Related papers: MCPT-Solver: An Monte Carlo Algorithm Solver Using…
Different techniques of event biasing have been implemented in the particle-based Monte Carlo simulations of a 15nm n-channel MOSFET. The primary goal is to achieve enhancement in the channel statistics and faster convergence in the…
Markov chain Monte Carlo (MCMC) is widely regarded as one of the most important algorithms of the 20th century. Its guarantees of asymptotic convergence, stability, and estimator-variance bounds using only unnormalized probability functions…
Many problems of practical interest rely on Continuous-time Markov chains~(CTMCs) defined over combinatorial state spaces, rendering the computation of transition probabilities, and hence probabilistic inference, difficult or impossible…
Markov chain Monte Carlo (MCMC) is a powerful tool for sampling from complex probability distributions. Despite its versatility, MCMC often suffers from strong autocorrelation and the negative sign problem, leading to slowing down the…
We propose Mirror Descent Optimal Transport (MDOT), a novel method for solving discrete optimal transport (OT) problems with high precision, by unifying temperature annealing in entropic-regularized OT (EOT) with mirror descent techniques.…
Significance: Monte Carlo (MC) methods are the gold-standard for modeling light-tissue interactions due to their accuracy. Mesh-based MC (MMC) offers enhanced precision for complex tissue structures using tetrahedral mesh models. Despite…
The Mersenne Twister (MT) is a pseudo-random number generator (PRNG) widely used in High Performance Computing for parallel stochastic simulations. We aim to assess the quality of common parallelization techniques used to generate large…
Bayesian Neural Networks (BayesNNs) have demonstrated their capability of providing calibrated prediction for safety-critical applications such as medical imaging and autonomous driving. However, the high algorithmic complexity and the poor…
Markov chain Monte Carlo (MCMC) methods are often used in clustering since they guarantee asymptotically exact expectations in the infinite-time limit. In finite time, though, slow mixing often leads to poor performance. Modern computing…
The reliable operation of modern power grids requires probabilistic load forecasts with well-calibrated uncertainty estimates. However, existing deep learning models produce overconfident point predictions that fail catastrophically under…
Markov chain Monte Carlo (MCMC) algorithms are indispensable when sampling from a complex, high-dimensional distribution by a conventional method is intractable. Even though MCMC is a powerful tool, it is also hard to control and tune in…
An algorithm is proposed to solve robust control problems constrained by partial differential equations with uncertain coefficients, based on the so-called MG/OPT framework. The levels in this MG/OPT hierarchy correspond to discretization…
Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…
In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…
In this work we investigate replacing standard quadrature techniques used in deterministic linear solvers with a fixed-seed Quasi-Monte Carlo calculation to obtain more accurate and efficient solutions to the neutron transport equation…
Purpose: Very fast Monte Carlo (MC) simulations of proton transport have been implemented recently on GPUs. However, these usually use simplified models for non-elastic (NE) proton-nucleus interactions. Our primary goal is to build a…
Probabilistic spin logic (PSL), based on networks of binary stochastic neurons (or p-bits), has been shown to provide a viable framework for many functionalities including Ising computing, Bayesian inference, invertible Boolean logic and…
A novel approach of accurately reconstructing storage ring's linear optics from turn-by-turn (TbT) data containing measurement error is introduced. This approach adopts a Bayesian inference based on the Markov Chain Monte-Carlo (MCMC)…
This paper focuses on the design and implementation of a high-quality and high-throughput true-random number generator (TRNG) in FPGA. Various practical issues which we encountered are highlighted and the influence of the various parameters…
Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…