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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…
Markov Chain Monte Carlo (MCMC) algorithms are widely used for stochastic optimization, sampling, and integration of mathematical objective functions, in particular, in the context of Bayesian inverse problems and parameter estimation. For…
High-dimensional multimodal sampling problems from lattice field theory (LFT) have become important benchmarks for machine learning assisted sampling methods. We show that GPU-accelerated particle methods, Sequential Monte Carlo (SMC) and…
Monte Carlo (MC) methods are widely used for Bayesian inference and optimization in statistics, signal processing and machine learning. A well-known class of MC methods are Markov Chain Monte Carlo (MCMC) algorithms. In order to foster…
The Markov chain Monte Carlo (MCMC) method is the computational workhorse for Bayesian inverse problems. However, MCMC struggles in high-dimensional parameter spaces, since its iterates must sequentially explore the high-dimensional space.…
Efficient sampling of two-dimensional statistical physics systems remains a central challenge in computational statistical physics. Traditional Markov chain Monte Carlo (MCMC) methods, including cluster algorithms, provide only partial…
Classical algorithms in numerical analysis for numerical integration (quadrature/cubature) follow the principle of approximate and integrate: the integrand is approximated by a simple function (e.g. a polynomial), which is then integrated…
We consider Monte Carlo simulations of classical spin models of statistical mechanics using the massively parallel architecture provided by graphics processing units (GPUs). We discuss simulations of models with discrete and continuous…
Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…
Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…
The trend towards highly parallel multi-processing is ubiquitous in all modern computer architectures, ranging from handheld devices to large-scale HPC systems; yet many applications are struggling to fully utilise the multiple levels of…
Traditional Markov Chain Monte Carlo methods suffer from low acceptance rate, slow mixing and low efficiency in high dimensions. Hamiltonian Monte Carlo resolves this issue by avoiding the random walk. Hamiltonian Monte Carlo (HMC) is a…
Polymer-assisted ion transport underpins both energy storage technologies and emerging neuromorphic computing devices. Efficient modeling of ion migration is essential for understanding the performance of batteries and memristors, but it…
Radiation damage significantly impacts the performance of silicon tracking detectors in Large Hadron Collider (LHC) experiments such as ATLAS and CMS, with signal reduction being the most critical effect; adjusting sensor bias voltage and…
Monte Carlo simulation is widely used to numerically solve stochastic differential equations. Although the method is flexible and easy to implement, it may be slow to converge. Moreover, an inaccurate solution will result when using large…
As it has become common to use many computer cores in routine applications, finding good ways to parallelize popular algorithms has become increasingly important. In this paper, we present a parallelization scheme for Markov chain Monte…
We review recent advances in the capabilities of the open source ab initio Quantum Monte Carlo (QMC) package QMCPACK and the workflow tool Nexus used for greater efficiency and reproducibility. The auxiliary field QMC (AFQMC) implementation…
The vast majority of 21st century AI workloads are based on gradient-based deterministic algorithms such as backpropagation. One of the key reasons for the dominance of deterministic ML algorithms is the emergence of powerful hardware…
Markov chain Monte Carlo (MCMC) lies at the core of modern Bayesian methodology, much of which would be impossible without it. Thus, the convergence properties of MCMCs have received significant attention, and in particular, proving…
In the 20+ years of Doppler observations of stars, scientists have uncovered a diverse population of extrasolar multi-planet systems. A common technique for characterizing the orbital elements of these planets is Markov chain Monte Carlo…