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We introduce a new class of Monte Carlo based approximations of expectations of random variables such that their laws are only available via certain discretizations. Sampling from the discretized versions of these laws can typically…

Computation · Statistics 2017-10-17 Dan Crisan , Pierre Del Moral , Jeremie Houssineau , Ajay Jasra

We propose a direct numerical method to calculate the statistics of the number of transitions in stochastic processes, without having to resort to Monte Carlo calculations. The method is based on a generating function method, and arbitrary…

Statistical Mechanics · Physics 2015-05-18 Jun Ohkubo , Thomas Eggel

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

A simple protocol which takes advantage of the inherent random times of detections in single photon counting modules is presented for random active basis choices when using entanglement-based protocols for Quantum Key Distribution (QKD). It…

Quantum Key Distribution(QKD) thrives to achieve perfect secrecy of One time Pad (OTP) through quantum processes. One of the crucial components of QKD are Quantum Random Number Generators(QRNG) for generation of keys. Unfortunately, these…

Cryptography and Security · Computer Science 2023-11-07 Arun Mishra , Kanaka Raju Pandiri , Anupama Arjun Pandit , Lucy Sharma

Generative modeling, which learns joint probability distribution from data and generates samples according to it, is an important task in machine learning and artificial intelligence. Inspired by probabilistic interpretation of quantum…

Statistical Mechanics · Physics 2018-07-20 Zhao-Yu Han , Jun Wang , Heng Fan , Lei Wang , Pan Zhang

An approach to quantum random number generation based on unambiguous quantum state discrimination (USD) is developed. We consider a prepare-and-measure protocol, where two non-orthogonal quantum states can be prepared, and a measurement…

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

An important functional of Poisson random measure is the negative binomial process (NBP). We use NBP to introduce a generalized Poisson-Kingman distribution and its corresponding random discrete probability measure. This random discrete…

Statistics Theory · Mathematics 2023-07-04 Sadegh Chegini , Mahmoud Zarepour

Even if the output of a Random Number Generator (RNG) is perfectly uniformly distributed, it may be correlated to pre-existing information and therefore be predictable. Statistical tests are thus not sufficient to guarantee that an RNG is…

Quantum Physics · Physics 2013-11-20 Daniela Frauchiger , Renato Renner , Matthias Troyer

Following the student t-statistic, normalization has been a widely used method in statistic and other disciplines including economics, ecology and machine learning. We focus on statistics taking the form of a ratio over (some power of) the…

Statistics Theory · Mathematics 2025-09-19 Haolin Zou , Heyuan Yao , Victor de la Peña

The problem of random number generation dates back to von Neumann's work in 1951. Since then, many algorithms have been developed for generating unbiased bits from complex correlated sources as well as for generating arbitrary distributions…

Information Theory · Computer Science 2015-03-18 David Lee , Jehoshua Bruck

We present a pseudo-reversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with different initial distributions. The primary objective is to construct an accurate and…

Numerical Analysis · Mathematics 2023-06-12 Minglei Yang , Pengjun Wang , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang

Fast secure random number generation is essential for high-speed encrypted communication, and is the backbone of information security. Generation of truly random numbers depends on the intrinsic randomness of the process used and is usually…

Quantum Physics · Physics 2019-05-15 Ben Haylock , Daniel Peace , Francesco Lenzini , Christian Weedbrook , Mirko Lobino

Quantum pseudorandomness, also known as unitary designs, comprise a powerful resource for quantum computation and quantum engineering. While it is known in theory that pseudorandom unitary operators can be constructed efficiently, realizing…

Quantum Physics · Physics 2019-07-24 Jun Li , Zhihuang Luo , Tao Xin , Hengyan Wang , David Kribs , Dawei Lu , Bei Zeng , Raymond Laflamme

Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…

Empirical tests for pseudorandom number generators based on the use of processes or physical models have been successfuly used and are considered as complementary to theoretical test of randomness. In this work a statistical methodology for…

Computational Physics · Physics 2011-11-09 H. F. Coronel-Brizio , A. R. Hernandez-Montoya , M. A. Jimenez-Montano , L. E. Mora-Forsbach , .

We use a noncommutative generalization of Fourier analysis to define a broad class of pseudo-probability representations, which includes the known bosonic and discrete Wigner functions. We characterize the groups of quantum unitary…

Mathematical Physics · Physics 2020-05-19 Sang Jun Park , Cedric Beny , Hun Hee Lee

Semi-quantum cryptography involves at least one user who is semi-quantum or "classical" in nature. Such a user can only interact with the quantum channel in a very restricted way. Many semi-quantum key distribution protocols have been…

Quantum Physics · Physics 2022-11-01 Julia Guskind , Walter O. Krawec

Composition of low-dimensional distributions, whose foundations were laid in the papaer published in the Proceeding of UAI'97 (Jirousek 1997), appeared to be an alternative apparatus to describe multidimensional probabilistic models. In…

Artificial Intelligence · Computer Science 2013-01-18 Radim Jirousek
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