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We present a general framework for accelerating a large class of widely used Markov chain Monte Carlo (MCMC) algorithms. Our approach exploits fast, iterative approximations to the target density to speculatively evaluate many potential…

Bayesian optimization is a powerful tool to optimize a black-box function, the evaluation of which is time-consuming or costly. In this paper, we propose a new approach to Bayesian optimization called GP-MGC, which maximizes multiscale…

We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…

Stochastic simulation techniques employed for the analysis of portfolios of insurance/reinsurance risk, often referred to as `Aggregate Risk Analysis', can benefit from exploiting state-of-the-art high-performance computing platforms. In…

Nowadays, several industrial applications are being ported to parallel architectures. In fact, these platforms allow acquire more performance for system modelling and simulation. In the electric machines area, there are many problems which…

Emulating computationally intensive scientific simulations is crucial for enabling uncertainty quantification, optimization, and informed decision-making at scale. Gaussian Processes (GPs) offer a flexible and data-efficient foundation for…

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms which are primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Single instances of MCMC methods are widely…

Understanding how stochastic gene expression is regulated in biological systems using snapshots of single-cell transcripts requires state-of-the-art methods of computational analysis and statistical inference. A Bayesian approach to…

We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…

The availability of large volumes of remote sensing data insists on higher degree of automation in feature extraction, making it a need of the hour.The huge quantum of data that needs to be processed entails accelerated processing to be…

Multidimensional scaling (MDS) is widely used to reconstruct a low-dimensional representation of high-dimensional data while preserving pairwise distances. However, Bayesian MDS approaches based on Markov chain Monte Carlo (MCMC) face…

High-dimensional Bayesian variable selection problems are often solved using computationally expensive Markov Chain Montle Carlo (MCMC) techniques. Recently, a Bayesian variable selection technique was developed for continuous data using…

Calibration of individual based models (IBMs), successful in modeling complex ecological dynamical systems, is often performed only ad-hoc. Bayesian inference can be used for both parameter estimation and uncertainty quantification, but its…

The accuracy of phaseless auxiliary-field quantum Monte Carlo (ph-AFQMC) can be systematically improved with better trial states. Using multi-Slater determinant trial states, ph-AFQMC has the potential to faithfully treat strongly…

Deep learning models, such as convolutional neural networks, have long been applied to image and multi-media tasks, particularly those with structured data. More recently, there has been more attention to unstructured data that can be…

Modern macroeconometrics often relies on time series models for which it is time-consuming to evaluate the likelihood function. We demonstrate how Bayesian computations for such models can be drastically accelerated by reweighting and…

We introduce a Monte Carlo integration-based Shooting and Bouncing Ray (SBR) algorithm for electromagnetic scattering, specifically targeting complex dielectric materials. Unlike traditional deterministic SBR methods, our approach is the…

Monte Carlo rendering algorithms are widely used to produce photorealistic computer graphics images. However, these algorithms need to sample a substantial amount of rays per pixel to enable proper global illumination and thus require an…

Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…

Real-time data processing is one of the central processes of particle physics experiments which require large computing resources. The LHCb (Large Hadron Collider beauty) experiment will be upgraded to cope with a particle bunch collision…