Related papers: MCPT-Solver: An Monte Carlo Algorithm Solver Using…

Sampling the three-dimensional (3D) spin glass -- i.e., generating equilibrium configurations of a 3D lattice with quenched random couplings -- is widely regarded as one of the central and long-standing open problems in statistical physics.…

We propose a new DRAM-based true random number generator (TRNG) that leverages DRAM cells as an entropy source. The key idea is to intentionally violate the DRAM access timing parameters and use the resulting errors as the source of…

Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in…

Real-world distributed systems and networks are often unreliable and subject to random failures of its components. Such a stochastic behavior affects adversely the complexity of optimization tasks performed routinely upon such systems, in…

Ray tracing (RT) is a 3D graphics technique that offers highly realistic visuals. It is becoming prominent and accessible as GPU vendors have integrated dedicated ray tracing acceleration hardware. However, tracing millions of rays through…

In this comment on "Solving Statistical Mechanics Using Variational Autoregressive Networks" by Wu et al., we propose a subtle yet powerful modification of their approach. We show that the inherent sampling error of their method can be…

Models with intractable normalizing functions have numerous applications. Because the normalizing constants are functions of the parameters of interest, standard Markov chain Monte Carlo cannot be used for Bayesian inference for these…

We propose an efficient, robust, Lagrangian (characteristic-based) transport solver for the time-dependent thermal radiative Transfer (TRT) applications within the context of a moment-accelerated (High-Order/Low-Order, HOLO) algorithm. This…

Today, cheap numerical hardware offers huge amounts of parallel computing power, much of which is used for the task of fitting neural networks to data. Adoption of this hardware to accelerate statistical Markov chain Monte Carlo (MCMC)…

Interest in Restricted Boltzmann Machine (RBM) is growing as a generative stochastic artificial neural network to implement a novel energy-efficient machine-learning (ML) technique. For a hardware implementation of the RBM, an essential…

When implementing Markov Chain Monte Carlo (MCMC) algorithms, perturbation caused by numerical errors is sometimes inevitable. This paper studies how perturbation of MCMC affects the convergence speed and Monte Carlo estimation accuracy.…

This work discusses the implementation of Markov Chain Monte Carlo (MCMC) sampling from an arbitrary Gaussian mixture model (GMM) within SRAM. We show a novel architecture of SRAM by embedding it with random number generators (RNGs),…

The transport of conserved quantities like spin and charge is fundamental to characterizing the behavior of quantum many-body systems. Numerically simulating such dynamics is generically challenging, which motivates the consideration of…

Monte Carlo tree search (MCTS) is one of the most capable online search algorithms for sequential planning tasks, with significant applications in areas such as resource allocation and transit planning. Despite its strong performance in…

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…

In recent years, new methods for solving partial differential equations (PDEs) such as Monte Carlo random walk methods have gained considerable attention. However, due to the lack of hardware-intrinsic randomness in the conventional von…

Monte Carlo Tree Search (MCTS) has shown its strength for a lot of deterministic and stochastic examples, but literature lacks reports of applications to real world industrial processes. Common reasons for this are that there is no…

We propose a provably correct Monte Carlo tree search (MCTS) algorithm for solving risk-aware Markov decision processes (MDPs) with entropic risk measure (ERM) objectives. We provide a non-asymptotic analysis of our proposed algorithm,…

In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…

In this paper, we present a probabilistic numerical algorithm combining dynamic programming, Monte Carlo simulations and local basis regressions to solve non-stationary optimal multiple switching problems in infinite horizon. We provide the…