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The Ziggurat Algorithm is a very fast rejection sampling method for generating PseudoRandom Numbers (PRNs) from common statistical distributions. The algorithm divides a distribution into rectangular layers that stack on top of each other…

Mathematical Software · Computer Science 2014-04-22 Christopher D McFarland

The Ziggurat method is an efficient rejection sampling technique for generating one-dimensional normally distributed random numbers. This study proposes the pattern block method, a generalization of the Ziggurat method. The pattern block…

Probability · Mathematics 2026-03-25 Kensuke Ishitani

We report on experiments with the ziggurat algorithm for generating Gaussian distributed random numbers. The study utilizes our open source Java implementation that was introduced originally for Java 11 at a time when the Java API only…

Data Structures and Algorithms · Computer Science 2024-05-31 Vincent A. Cicirello

The speed of many one-line transformation methods for the production of, for example, Levy alpha-stable random numbers, which generalize Gaussian ones, and Mittag-Leffler random numbers, which generalize exponential ones, is very high and…

Mathematical Software · Computer Science 2015-09-01 Daniel Fulger , Enrico Scalas , Guido Germano

We propose an approach for fast random number generation based on homemade optical physical unclonable functions (PUFs). The optical PUF is illuminated with input laser wavefront of continuous modulation to obtain different speckle…

Cryptography and Security · Computer Science 2021-10-04 Kun Chen , Feng Huang , Pidong Wang , Yongbiao Wan , Dong Li , Yao Yao

{\em Ziggurat} and {\em Monty Python} are two fast and elegant methods proposed by Marsaglia and Tsang to transform uniform random variables to random variables with normal, exponential and other common probability distributions. While the…

Statistics Theory · Mathematics 2007-06-13 Boaz Nadler

With the growth of large photometric surveys, accurately estimating photometric redshifts, preferably as a probability density function (PDF), and fully understanding the implicit systematic uncertainties in this process has become…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-15 M. Carrasco Kind , R. J. Brunner

Most signal processing problems involve the challenging task of multidimensional probability density function (PDF) estimation. In this work, we propose a solution to this problem by using a family of Rotation-based Iterative…

Machine Learning · Statistics 2016-02-02 Valero Laparra , Gustavo Camps-Valls , Jesús Malo

We apply machine learning in the form of a nearest neighbor instance-based algorithm (NN) to generate full photometric redshift probability density functions (PDFs) for objects in the Fifth Data Release of the Sloan Digital Sky Survey (SDSS…

A C library for random number generation, Randompack, is presented. The library implements several modern random number generators (engines), including xoshiro256, PCG64, Philox, ranlux++, and sfc64; 14 continuous distributions including…

Applications · Statistics 2026-05-11 Kristján Jónasson

Single-Instruction, Multiple-Data (SIMD) random number generators (RNGs) take advantage of vector units to offer significant performance gain over non-vectorized libraries, but they often rely on batch production of deviates from…

Computation · Statistics 2014-12-17 Alireza S. Mahani , Mansour T. A. Sharabiani

Sampling-based motion planning algorithms are widely used in robotics because they are very effective in high-dimensional spaces. However, the success rate and quality of the solutions are determined by an adequate selection of their…

Capacity is an important tool in decision-making under risk and uncertainty and multi-criteria decision-making. When learning a capacity-based model, it is important to be able to generate uniformly a capacity. Due to the monotonicity…

Discrete Mathematics · Computer Science 2023-05-24 Peiqi Sun , Michel Grabisch , Christophe Labreuche

Chaos, a nonlinear dynamical system, favors cryptography due to their inherent sensitive dependence on the initial condition, mixing, and ergodicity property. In recent years, the nonlinear behavior of chaotic maps has been utilized as a…

Cryptography and Security · Computer Science 2024-08-13 Muhammad Irfan , Muhammad Asif Khan

We introduce a random coding technique for transmission over discrete memoryless channels, reminiscent of the basic construction attaining the Gilbert-Varshamov bound for codes in Hamming spaces. The code construction is based on drawing…

Information Theory · Computer Science 2019-03-15 Anelia Somekh-Baruch , Jonathan Scarlett , Albert Guillén i Fàbregas

Physical Unclonable Functions (PUFs) are widely used to generate random Numbers. In this paper we propose a new architecture in which an Arbiter Based PUF has been employed as a nonlinear function in Nonlinear Feedback Shift Register (NFSR)…

Cryptography and Security · Computer Science 2012-04-12 Ali Sadr , Mostafa Zolfaghari-Nejad

Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

Probability · Mathematics 2016-06-30 Jenny Farmer , Donald J. Jacobs

random_tree() is a linear time and space C++ implementation able to create trees of up to a billion nodes for genetic programming and genetic improvement experiments. A 3.60GHz CPU can generate more than 18 million random nodes for GP…

Data Structures and Algorithms · Computer Science 2020-01-15 William B. Langdon

In this work, we study non-parametric estimation of joint probabilities of a given set of discrete and continuous random variables from their (empirically estimated) 2D marginals, under the assumption that the joint probability could be…

Machine Learning · Computer Science 2022-03-04 Shaan ul Haque , Ajit Rajwade , Karthik S. Gurumoorthy
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