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Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…

Machine Learning · Statistics 2015-06-15 James Hensman , Alexander G. de G. Matthews , Maurizio Filippone , Zoubin Ghahramani

We show that the latest version of massively parallel processing associative string processing architecture (System-V) is applicable for fast Monte Carlo simulation if an effective on-processor random number generator is implemented. Our…

Computational Physics · Physics 2016-11-15 G. Odor , A. Krikelis , F. Vesztergombi , F. Rohrbach

Black-box variational inference performance is sometimes hindered by the use of gradient estimators with high variance. This variance comes from two sources of randomness: Data subsampling and Monte Carlo sampling. While existing control…

Machine Learning · Computer Science 2024-03-11 Xi Wang , Tomas Geffner , Justin Domke

We overview a series of recent works devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires solving a set of problems at the micro scale, the so-called corrector problems. In a…

Numerical Analysis · Mathematics 2016-04-27 Xavier Blanc , Claude Le Bris , Frederic Legoll

Parallel supercomputer-based Monte Carlo and stochastic simulations require pseudorandom number generators that can produce distinct pseudorandom streams across many independent processes. We propose a scalable class of parallel and…

Cryptography and Security · Computer Science 2021-05-31 Jetanat Datephanyawat , Paul D. Beale

The quantum random number generation based on laser phase noise, which is featured with high generation rate and ease for photonic integration, has been extensively investigated and demonstrated. Despite these advancements, a theoretical…

Quantum Physics · Physics 2026-04-17 Jinlu Liu , Jie Yang , Yu Gao , Guowei Zhang , Yan Pan , Heng Wang , Yuyang Ding , Yang Li , Wei Huang , Bingjie Xu , Wei Chen

Random numbers are an important resource for applications such as numerical simulation and secure communication. However, it is difficult to certify whether a physical random number generator is truly unpredictable. Here, we exploit the…

Quantum entanglement represents an ideal resource to guarantee the security of random numbers employed in many scientific and cryptographic applications. However, entanglement-based certified random number generators are particularly…

Quantum Physics · Physics 2022-03-07 Nicolò Leone , Stefano Azzini , Sonia Mazzucchi , Valter Moretti , Lorenzo Pavesi

Generating high-quality random numbers with a Gaussian probability distribution function is an important and resource consuming computational task for many applications in the fields of machine learning and Monte Carlo algorithms. Recently,…

Emerging Technologies · Computer Science 2021-12-10 Punyashloka Debashis , Hai Li , Dmitri Nikonov , Ian Young

Quantum Key Distribution is the process of using quantum communication to establish a shared key between two parties. It has been demonstrated the unconditional security and effective communication of quantum communication system can be…

Signal Processing · Electrical Eng. & Systems 2019-02-04 Yue Hu , Yan Wu , Yi Chen , G. C. Wan , S. T. Mei

It is well-known that the quality of random number generators can often be improved by combining several generators, e.g. by summing or subtracting their results. In this paper we investigate the ratio of two random number generators as an…

Other Computer Science · Computer Science 2016-12-23 Michael Kolonko , Zijun Wu , Feng Gu

Expectation values of physical quantities may accurately be obtained by the evaluation of integrals within Many-Body Quantum mechanics, and these multi-dimensional integrals may be estimated using Monte Carlo methods. In a previous…

Computational Physics · Physics 2009-10-01 J. R. Trail

Pseudo-random number generators (PRNGs) are essential in a wide range of applications, from cryptography to statistical simulations and optimization algorithms. While uniform randomness is crucial for security-critical areas like…

Cryptography and Security · Computer Science 2025-01-03 Jianan Wu , Ahmet Yusuf Salim , Eslam Elmitwalli , Selçuk Köse , Zeljko Ignjatovic

Quantum random number generator (QRNG) utilizes the intrinsic randomness of quantum systems to generate completely unpredictable and genuine random numbers, finding wide applications across many fields. QRNGs relying on the phase noise of a…

Quantum Physics · Physics 2024-02-28 Jialiang Li , Zitao Huang , Chunlin Yu , Jiajie Wu , Tongge Zhao , Xiangwei Zhu , Shihai Sun

Process variations are a major concern in today's chip design since they can significantly degrade chip performance. To predict such degradation, existing circuit and MEMS simulators rely on Monte Carlo algorithms, which are typically too…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Xiu Yang , Giovanni Marucci , Paolo Maffezzoni , Ibrahim , M. Elfadel , George Em Karniadakis , Luca Daniel

We present the realization of a physical quantum random number generator based on the process of splitting a beam of photons on a beam splitter, a quantum mechanical source of true randomness. By utilizing either a beam splitter or a…

Quantum Physics · Physics 2009-10-31 Thomas Jennewein , Ulrich Achleitner , Gregor Weihs , Harald Weinfurter , Anton Zeilinger

Conventional random number generators provide the speed but not necessarily the high quality output streams needed for large-scale stochastic simulations. Cryptographically-based generators, on the other hand, provide superior quality…

Numerical Analysis · Mathematics 2013-07-17 William K. Cochran , Michael T. Heath , Kyle W. McKiou

We present a random number generation scheme that uses broadband measurements of the vacuum field contained in the radio-frequency sidebands of a single-mode laser. Even though the measurements may contain technical noise, we show that…

Quantum Physics · Physics 2011-07-25 T. Symul , S. M. Assad , P. K. Lam

Score-based generative models have demonstrated significant practical success in data-generating tasks. The models establish a diffusion process that perturbs the ground truth data to Gaussian noise and then learn the reverse process to…

Machine Learning · Computer Science 2024-05-24 Ziqing Wen , Xiaoge Deng , Ping Luo , Tao Sun , Dongsheng Li

Random numbers are commonly used in many different fields, ranging from simulations in fundamental science to security applications. In some critical cases, as Bell's tests and cryptography, the random numbers are required to be both secure…

Quantum Physics · Physics 2019-01-14 Marco Avesani , Davide G. Marangon , Giuseppe Vallone , Paolo Villoresi