Related papers: GPU-Accelerated Sequential Monte Carlo for Bayesia…

Sequential Monte Carlo (SMC) algorithms were originally designed for estimating intractable conditional expectations within state-space models, but are now routinely used to generate approximate samples in the context of general-purpose…

We discuss the advantages of parallelization by multithreading on graphics processing units (GPUs) for parallel tempering Monte Carlo computer simulations of an exemplified bead-spring model for homopolymers. Since the sampling of a large…

We present an implementation of phaseless Auxiliary-Field Quantum Monte Carlo (ph-AFQMC) utilizing graphical processing units (GPUs). The AFQMC method is recast in terms of matrix operations which are spread across thousands of processing…

Gaussian Boson Sampling (GBS) have shown advantages over classical methods for performing some specific sampling tasks. To fully harness the computational power of GBS, there has been great interest in identifying their practical…

Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of models within a…

Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original…

Blind image deconvolution refers to the problem of simultaneously estimating the blur kernel and the true image from a set of observations when both the blur kernel and the true image are unknown. Sometimes, additional image and/or blur…

Eulerian nonlinear uncertainty propagation methods often suffer from finite domain limitations and computational inefficiencies. A recent approach to this class of algorithm, Grid-based Bayesian Estimation Exploiting Sparsity, addresses the…

This paper proposes a GPU-accelerated optimization framework for collision avoidance problems where the controlled objects and the obstacles can be modeled as the finite union of convex polyhedra. A novel collision avoidance constraint is…

The convex hull is a fundamental geometrical structure for many applications where groups of points must be enclosed or represented by a convex polygon. Although efficient sequential convex hull algorithms exist, and are constantly being…

The article introduces a new method for applying Quantum Clustering to graph structures. Quantum Clustering (QC) is a novel density-based unsupervised learning method that determines cluster centers by constructing a potential function. In…

MultiBUGS (https://www.multibugs.org) is a new version of the general-purpose Bayesian modelling software BUGS that implements a generic algorithm for parallelising Markov chain Monte Carlo (MCMC) algorithms to speed up posterior inference…

The particle Gibbs (PG) sampler is a Markov Chain Monte Carlo (MCMC) algorithm, which uses an interacting particle system to perform the Gibbs steps. Each Gibbs step consists of simulating a particle system conditioned on one particle path.…

We present a general method for accelerating by more than an order of magnitude the convolution of pixelated functions on the sphere with a radially-symmetric kernel. Our method splits the kernel into a compact real-space component and a…

Monte Carlo methods are essential tools for Bayesian inference. Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning, and statistics, employed to draw samples from…

This paper describes the software package Cucheb, a GPU implementation of the filtered Lanczos procedure for the solution of large sparse symmetric eigenvalue problems. The filtered Lanczos procedure uses a carefully chosen polynomial…

Modified Bessel functions of the second kind are widely used in physics, engineering, spatial statistics, and machine learning. Since contemporary scientific applications, including machine learning, rely on GPUs for acceleration, providing…

Bayesian Neural Networks (BNNs) provide a promising framework for modeling predictive uncertainty and enhancing out-of-distribution robustness (OOD) by estimating the posterior distribution of network parameters. Stochastic Gradient Markov…

Gaussian Boson Sampling (GBS), which can be realized with a photonic quantum computing model, perform some special kind of sampling tasks. In [4], we introduced algorithms that use GBS samples to approximate Gaussian expectation problems.…

Automatic Emergency Braking (AEB) systems represent a safety-critical national interest, with the National Highway Traffic Safety Administration (NHTSA) Federal Motor Vehicle Safety Standard (FMVSS No. 127) requiring AEB in all new light…