Related papers: Effects of the entropy source on Monte Carlo simul…
Pseudo-Random Numbers Generators (PRNGs) are algorithms produced to generate long sequences of statistically uncorrelated numbers, i.e. Pseudo-Random Numbers (PRNs). These numbers are widely employed in mid-level cryptography and in…
We investigate the application of randomized quasi-Monte Carlo (RQMC) methods in random feature approximations for kernel-based learning. Compared to the classical Monte Carlo (MC) approach \citep{rahimi2007random}, RQMC improves the…
Quantum physics can be exploited to generate true random numbers, which play important roles in many applications, especially in cryptography. Genuine randomness from the measurement of a quantum system reveals the inherent nature of…
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…
Motivated by recent developments in conformal field theory (CFT), we devise a Quantum Monte Carlo (QMC) method to calculate the moments of the partially transposed reduced density matrix at finite temperature. These are used to construct…
While generally considered computationally expensive, Uncertainty Quantification using Monte Carlo sampling remains beneficial for applications with uncertainties of high dimension. As an extension of the naive Monte Carlo method, the…
In this work, we study the correlation between entanglement and the negative sign problem in quantum Monte Carlo for the simulation of low-dimensional strongly correlated quantum many body systems. Entanglement entropy characterizes the…
This Perspective focuses on the several overlaps between quantum algorithms and Monte Carlo methods in the domains of physics and chemistry. We will analyze the challenges and possibilities of integrating established quantum Monte Carlo…
We propose an approach to realize a quantum random number generator (QRNG) based on the photon number decision of weak laser pulses. This type of QRNG can generate true random numbers at a high speed and can be adjusted to zero bias…
This is a review of pseudorandom number generators (RNG's) of the highest quality, suitable for use in the most demanding Monte Carlo calculations. All the RNG's we recommend here are based on the Kolmogorov-Anosov theory of mixing in…
In this work, we designed and experimentally verified a highly integrated broadband entropy source for a quantum random number generator (QRNG) based on vacuum fluctuations. The core of the entropy source is a hybrid…
When implementing Markov Chain Monte Carlo (MCMC) algorithms, perturbation caused by numerical errors is sometimes inevitable. This paper studies how perturbation of MCMC affects the convergence speed and Monte Carlo estimation accuracy.…
Experimental implementations of quantum information processing have now reached a level of sophistication where quantum process tomography is impractical. The number of experimental settings as well as the computational cost of the data…
We review the method of stochastic error correction which eliminates the truncation error associated with any subspace diagonalization. Monte Carlo sampling is used to compute the contribution of the remaining basis vectors not included in…
We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous…
We consider the problem of computing an approximation to the integral $I=\int_{[0,1]^d}f(x) dx$. Monte Carlo (MC) sampling typically attains a root mean squared error (RMSE) of $O(n^{-1/2})$ from $n$ independent random function evaluations.…
Quantum Monte Carlo simulations of fermions are hampered by the notorious sign problem whose most striking manifestation is an exponential growth of sampling errors with the number of particles. With the sign problem known to be an NP-hard…
Quantum random number generators (QRNGs) harness quantum mechanical unpredictability to produce true randomness, which is crucial for cryptography and secure communications. Among various QRNGs, source-independent QRNGs (SI-QRNGs) relax the…
Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…
Energy-Based Models (EBMs) allow for extremely flexible specifications of probability distributions. However, they do not provide a mechanism for obtaining exact samples from these distributions. Monte Carlo techniques can aid us in…