to give them "momentum". By making a connection to a certain simple discrete Markov chain, we show that, under…

Matrix multiplication is a fundamental computation in many scientific disciplines. In this paper, we show that novel fast matrix multiplication algorithms can significantly outperform vendor implementations of the classical algorithm and…

We develop parallel and distributed Frank-Wolfe algorithms; the former on shared memory machines with mini-batching, and the latter in a delayed update framework. Whenever possible, we perform computations asynchronously, which helps attain…

This paper presents a Fast Synchronization Clustering algorithm (FSynC), which is an improved version of SynC algorithm. In order to decrease the time complexity of the original SynC algorithm, we combine grid cell partitioning method and…

Markov Chain Monte Carlo (MCMC) sampling methods are widely used but often encounter either slow convergence or biased sampling when applied to multimodal high dimensional distributions. In this paper, we present a general framework of…

Planning under uncertainty for real-world robotics tasks, such as autonomous driving, requires reasoning in enormous high-dimensional belief spaces, rendering the problem computationally intensive. While parallelization offers scalability,…

We study the scheduling problem of makespan minimization while taking machine conflicts into account. Machine conflicts arise in various settings, e.g., shared resources for pre- and post-processing of tasks or spatial restrictions. In this…