Related papers: Comparing the Performance of MC/DC's on-GPU Event-…

Markov Chain Monte Carlo (MCMC) algorithms are standard approaches to solve imaging inverse problems and quantify estimation uncertainties, a key requirement in absence of ground-truth data. To improve estimation quality, Plug-and-Play MCMC…

It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…

With the growing popularity of electric vehicles (EVs), maintaining power grid stability has become a significant challenge. To address this issue, EV scheduling control strategies have been developed to manage vehicle-to-grid (V2G) in…

To better understand the capture process by a nanopore, we introduce an efficient Kinetic Monte Carlo (KMC) algorithm that can simulate long times and large system sizes by mapping the dynamic of a point-like particle in a 3D spherically…

Markov chain Monte Carlo (MCMC) methods are foundational algorithms for Bayesian inference and probabilistic modeling. However, most MCMC algorithms are inherently sequential and their time complexity scales linearly with the sequence…

We introduce a revised derivation of the bitwise Markov Chain Monte Carlo (MCMC) multiple-input multiple-output (MIMO) detector. The new approach resolves the previously reported high SNR stalling problem of MCMC without the need for…

Modern GPU systems are constantly evolving to meet the needs of computing-intensive applications in scientific and machine learning domains. However, there is typically a gap between the hardware capacity and the achievable application…

Variational Monte Carlo (VMC) is an approach for computing ground-state wavefunctions that has recently become more powerful due to the introduction of neural network-based wavefunction parametrizations. However, efficiently training neural…

Numerical Generalized Randomized Hamiltonian Monte Carlo is introduced, as a robust, easy to use and computationally fast alternative to conventional Markov chain Monte Carlo methods for continuous target distributions. A wide class of…

Two distinguishing features of state-of-the-art mobile and autonomous systems are 1) there are often multiple workloads, mainly deep neural network (DNN) inference, running concurrently and continuously; and 2) they operate on shared memory…

Software developers must adapt to keep up with the changing capabilities of platforms so that they can utilize the power of High- Performance Computers (HPC), including exascale systems. OpenMP, a directive-based parallel programming model,…

Computer simulation with Monte Carlo is an important tool to investigate the function and equilibrium properties of many systems with biological and soft matter materials solvable in solvents. The appropriate treatment of long-range…

While boundary plasmas in present-day tokamaks generally fall in a fluid regime, neutral species near the boundary often require kinetic models due to long mean-free-paths compared to characteristic spatial scales in the region. Monte-Carlo…

Hamiltonian Monte Carlo (HMC) is a state-of-the-art Markov chain Monte Carlo sampling algorithm for drawing samples from smooth probability densities over continuous spaces. We study the variant most widely used in practice, Metropolized…

We present a multithreaded event-chain Monte Carlo algorithm (ECMC) for hard spheres. Threads synchronize at infrequent breakpoints and otherwise scan for local horizon violations. Using a mapping onto absorbing Markov chains, we rigorously…

We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Coded distributed computing (CDC) is a new technique proposed with the purpose of decreasing the intense data exchange required for parallelizing distributed computing systems. Under the famous MapReduce paradigm, this coded approach has…

Dynamic programming is a powerful technique that is, unfortunately, often inherently sequential. That is, there exists no unified method to parallelize algorithms that use dynamic programming. In this paper, we attempt to address this issue…

Many HPC applications can be expressed as mixed-mode computations, in which each node of a computational DAG is itself a parallel computation that can be molded at runtime to allocate different amounts of processing resources. At the same…