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As it has become common to use many computer cores in routine applications, finding good ways to parallelize popular algorithms has become increasingly important. In this paper, we present a parallelization scheme for Markov chain Monte…

Methodology · Statistics 2016-06-01 Guillaume W. Basse , Natesh S. Pillai , Aaron Smith

We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM we find a sequence of auxiliary distributions defined on a…

Methodology · Statistics 2014-10-07 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

In online clustering problems, there is often a large amount of uncertainty over possible cluster assignments that cannot be resolved until more data are observed. This difficulty is compounded when clusters follow complex distributions, as…

Machine Learning · Statistics 2026-04-17 Connie Trojan , Pavel Myshkov , Paul Fearnhead , James Hensman , Tom Minka , Christopher Nemeth

We present a new approach to constructing of pseudo-random binary sequences (PRS) generators for the purpose of cryptographic data protection, secured from the perpetrator's attacks, caused by generation of masses of hardware errors and…

Cryptography and Security · Computer Science 2018-09-10 Oleg Finko , Sergey Dichenko

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 , .

Background: Component-based modeling language Modelica (OpenModelica is open source implementation) is used for the numerical simulation of complex processes of different nature represented by ODE system. However, in OpenModelica standard…

Mathematical Software · Computer Science 2017-05-02 M. N. Gevorkyan , A. V. Demidova , A. V. Korolkova , D. S. Kulyabov , L. A. Sevastianov

Acceleration of cryptographic applications on massively parallel computing platforms, such as Graphics Processing Units (GPUs), becomes a real challenge as their decreasing cost and mass production makes practical implementations…

Cryptography and Security · Computer Science 2013-05-17 Jean-Marie Chauvet , Eric Mahé

High quality random numbers are necessary in the modern world. Ranging from encryption keys in cyber security to models and simulations for scientific use: it's important that these random numbers are of high quality and quickly attainable.…

Cryptography and Security · Computer Science 2024-05-16 Dmitriy Beznosko , Keith Driscoll , Fernando Guadarrama , Steven Mai , Nikolas Thornton

Pseudorandom values are often generated as 64-bit binary words. These random words need to be converted into ranged values without statistical bias. We present an efficient algorithm to generate multiple independent uniformly-random bounded…

Data Structures and Algorithms · Computer Science 2025-04-08 Nevin Brackett-Rozinsky , Daniel Lemire

Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…

Numerical Analysis · Mathematics 2017-01-04 Bogdan Opanchuk , Simon Kiesewetter , Peter D. Drummond

Markov chain Monte Carlo is a widely-used technique for generating a dependent sequence of samples from complex distributions. Conventionally, these methods require a source of independent random variates. Most implementations use…

Computation · Statistics 2012-04-17 Iain Murray , Lloyd T. Elliott

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

In Bayesian inverse problems, one aims at characterizing the posterior distribution of a set of unknowns, given indirect measurements. For non-linear/non-Gaussian problems, analytic solutions are seldom available: Sequential Monte Carlo…

Methodology · Statistics 2022-12-26 Alessandro Viani , Adam M Johansen , Alberto Sorrentino

Single-chain Markov chain Monte Carlo simulates realizations from a Markov chain to estimate expectations with the empirical average. The single-chain simulation is generally of considerable length and restricts many advantages of modern…

Statistics Theory · Mathematics 2024-02-01 Austin Brown

In simulations, probabilistic algorithms and statistical tests, we often generate random integers in an interval (e.g., [0,s)). For example, random integers in an interval are essential to the Fisher-Yates random shuffle. Consequently,…

Data Structures and Algorithms · Computer Science 2019-06-10 Daniel Lemire

In this paper, we propose ThundeRiNG, a resource-efficient and high-throughput system for generating multiple independent sequences of random numbers (MISRN) on FPGAs. Generating MISRN can be a time-consuming step in many applications such…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-21 Hongshi Tan , Xinyu Chen , Yao Chen , Bingsheng He , Weng-Fai Wong

Random number generation is a key technology that is useful in a variety of ways. Random numbers are often used to generate keys for data encryption. Random numbers generated at a sufficiently long length can encrypt sensitive data and make…

Hardware Architecture · Computer Science 2022-09-12 Jacob Hammond

Stochastic computing (SC) is a high density, low-power computation technique which encodes values as unary bitstreams instead of binary-encoded (BE) values. Practical SC implementations require deterministic or pseudo-random number…

Emerging Technologies · Computer Science 2019-02-28 Vincent T. Lee , Samuel Archibald Elliot , Armin Alaghi , Luis Ceze

Sub-categories of mathematical topology, like the mathematical theory of chaos, offer interesting applications devoted to information security. In this research work, we have introduced a new chaos-based pseudorandom number generator…

Cryptography and Security · Computer Science 2017-06-27 Mohammed Bakiri , Jean-François Couchot , Christophe Guyeux

The key-generation algorithm for the RSA cryptosystem is specified in several standards, such as PKCS#1, IEEE 1363-2000, FIPS 186-3, ANSI X9.44, or ISO/IEC 18033-2. All of them substantially differ in their requirements. This indicates that…

Cryptography and Security · Computer Science 2012-10-02 Daniel Loebenberger , Michael Nüsken
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