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Pseudorandom number generators are required for many computational tasks, such as stochastic modelling and simulation. This paper investigates the serial CPU and parallel GPU implementation of a Linear Congruential Generator based on the…

Mathematical Software · Computer Science 2012-06-25 Gleb Beliakov , Michael Johnstone , Doug Creighton , Tim Wilkin

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

A new trans-disciplinary knowledge area, Edge Artificial Intelligence or Edge Intelligence, is beginning to receive a tremendous amount of interest from the machine learning community due to the ever increasing popularization of the…

Neural and Evolutionary Computing · Computer Science 2020-06-23 Christiam F. Frasser , Pablo Linares-Serrano , V. Canals , Miquel Roca , T. Serrano-Gotarredona , Josep L. Rossello

We present a highly scalable Monte Carlo (MC) three-dimensional photon transport simulation platform designed for heterogeneous computing systems. Through the development of a massively parallel MC algorithm using the Open Computing…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-06 Leiming Yu , Fanny Nina-Paravecino , David Kaeli , Qianqian Fang

The algorithm for Monte Carlo simulation of parton-level events based on an Artificial Neural Network (ANN) proposed in arXiv:1810.11509 is used to perform a simulation of $H\to 4\ell$ decay. Improvements in the training algorithm have been…

High Energy Physics - Phenomenology · Physics 2021-02-03 I-Kai Chen , Matthew D. Klimek , Maxim Perelstein

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighboring replicas. The use of collective dynamics eliminates multiplicative noise and…

Methodology · Statistics 2016-07-15 Charles Matthews , Jonathan Weare , Benedict Leimkuhler

We propose a framework that integrates classical Monte Carlo simulators and Wasserstein generative adversarial networks to model, estimate, and simulate a broad class of arrival processes with general non-stationary and multi-dimensional…

Machine Learning · Statistics 2023-06-13 Yufeng Zheng , Zeyu Zheng , Tingyu Zhu

Lattice spin models are useful for studying critical phenomena and allow the extraction of equilibrium and dynamical properties. Simulations of such systems are usually based on Monte Carlo (MC) techniques, and the main difficulty is often…

Computational Physics · Physics 2012-09-13 Tal Levy , Guy Cohen , Eran Rabani

Recent advances in machine learning have become increasingly popular in the applications of phase transitions and critical phenomena. By machine learning approaches, we try to identify the physical characteristics in the two-dimensional…

Disordered Systems and Neural Networks · Physics 2021-01-25 Shu Cheng , Fei He , Huai Zhang , Ka-Di Zhu , Yaolin Shi

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

The Boltzmann Machine (BM) is a neural network composed of stochastically firing neurons that can learn complex probability distributions by adapting the synaptic interactions between the neurons. BMs represent a very generic class of…

Mesoscale and Nanoscale Physics · Physics 2021-09-16 Brian Kiraly , Elze J. Knol , Hilbert J. Kappen , Alexander A. Khajetoorians

We present a detailed discussion of our novel diagrammatic coupled cluster Monte Carlo (diagCCMC) [Scott et al. J. Phys. Chem. Lett. 2019, 10, 925]. The diagCCMC algorithm performs an imaginary-time propagation of the similarity-transformed…

Chemical Physics · Physics 2020-10-28 Charles J. C. Scott , Roberto Di Remigio , T. Daniel Crawford , Alex J. W. Thom

Unitary coupled cluster (UCC), originally developed as a variational alternative to the popular traditional coupled cluster method, has seen a resurgence as a functional form for use on quantum computers. However, the number of excitors…

Chemical Physics · Physics 2021-01-07 Maria-Andreea Filip , Alex J. W. Thom

A grand canonical Monte Carlo (MC) algorithm is presented for studying the lattice gas model (LGM) of multiple protein sequence alignment, which coherently combines long-range interactions and variable-length insertions. MC simulations are…

Biomolecules · Quantitative Biology 2017-07-13 Akira R. Kinjo

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

The standard kinetic Monte Carlo algorithm is an extremely efficient method to carry out serial simulations of dynamical processes such as thin-film growth. However, in some cases it is necessary to study systems over extended time and…

Materials Science · Physics 2007-05-23 Yunsic Shim , Jacques G. Amar

Random numbers play a crucial role in science and industry. Many numerical methods require the use of random numbers, in particular the Monte Carlo method. Therefore it is of paramount importance to have efficient random number generators.…

Computational Physics · Physics 2010-05-25 Helmut G. Katzgraber

In this paper, we develop an in-memory analog computing (IMAC) architecture realizing both synaptic behavior and activation functions within non-volatile memory arrays. Spin-orbit torque magnetoresistive random-access memory (SOT-MRAM)…

Hardware Architecture · Computer Science 2021-09-15 Mohammed Elbtity , Abhishek Singh , Brendan Reidy , Xiaochen Guo , Ramtin Zand

Markov chain Monte Carlo (MCMC) methods are widely used in machine learning. One of the major problems with MCMC is the question of how to design chains that mix fast over the whole state space; in particular, how to select the parameters…

Machine Learning · Computer Science 2019-07-16 Kiarash Shaloudegi , András György