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We propose efficient techniques for generating independent identically distributed uniform random samples inside semialgebraic sets. The proposed algorithm leverages recent results on the approximation of indicator functions by polynomials…

Optimization and Control · Mathematics 2014-03-20 Fabrizio Dabbene , Didier Henrion , Constantino Lagoa

A remarkable aspect of quantum theory is that certain measurement outcomes are entirely unpredictable to all possible observers. Such quantum events can be harnessed to generate numbers whose randomness is asserted based upon the underlying…

The entropy or randomness source is an essential ingredient in random number generation. Quantum random number generators generally require well modeled and calibrated light sources, such as a laser, to generate randomness. With…

Monte Carlo criticality simulations are widely used in nuclear safety demonstrations, as they offer an arbitrarily precise estimation of global and local tallies while making very few assumptions. However, since the inception of such…

Statistical Mechanics · Physics 2023-01-11 Kévin Fröhlicher , Eric Dumonteil , Loïc Thulliez , Julien Taforeau , Mariya Brovchenko

It has been proven that Boson sampling is a much promising model of optical quantum computation, which has been applied to designing quantum computer successfully, such as "Jiuzhang". However, the meaningful randomness of Boson sampling…

Quantum Physics · Physics 2022-06-07 Jinjing Shi , Tongge Zhao , Yizhi Wang , Chunlin Yu , Yuhu Lu , Ronghua Shi , Shichao Zhang , Junjie Wu

Continuous-time random disturbances from the renewable generation pose a significant impact on power system dynamic behavior. In evaluating this impact, the disturbances must be considered as continuous-time random processes instead of…

Optimization and Control · Mathematics 2020-07-09 Yiwei Qiu , Jin Lin , Xiaoshuang Chen , Feng Liu , Yonghua Song

In this paper we study von Neumann un-biasing normalisation for ideal and real quantum random number generators, operating on finite strings or infinite bit sequences. In the ideal cases one can obtain the desired un-biasing. This relies…

Information Theory · Computer Science 2020-01-27 Alastair A. Abbott , Cristian S. Calude

We demonstrate on-chip quantum random number generation at high data rates using the random phases of gain-switched laser pulses. Interference of the gain-switched pulses produced by two independent semiconductor lasers is performed on a…

This paper proposes a Sequential Monte Carlo approach for the Bayesian estimation of mixed causal and noncausal models. Unlike previous Bayesian estimation methods developed for these models, Sequential Monte Carlo offers extensive…

Econometrics · Economics 2025-01-08 Gianluca Cubadda , Francesco Giancaterini , Stefano Grassi

This work reports on setup, characterisation and data processing of a true quantum random number generator. As a randomness source a pure quantum vacuum state of light is used, which is amplified by a laser beam. Performance and behaviour…

Quantum Physics · Physics 2022-12-12 Bastian Hacker

We present a random number generator based on quantum effects in photonic emission and detection. It is unique in simultaneous use of both spatial and temporal quantum information contained in the system which makes it resilient to hardware…

Quantum Physics · Physics 2015-05-21 Mario Stipčević , John Bowers

A Monte Carlo event generator has been developed assuming thermal production of hadrons. The system under consideration is sampled grand canonically in the Boltzmann approximation. A re-weighting scheme is then introduced to account for…

Nuclear Theory · Physics 2009-12-14 M. Hauer , S. Wheaton

We present an experimental demonstration of boson sampling as a hardware accelerator for Monte Carlo integration. Our approach leverages importance sampling to factorize an integrand into a distribution that can be sampled using quantum…

We estimate the parameter of a stationary time series process by minimizing the integrated weighted mean squared error between the empirical and simulated characteristic function, when the true characteristic functions cannot be explicitly…

Statistics Theory · Mathematics 2021-02-03 Richard A. Davis , Thiago do Rêgo Sousa , Claudia Klüppelberg

Randomness, mainly in the form of random numbers, is the fundamental prerequisite for the security of many cryptographic tasks. Quantum randomness can be extracted even if adversaries are fully aware of the protocol and even control the…

Quantum Physics · Physics 2023-03-24 Wen-Bo Liu , Yu-Shuo Lu , Yao Fu , Si-Cheng Huang , Ze-Jie Yin , Kun Jiang , Hua-Lei Yin , Zeng-Bing Chen

Measurements are a vital part of any quantum computation, whether as a final step to retrieve results, as an intermediate step to inform subsequent operations, or as part of the computation itself (as in measurement-based quantum…

Quantum Physics · Physics 2023-04-14 Stefanie J. Beale , Joel J. Wallman

Randomized smoothing has emerged as a potent certifiable defense against adversarial attacks by employing smoothing noises from specific distributions to ensure the robustness of a smoothed classifier. However, the utilization of Monte…

Machine Learning · Computer Science 2025-04-01 Devansh Bhardwaj , Kshitiz Kaushik , Sarthak Gupta

Fabrication process variations can significantly influence the performance and yield of nano-scale electronic and photonic circuits. Stochastic spectral methods have achieved great success in quantifying the impact of process variations,…

Machine Learning · Statistics 2021-06-29 Zichang He , Zheng Zhang

This article presents an algorithm for reducing measurement uncertainty of one physical quantity when given oversampled measurements of two physical quantities with correlated noise. The algorithm assumes that the aleatoric measurement…

Signal Processing · Electrical Eng. & Systems 2021-11-30 James T. Meech , Phillip Stanley-Marbell

We present a Hamiltonian Monte Carlo algorithm to sample from multivariate Gaussian distributions in which the target space is constrained by linear and quadratic inequalities or products thereof. The Hamiltonian equations of motion can be…

Computation · Statistics 2013-06-06 Ari Pakman , Liam Paninski