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Conventional random number generators provide the speed but not necessarily the high quality output streams needed for large-scale stochastic simulations. Cryptographically-based generators, on the other hand, provide superior quality…

Numerical Analysis · Mathematics 2013-07-17 William K. Cochran , Michael T. Heath , Kyle W. McKiou

We introduce the Romu family of pseudo-random number generators (PRNGs) which combines the nonlinear operation of rotation with the linear operations of multiplication and (optionally) addition. Compared to conventional linear-only PRNGs,…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-02-27 Mark A. Overton

A method for generating random $U(1)$ variables with Boltzmann distribution is presented. It is based on the rejection method with transformation of variables. High efficiency is achieved for all range of temparatures or coupling…

High Energy Physics - Lattice · Physics 2009-10-22 Tetsuya Hattori , Hideo Nakajima

In addition to recent developments in computing speed and memory, methodological advances have contributed to significant gains in the performance of stochastic simulation. In this paper, we focus on variance reduction for matrix…

Machine Learning · Statistics 2023-03-28 Anant Mathur , Sarat Moka , Zdravko Botev

The future of high-performance computing is aligning itself towards the efficient use of highly parallel computing environments. One application where the use of massive parallelism comes instinctively is Monte Carlo simulations, where a…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-01-11 S. Hissoiny , P. Després , B. Ozell

Structured sparsity has been proposed as an efficient way to prune the complexity of modern Machine Learning (ML) applications and to simplify the handling of sparse data in hardware. The acceleration of ML models - for both training and…

Hardware Architecture · Computer Science 2023-11-14 V. Titopoulos , K. Alexandridis , C. Peltekis , C. Nicopoulos , G. Dimitrakopoulos

Generalized sparse matrix-matrix multiplication is a key primitive for many high performance graph algorithms as well as some linear solvers such as multigrid. We present the first parallel algorithms that achieve increasing speedups for an…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-08-09 Aydın Buluç , John R. Gilbert

We show that the latest version of massively parallel processing associative string processing architecture (System-V) is applicable for fast Monte Carlo simulation if an effective on-processor random number generator is implemented. Our…

Computational Physics · Physics 2016-11-15 G. Odor , A. Krikelis , F. Vesztergombi , F. Rohrbach

To analyze large sets of grid states, e.g. when evaluating the impact from the uncertainties of the renewable generation with probabilistic Monte Carlo simulation or in stationary time series simulation, large number of power flow…

Computational Engineering, Finance, and Science · Computer Science 2021-04-29 Zhenqi Wang , Sebastian Wende-von Berg , Martin Braun

We propose injective generative models called Trumpets that generalize invertible normalizing flows. The proposed generators progressively increase dimension from a low-dimensional latent space. We demonstrate that Trumpets can be trained…

Machine Learning · Computer Science 2023-07-25 Konik Kothari , AmirEhsan Khorashadizadeh , Maarten de Hoop , Ivan Dokmanić

Variational autoencoders often assume isotropic Gaussian priors and mean-field posteriors, hence do not exploit structure in scenarios where we may expect similarity or consistency across latent variables. Gaussian process variational…

Machine Learning · Statistics 2020-11-17 Metod Jazbec , Michael Pearce , Vincent Fortuin

Whenever invertible generative networks are needed for LHC physics, normalizing flows show excellent performance. In this work, we investigate their performance for fast calorimeter shower simulations with increasing phase space dimension.…

High Energy Physics - Phenomenology · Physics 2025-03-06 Florian Ernst , Luigi Favaro , Claudius Krause , Tilman Plehn , David Shih

The library PRAND for pseudorandom number generation for modern CPUs and GPUs is presented. It contains both single-threaded and multi-threaded realizations of a number of modern and most reliable generators recently proposed and studied in…

Computational Physics · Physics 2014-02-18 L. Yu. Barash , L. N. Shchur

The rapid growth of AI-based Internet-of-Things applications increased the demand for high-performance edge processing engines on a low-power budget and tight area constraints. As a consequence, vector processor architectures, traditionally…

Quantum random number generation exploits inherent randomness of quantum mechanical processes and measurements. Real-time generation rate of quantum random numbers is usually limited by electronic bandwidth and data processing rates. Here…

Quantum Physics · Physics 2020-01-08 Xiaomin Guo , Chen Cheng , Mingchuan Wu , Qingzhong Gao , Pu Li , Yanqiang Guo

The most popular and widely used subtract-with-borrow generator, also known as RANLUX, is reimplemented as a linear congruential generator using large integer arithmetic with the modulus size of 576 bits. Modern computers, as well as the…

Computational Physics · Physics 2017-10-25 Alexei Sibidanov

We present a novel class of methods to compute functions of matrices or their action on vectors that are suitable for parallel programming. Solving appropriate simple linear systems of equations in parallel (or computing the inverse of…

Numerical Analysis · Mathematics 2022-10-10 Sergio Blanes

Bayesian Neural Networks (BNNs) have been proposed to address the problem of model uncertainty in training and inference. By introducing weights associated with conditioned probability distributions, BNNs are capable of resolving the…

Machine Learning · Computer Science 2018-02-06 Ruizhe Cai , Ao Ren , Ning Liu , Caiwen Ding , Luhao Wang , Xuehai Qian , Massoud Pedram , Yanzhi Wang

$\mathbf F_2$-linear pseudorandom number generators are very popular due to their high speed, to the ease with which generators with a sizable state space can be created, and to their provable theoretical properties. However, they suffer…

Data Structures and Algorithms · Computer Science 2022-03-29 David Blackman , Sebastiano Vigna

Advances in quantum simulator technology is increasingly required because research on quantum algorithms is becoming more sophisticated and complex. State vector simulation utilizes CPU and memory resources in computing nodes exponentially…

Quantum Physics · Physics 2024-09-04 Mikio Morita , Yoshinori Tomita , Junpei Koyama , Koichi Kimura