2 papers
math.NA2024
On Advanced Monte Carlo Methods for Linear Algebra on Advanced Accelerator Architectures
Anton Lebedev, Vassil Alexandrov
In this paper we present computational experiments with the Markov Chain Monte Carlo Matrix Inversion () on several accelerator architectures and investigat…
stat.CO2024
A Bayesian Optimization through Sequential Monte Carlo and Statistical Physics-Inspired Techniques
Anton Lebedev, Thomas Warford, M. Emre Åahin
In this paper, we propose an approach for an application of Bayesian optimization using Sequential Monte Carlo (SMC) and concepts from the statistical physics of classical systems.…