English
Related papers

Related papers: On asymptotically optimal tests for random number …

200 papers

We theoretically analyze the problem of testing for $p$-hacking based on distributions of $p$-values across multiple studies. We provide general results for when such distributions have testable restrictions (are non-increasing) under the…

Econometrics · Economics 2022-05-13 Graham Elliott , Nikolay Kudrin , Kaspar Wuthrich

Self-testing and Semi-Device Independent protocols are becoming the preferred choice for quantum technologies, being able to certify their quantum nature with few assumptions and simple experimental implementations. In particular for…

Quantum Physics · Physics 2020-07-15 Davide Rusca , Hamid Tebyanian , Anthony Martin , Hugo Zbinden

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

Pure exploration (aka active testing) is the fundamental task of sequentially gathering information to answer a query about a stochastic environment. Good algorithms make few mistakes and take few samples. Lower bounds (for multi-armed…

Machine Learning · Statistics 2019-06-26 Rémy Degenne , Wouter M. Koolen , Pierre Ménard

We consider an expected-value ranking and selection (R&S) problem where all k solutions' simulation outputs depend on a common parameter whose uncertainty can be modeled by a distribution. We define the most probable best (MPB) to be the…

Methodology · Statistics 2024-04-23 Taeho Kim , Kyoung-kuk Kim , Eunhye Song

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

We propose methods for constructing high-quality pseudorandom number generators (RNGs) based on an ensemble of hyperbolic automorphisms of the unit two-dimensional torus (Sinai-Arnold map or cat map) while keeping a part of the information…

Computational Physics · Physics 2009-04-02 L. Barash , L. N. Shchur

We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…

Probability · Mathematics 2020-12-07 Hugh Entwistle , Christopher Lustri , Georgy Sofronov

We use a set of Schwinger-Dyson equations for the Ising Model to check several random number generators. For the model in two and three dimensions, it is shown that the equations are sensitive tests of bias originated by the random numbers.…

Condensed Matter · Physics 2008-12-18 H. G. Ballesteros , V. Martin-Mayor

The method of surrogate data provides a framework for testing observed data against a hierarchy of alternative hypotheses. The aim of applying this method is to exclude the possibility that the data are consistent with simple linear…

Chaotic Dynamics · Physics 2007-05-23 Xiaodong Luo , Jie Zhang , Junfeng Sun , Michael Small , Irene Moroz

Assuming that data are collected sequentially from independent streams, we consider the simultaneous testing of multiple binary hypotheses under two general setups; when the number of signals (correct alternatives) is known in advance, and…

Statistics Theory · Mathematics 2017-02-14 Yanglei Song , Georgios Fellouris

In this paper, we investigate theoretically the potential of a nanoelectromechanical suspended beam resonator excited by two-external frequencies as a hardware random number generator (HRNG). This system exhibits robust chaos, which is…

Classical Physics · Physics 2019-12-19 Lucas R. Rodrigues , W. G. Dantas , Sebastian Ujevic , A. Gusso

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 describe a new statistical test for pseudorandom number generators (PRNGs). Our test can find bias induced by dependencies among the Hamming weights of the outputs of a PRNG, even for PRNGs that pass state-of-the-art tests of the same…

Data Structures and Algorithms · Computer Science 2022-03-29 David Blackman , Sebastiano Vigna

In this paper we present a new pseudorandom number generator (PRNG) on graphics processing units (GPU). This PRNG is based on the so-called chaotic iterations. It is firstly proven to be chaotic according to the Devaney's formulation. We…

Cryptography and Security · Computer Science 2011-12-23 Jacques M. Bahi , Raphaël Couturier , Christophe Guyeux , Pierre-Cyrille Héam

Random numbers are central to cryptography and various other tasks. The intrinsic probabilistic nature of quantum mechanics has allowed us to construct a large number of quantum random number generators (QRNGs) that are distinct from the…

Quantum Physics · Physics 2023-12-21 Vaisakh Mannalath , Sandeep Mishra , Anirban Pathak

The ultimate random number generators are those certified to be unpredictable -- including to an adversary. The use of simple quantum processes promises to provide numbers that no physical observer could predict but, in practice, unwanted…

Random numbers are required for a variety of applications from secure communications to Monte-Carlo simulation. Yet randomness is an asymptotic property and no output string generated by a physical device can be strictly proven to be…

Quantum Physics · Physics 2025-02-28 Anatoly Kulikov , Markus Jerger , Anton Potočnik , Andreas Wallraff , Arkady Fedorov

Designing a pseudorandom number generator (PRNG) is a difficult and complex task. Many recent works have considered chaotic functions as the basis of built PRNGs: the quality of the output would indeed be an obvious consequence of some…

Cryptography and Security · Computer Science 2017-03-08 Sylvain Contassot-Vivier , Jean-François Couchot , Christophe Guyeux , Pierre-Cyrille Heam

Machine learning relies on randomness as a fundamental component in various steps such as data sampling, data augmentation, weight initialization, and optimization. Most machine learning frameworks use pseudorandom number generators as the…

Cryptography and Security · Computer Science 2026-02-11 Kotekar Annapoorna Prabhu , Andrew Gan , Zahra Ghodsi