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Deep Neural Network guided Monte-Carlo Tree Search (DNN-MCTS) is a powerful class of AI algorithms. In DNN-MCTS, a Deep Neural Network model is trained collaboratively with a dynamic Monte-Carlo search tree to guide the agent towards…
Recent developments in parallel Markov chain Monte Carlo (MCMC) algorithms allow us to run thousands of chains almost as quickly as a single chain, using hardware accelerators such as GPUs. While each chain still needs to forget its initial…
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…
Computer modeling of multicellular systems has been a valuable tool for interpreting and guiding in vitro experiments relevant to embryonic morphogenesis, tumor growth, angiogenesis and, lately, structure formation following the printing of…
Efficient Monte Carlo (MC) sampling of many-body systems with long-range electrostatics is often limited by the cost of per-move energy-difference evaluation under periodic boundary conditions. We present DMK-MC, an accelerated MC method…
In this study, we explore the efficiency of the Monte Carlo Tree Search (MCTS), a prominent decision-making algorithm renowned for its effectiveness in complex decision environments, contingent upon the volume of simulations conducted.…
We present a hybrid method for time-dependent particle transport that combines Monte Carlo (MC) estimation with a deterministic discrete ordinates (\(S_N\)) solve, augmented by quasi-Monte Carlo (QMC) sampling. For spatial discretizations,…
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…
We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…
Kinetic Monte Carlo (KMC) is an important computational tool in physics and chemistry. In contrast to standard Monte Carlo, KMC permits the description of time dependent dynamical processes and is not restricted to systems in equilibrium.…
The present panorama of HPC architectures is extremely heterogeneous, ranging from traditional multi-core CPU processors, supporting a wide class of applications but delivering moderate computing performance, to many-core GPUs, exploiting…
An increasing number of applications are exploiting sampling-based algorithms for planning, optimization, and inference. The Markov Chain Monte Carlo (MCMC) algorithms form the computational backbone of this emerging branch of machine…
Monte Carlo simulation is the most accurate method for absorbed dose calculations in radiotherapy. Its efficiency still requires improvement for routine clinical applications, especially for online adaptive radiotherapy. In this paper, we…
The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…
Markov chain Monte Carlo (MCMC) methods are widely used in machine learning. One of the major problems with MCMC is the question of how to design chains that mix fast over the whole state space; in particular, how to select the parameters…
Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…
OpenMC is an open source Monte Carlo neutral particle transport application that has recently been ported to GPU using the OpenMP target offloading model. We examine the performance of OpenMC at scale on the Frontier, Polaris, and Aurora…
Monte Carlo sampling of the canonical distribution presents a formidable challenge when the potential energy landscape is characterized by a large number of local minima separated by high barriers. The principal observation of this work is…
Hamiltonian Monte Carlo (HMC) is a premier Markov Chain Monte Carlo (MCMC) algorithm for continuous target distributions. Its full potential can only be unleashed when its problem-dependent hyperparameters are tuned well. The adaptation of…
The Iterative Quasi-Monte Carlo method, or iQMC, replaces standard quadrature techniques used in deterministic linear solvers with Quasi-Monte Carlo simulation for more accurate and efficient solutions to the neutron transport equation.…