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We review and extend, in a self-contained way, the mathematical foundations of numerical simulation methods that are based on the use of random states. The power and versatility of this simulation technology is illustrated by calculations…

Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…

Computational Physics · Physics 2020-06-19 Ji Qiang

We discuss various universality aspects of numerical computations using standard algorithms. These aspects include empirical observations and rigorous results. We also make various speculations about computation in a broader sense.

Probability · Mathematics 2017-03-24 Percy Deift , Thomas Trogdon

When permutation methods are used in practice, often a limited number of random permutations are used to decrease the computational burden. However, most theoretical literature assumes that the whole permutation group is used, and methods…

Statistics Theory · Mathematics 2018-08-20 Jesse Hemerik , Jelle Goeman

General wisdom is, mathematical operation is needed to generate number by numbers. It is pointed out that without any mathematical operation true random numbers can be generated by numbers through algorithmic process. It implies that human…

Data Structures and Algorithms · Computer Science 2009-06-16 Arindam Mitra

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 an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling

Quantum Random Number Generators (QRNGs) emerged as a promising solution for generating truly random numbers. In the present article, we give an overview of QRNGs highlighting the merits and demerits of various strategies briefly. Then…

Random numbers form an intrinsic part of modern day computing with applications in a wide variety of fields. But due to their limitations, the use of pseudo random number generators (PRNGs) is certainly not desirable for sensitive…

Quantum Physics · Physics 2023-09-27 Abhishek Yadav , Sandeep Mishra , Anirban Pathak

Shower Monte Carlo event generators have played an important role in particle physics. Modern experiments would hardly be possible without them. In this talk I discuss how QCD physics is incorporated into the mathematical structure of these…

High Energy Physics - Phenomenology · Physics 2017-08-23 Zoltan Nagy , Davison E. Soper

The advantages of quantum random number generators (QRNGs) over pseudo-random number generators (PRNGs) are normally attributed to the nature of quantum measurements. This is often seen as implying the superiority of the sequences of bits…

Quantum Physics · Physics 2019-02-04 Alastair A. Abbott , Cristian S. Calude , Michael J. Dinneen , Nan Huang

Quantum advantage is notoriously hard to find and even harder to prove. For example the class of functions computable with classical physics actually exactly coincides with the class computable quantum-mechanically. It is strongly believed,…

Quantum Physics · Physics 2015-10-07 Howard Dale , David Jennings , Terry Rudolph

We question the commonly accepted statement that random numbers certified by Bell's theorem carry some special sort of randomness, so to say, quantum randomness or intrinsic randomness. We show that such numbers can be easily generated by…

Quantum Physics · Physics 2018-08-07 Andrei Khrennikov

Random projections offer an appealing and flexible approach to a wide range of large-scale statistical problems. They are particularly useful in high-dimensional settings, where we have many covariates recorded for each observation. In…

Methodology · Statistics 2019-11-26 Timothy I. Cannings

Quantum information processing shows advantages in many tasks, including quantum communication and computation, comparing to its classical counterpart. The essence of quantum processing lies on the fundamental difference between classical…

Quantum Physics · Physics 2017-03-03 Xiao Yuan

This is the documentation for generating random samples from the quantum state space in accordance with a specified distribution, associated with this webpage: http://tinyurl.com/QSampling . Ready-made samples (each with at least a million…

We show that linear congruential pseudo-random-number generators can cause systematic errors in Monte Carlo simulations using the Swendsen-Wang algorithm, if the lattice size is a multiple of a very large power of 2 and one random number is…

High Energy Physics - Lattice · Physics 2009-11-10 Giovanni Ossola , Alan D. Sokal

This work considers the notion of random tensors and reviews some fundamental concepts in statistics when applied to a tensor based data or signal. In several engineering fields such as Communications, Signal Processing, Machine learning,…

Statistics Theory · Mathematics 2024-04-24 Divyanshu Pandey , Alexis Decurninge , Harry Leib

Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…

Machine Learning · Statistics 2012-11-21 A. Gokcen Mahmutoglu , Alper T. Erdogan , Alper Demir

Quantum random number generation is a technique to generate random numbers by extracting randomness from specific quantum processes. As for practical random number generators, they are required not only to have no information leakage but…

Information Theory · Computer Science 2020-11-10 Zehao Zhao , Xiongfeng Ma , Hongyi Zhou