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We construct an adaptive independent Metropolis-Hastings sampler that uses a mixture of normals as a proposal distribution. To take full advantage of the potential of adaptive sampling our algorithm updates the mixture of normals…

Computation · Statistics 2008-01-15 P. Giordani , R. Kohn

The efficient importance sampling (EIS) method is a general principle for the numerical evaluation of high-dimensional integrals that uses the sequential structure of target integrands to build variance minimising importance samplers.…

Computation · Statistics 2013-09-27 Marcel Scharth , Robert Kohn

In view of the existing limitations of sequential computing, parallelization has emerged as an alternative in order to improve the speedup of numerical simulations. In the framework of evolutionary problems, space-time parallel methods…

Numerical Analysis · Mathematics 2025-02-13 Andrés Arrarás , Francisco J. Gaspar , Iñigo Jimenez-Ciga , Laura Portero

Considering the issue of estimating small probabilities p, ie. measuring a rare domain F = {x | g(x) > q} with respect to the distribution of a random vector X, Multilevel Splitting strategies (also called Subset Simulation) aim at writing…

Computation · Statistics 2015-09-10 Clément Walter

In this work, we consider alternative discretizations for PDEs which use expansions involving integral operators to approximate spatial derivatives. These constructions use explicit information within the integral terms, but treat boundary…

Computational Physics · Physics 2024-11-12 Andrew J. Christlieb , Pierson T. Guthrey , William A. Sands , Mathialakan Thavappiragasm

Efficient and real time segmentation of color images has a variety of importance in many fields of computer vision such as image compression, medical imaging, mapping and autonomous navigation. Being one of the most computationally…

Computer Vision and Pattern Recognition · Computer Science 2017-10-09 Roopal Nahar , Akanksha Baranwal , K. Madhava Krishna

Many parallel algorithms which solve basic problems in computer science use auxiliary space linear in the input to facilitate conflict-free computation. There has been significant work on improving these parallel algorithms to be in-place,…

Data Structures and Algorithms · Computer Science 2025-03-11 Chase Hutton , Adam Melrod

Preferential attachment lies at the heart of many network models aiming to replicate features of real world networks. To simulate the attachment process, conduct statistical tests, or obtain input data for benchmarks, efficient algorithms…

Data Structures and Algorithms · Computer Science 2023-01-18 Daniel Allendorf , Ulrich Meyer , Manuel Penschuck , Hung Tran

To minimize data movement, state-of-the-art parallel sorting algorithms use techniques based on sampling and histogramming to partition keys prior to redistribution. Sampling enables partitioning to be done using a representative subset of…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-04-30 Vipul Harsh , Laxmikant Kale , Edgar Solomonik

Diffusion models are powerful generative models but suffer from slow sampling, often taking 1000 sequential denoising steps for one sample. As a result, considerable efforts have been directed toward reducing the number of denoising steps,…

Machine Learning · Computer Science 2023-10-17 Andy Shih , Suneel Belkhale , Stefano Ermon , Dorsa Sadigh , Nima Anari

We provide a perfect sampling algorithm for the hard-sphere model on subsets of $\mathbb{R}^d$ with expected running time linear in the volume under the assumption of strong spatial mixing. A large number of perfect and approximate sampling…

Data Structures and Algorithms · Computer Science 2024-08-22 Konrad Anand , Andreas Göbel , Marcus Pappik , Will Perkins

We present an algorithm to parallelize the inverse fast multipole method (IFMM), which is an approximate direct solver for dense linear systems. The parallel scheme is based on a greedy coloring algorithm, where two nodes in the hierarchy…

Computational Physics · Physics 2020-02-19 Toru Takahashi , Chao Chen , Eric Darve

Herding is a technique to sequentially generate deterministic samples from a probability distribution. In this work, we propose a continuous herded Gibbs sampler that combines kernel herding on continuous densities with the Gibbs sampling…

Machine Learning · Statistics 2022-01-14 Laura M. Wolf , Marcus Baum

The ability to leverage large-scale hardware parallelism has been one of the key enablers of the accelerated recent progress in machine learning. Consequently, there has been considerable effort invested into developing efficient parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-01-19 Vitaly Aksenov , Dan Alistarh , Janne H. Korhonen

Comprehensive simulations of the entire biochemistry of cells have great potential to help physicians treat disease and help engineers design biological machines. But such simulations must model networks of millions of molecular species and…

Molecular Networks · Quantitative Biology 2020-05-22 Arthur P. Goldberg , David R. Jefferson , John A. P. Sekar , Jonathan R. Karr

Distributed model fitting refers to the process of fitting a mathematical or statistical model to the data using distributed computing resources, such that computing tasks are divided among multiple interconnected computers or nodes, often…

Computation · Statistics 2024-06-04 Xiaofei Wu , Rongmei Liang , Fabio Roli , Marcello Pelillo , Jing Yuan

We study the mixing time of Glauber dynamics for Ising models in which the interaction matrix contains a single negative spectral outlier. This class includes the anti-ferromagnetic Curie-Weiss model, the anti-ferromagnetic Ising model on…

Probability · Mathematics 2026-04-09 Dan Mikulincer , Youngtak Sohn

Component-wise MCMC algorithms, including Gibbs and conditional Metropolis-Hastings samplers, are commonly used for sampling from multivariate probability distributions. A long-standing question regarding Gibbs algorithms is whether a…

Statistics Theory · Mathematics 2021-05-11 Qian Qin , Galin L. Jones

Model merging offers an effective strategy to combine the strengths of multiple finetuned models into a unified model that preserves the specialized capabilities of each. Existing methods merge models in a global manner, performing…

Machine Learning · Computer Science 2025-01-08 Yifei He , Yuzheng Hu , Yong Lin , Tong Zhang , Han Zhao

Gaussian Boson Sampling (GBS) is a near-term platform for photonic quantum computing. Applications have been developed which rely on directly programming GBS devices, but the ability to train and optimize circuits has been a key missing…

Quantum Physics · Physics 2020-07-22 Leonardo Banchi , Nicolás Quesada , Juan Miguel Arrazola