Related papers: MC$^2$A: Enabling Algorithm-Hardware Co-Design for…
We propose cube thinning, a novel method for compressing the output of a MCMC (Markov chain Monte Carlo) algorithm when control variates are available. It amounts to resampling the initial MCMC sample (according to weights derived from…
Monte Carlo simulations of quantum field theories on a lattice become increasingly expensive as the continuum limit is approached since the cost per independent sample grows with a high power of the inverse lattice spacing. Simulations on…
In this paper, we examine the Sample Average Approximation (SAA) procedure within a framework where the Monte Carlo estimator of the expectation is biased. We also introduce Multilevel Monte Carlo (MLMC) in the SAA setup to enhance the…
Markov chain Monte Carlo (MCMC) simulation methods are widely used to assess parametric uncertainties of hydrologic models conditioned on measurements of observable state variables. However, when the model is CPU-intensive and…
Markov chain Monte Carlo (MCMC) algorithms are based on the construction of a Markov chain with transition probabilities leaving invariant a probability distribution of interest. In this work, we look at these transition probabilities as…
The objective of our research is to demonstrate the practical usage and orders of magnitude speedup of real-world applications by using alternative technologies to support high performance computing. Currently, the main barrier to the…
Markov chain Monte Carlo (MCMC) methods are one of the most popular classes of algorithms for sampling from a target probability distribution. A rising trend in recent years consists in analyzing the convergence of MCMC algorithms using…
The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…
One of the open challenges in quantum computing is to find meaningful and practical methods to leverage quantum computation to accelerate classical machine learning workflows. A ubiquitous problem in machine learning workflows is sampling…
Memory is a critical design consideration in current data-intensive DNN accelerators, as it profoundly determines energy consumption, bandwidth requirements, and area costs. As DNN structures become more complex, a larger on-chip memory…
We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free…
Over decades, Markov chain Monte Carlo (MCMC) methods have been widely studied, with a typical application being the quantification of posterior uncertainties in Bayesian system identification of structural dynamic models. To address the…
We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…
Quadrature Hybrid Couplers (QHDC) are critical components in RF, mm-wave, and sub-mm wave astronomical instrumentation, where wideband performance with minimal passband ripple is essential. Traditional designs have been limited to…
Sequential Monte Carlo (SMC) methods are not only a popular tool in the analysis of state space models, but offer an alternative to MCMC in situations where Bayesian inference must proceed via simulation. This paper introduces a new SMC…
In this work, we developed an efficient approach to compute ensemble averages in systems with pairwise-additive energetic interactions between the entities. Methods involving full enumeration of the configuration space result in exponential…
Multiproposal Markov chain Monte Carlo (MCMC) algorithms choose from multiple proposals to generate their next chain step in order to sample from challenging target distributions more efficiently. However, on classical machines, these…
Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…
Competitive program generation aims to automatically produce correct and efficient solutions for programming-contest problems under strict time and memory constraints. Existing LLM-based approaches often fail to perform explicit algorithmic…
Brute force cross-validation (CV) is a method for predictive assessment and model selection that is general and applicable to a wide range of Bayesian models. Naive or `brute force' CV approaches are often too computationally costly for…