Related papers: Accelerating mesh-based Monte Carlo simulations us…
In many computational problems, using the Markov Chain Monte Carlo (MCMC) can be prohibitively time-consuming. We propose MCMC-Net, a simple yet efficient way to accelerate MCMC via neural networks. The key idea of our approach is to…
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…
We developed a three-dimensional radiative transfer code for an ultra-relativistic background flow-field by using the Monte Carlo (MC) method in the context of gamma-ray burst (GRB) emission. For obtaining reliable simulation results in the…
Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases…
Purpose: To demonstrate the feasibility of fast Monte Carlo (MC) based inverse biological planning for the treatment of head and neck tumors in spot-scanning proton therapy. Methods: Recently, a fast and accurate Graphics Processor Unit…
Utilizing a ray-tracing program, we have modeled the angular resolution of a short focal length (~2m), large field-of-view (3.1 square degrees), grazing incidence mirror shell. It has been previously shown in the literature that the…
First of all, this paper presents some improvements of DSMC method in the form of new schemes and approaches, that, for a wide class of problems, increase performance and reduce the demands on computer resources. The most important…
Recently, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have been proposed for scaling up Monte Carlo computations to large data problems. Whilst these approaches have proven useful in many applications, vanilla SG-MCMC…
The matrix element (ME) calculation in any Monte Carlo physics event generator is an ideal fit for implementing data parallelism with lockstep processing on GPUs and vector CPUs. For complex physics processes where the ME calculation is the…
Applications that require substantial computational resources today cannot avoid the use of heavily parallel machines. Embracing the opportunities of parallel computing and especially the possibilities provided by a new generation of…
Lattice spin models are useful for studying critical phenomena and allow the extraction of equilibrium and dynamical properties. Simulations of such systems are usually based on Monte Carlo (MC) techniques, and the main difficulty is often…
A multilevel Monte Carlo (MLMC) method for quantifying model-form uncertainties associated with the Reynolds-Averaged Navier-Stokes (RANS) simulations is presented. Two, high-dimensional, stochastic extensions of the RANS equations are…
We introduce Preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilises a Normalising Flow (NF) in order to…
Markov Chain Monte Carlo methods are algorithms used to sample probability distributions, commonly used to sample the Boltzmann distribution of physical/chemical models (e.g., protein folding, Ising model, etc.). This allows us to study…
In this proceedings we present MadFlow, a new framework for the automation of Monte Carlo (MC) simulation on graphics processing units (GPU) for particle physics processes. In order to automate MC simulation for a generic number of…
We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…
Replica exchange Monte Carlo (reMC), also known as parallel tempering, is an important technique for accelerating the convergence of the conventional Markov Chain Monte Carlo (MCMC) algorithms. However, such a method requires the evaluation…
We study signal processing tasks in which the signal is mapped via some generalized time-frequency transform to a higher dimensional time-frequency space, processed there, and synthesized to an output signal. We show how to approximate such…
Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective…
We present a fast Monte-Carlo algorithm for simulating epitaxial surface growth, based on the continuous-time Monte-Carlo algorithm of Bortz, Kalos and Lebowitz. When simulating realistic growth regimes, much computational time is consumed…