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In this note, we develop a novel algorithm for generating random numbers from a distribution with a probability density function proportional to $\sin^k(x)$, $x \in (0,\pi)$ and $k \geq 1$. Our algorithm is highly efficient and is based on…

Computation · Statistics 2018-11-22 Enes Makalic , Daniel F. Schmidt

The construction of optimal non-uniform mappings for discrete input memoryless channels (DIMCs) is investigated. An efficient algorithm to find optimal mappings is proposed and the rate by which a target distribution is approached is…

Information Theory · Computer Science 2014-07-09 Georg Böcherer

We present a new approach to sample from generic binary distributions, based on an exact Hamiltonian Monte Carlo algorithm applied to a piecewise continuous augmentation of the binary distribution of interest. An extension of this idea to…

Computation · Statistics 2015-10-13 Ari Pakman , Liam Paninski

How to turn the flip of a coin into a random variable whose expected value equals a scattering amplitude? We answer this question by constructing a numerical algorithm to evaluate curve integrals - a novel formulation of scattering…

High Energy Physics - Theory · Physics 2025-03-12 Giulio Salvatori

The well-known Gumbel-Max Trick for sampling elements from a categorical distribution (or more generally a nonnegative vector) and its variants have been widely used in areas such as machine learning and information retrieval. To sample a…

Computation · Statistics 2020-02-04 Yiyan Qi , Pinghui Wang , Yuanming Zhang , Junzhou Zhao , Guangjian Tian , Xiaohong Guan

In this paper, we redesign and simplify an algorithm due to Remy et al. for the generation of rooted planar trees that satisfies a given partition of degrees. This new version is now optimal in terms of random bit complexity, up to a…

Discrete Mathematics · Computer Science 2014-01-21 Olivier Bodini , David Julien , Marchal Philippe

Generating random variates from high-dimensional distributions is often done approximately using Markov chain Monte Carlo. In certain cases, perfect simulation algorithms exist that allow one to draw exactly from the stationary…

Data Structures and Algorithms · Computer Science 2017-01-05 Mark Huber

Random numbers are a valuable commodity in gaming and gambling, simulation, conventional and quantum cryptography, and in non-conventional computing schemes such as stochastic computing. We propose to generate a random bit using a position…

Quantum Physics · Physics 2020-06-24 Heath McCabe , Scott M. Koziol , Gregory L. Snider , Enrique P. Blair

We report upon a novel principle for realization of a fast nondeterministic random number generator whose randomness relies on intrinsic randomness of the quantum physical processes of photonic emission in semiconductors and subsequent…

Quantum Physics · Physics 2017-12-19 M. Stipcevic , B. Medved Rogina

Random quantum circuits are proficient information scramblers and efficient generators of randomness, rapidly approximating moments of the unitary group. We study the convergence of local random quantum circuits to unitary $k$-designs.…

Quantum Physics · Physics 2019-05-31 Nicholas Hunter-Jones

We present a fast method for generating random samples according to a variable density Poisson-disc distribution. A minimum threshold distance is used to create a background grid array for keeping track of those points that might affect any…

Image and Video Processing · Electrical Eng. & Systems 2021-06-17 Nicholas Dwork , Corey A. Baron , Ethan M. I. Johnson , Daniel O'Connor , John M. Pauly , Peder E. Z. Larson

Discrete diffusion models are a class of generative models that produce samples from an approximated data distribution within a discrete state space. Often, there is a need to target specific regions of the data distribution. Current…

Machine Learning · Computer Science 2025-09-03 Cheuk Kit Lee , Paul Jeha , Jes Frellsen , Pietro Lio , Michael Samuel Albergo , Francisco Vargas

Given a probability distribution P, what is the minimum amount of bits needed to store a value x sampled according to P, such that x can later be recovered (except with some small probability)? Or, what is the maximum amount of uniform…

Information Theory · Computer Science 2007-07-13 Thomas Holenstein , Renato Renner

In statistical mechanical investigations on complex networks, it is useful to employ random graphs ensembles as null models, to compare with experimental realizations. Motivated by transcription networks, we present here a simple way to…

Statistical Mechanics · Physics 2009-11-11 F. Bassetti , M. Cosentino Lagomarsino , B. Bassetti , P. Jona

The optimizations of the track fittings require complex simulations of silicon strip detectors to be compliant with the fundamental properties of the hit heteroscedasticity. Many different generations of random numbers must be available…

Instrumentation and Detectors · Physics 2023-09-06 Gregorio Landi , Giovanni E. Landi

This paper proposes an algorithm to generate random numbers from any member of the truncated multivariate elliptical family of distributions with a strictly decreasing density generating function. Based on Neal (2003) and Ho et al. (2012),…

Computation · Statistics 2021-12-20 Katherine A. L. Valeriano , Christian E. Galarza , Larissa A. Matos

We study common randomness generation problems where $n$ players aim to generate same sequences of random coin flips where some subsets of the players share an independent common coin which can be tossed multiple times, and there is a…

Information Theory · Computer Science 2023-12-08 Yanjun Han , Kedar Tatwawadi , Gowtham R. Kurri , Zhengqing Zhou , Vinod M. Prabhakaran , Tsachy Weissman

We consider the problem of uniform sampling of points on an algebraic variety. Specifically, we develop a randomized algorithm that, given a small set of multivariate polynomials over a sufficiently large finite field, produces a common…

Data Structures and Algorithms · Computer Science 2009-02-10 Mahdi Cheraghchi , Amin Shokrollahi

Markov-chain Monte Carlo algorithms rely on trial moves that are either rejected or accepted based on certain criteria. Here, we provide an efficient algorithm to generate random rotation matrices in four dimensions (4D) covering an…

Computational Physics · Physics 2023-02-14 Jakob Tómas Bullerjahn , Balázs Fábián , Gerhard Hummer

The weak limit of the normalized number of comparisons needed by the Quicksort algorithm to sort n randomly permuted items is known to be determined implicitly by a distributional fixed-point equation. We give an algorithm for perfect…

Probability · Mathematics 2007-05-23 Luc Devroye , James Allen Fill , Ralph Neininger