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The present work addresses the question how sampling algorithms for commonly applied copula models can be adapted to account for quasi-random numbers. Besides sampling methods such as the conditional distribution method (based on a…

Computation · Statistics 2016-03-15 Mathieu Cambou , Marius Hofert , Christiane Lemieux

We describe the GPU implementation of shifted or multimass iterative solvers for sparse linear systems of the sort encountered in lattice gauge theory. We provide a generic tool that can be used by those without GPU programming experience…

High Energy Physics - Lattice · Physics 2011-02-16 Richard Galvez , Greg van Anders

This paper proposes a type of pseudorandom number generator, Mersenne Twister for Graphic Processor (MTGP), for efficient generation on graphic processessing units (GPUs). MTGP supports large state sizes such as 11213 bits, and uses the…

Mathematical Software · Computer Science 2013-03-14 Mutsuo Saito , Makoto Matsumoto

We propose a new generator for the generalized inverse Gaussian (GIG) distribution by decomposing the density of GIG into two components. The first component is a truncated inverse Gamma density, in order to sample from which we improve the…

Computation · Statistics 2022-11-24 Xiaozhu Zhang , Jerome P. Reiter

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

Numerical procedures to generate random variates that follow loss-cone velocity distributions in particle simulations are presented. We propose a simple summation algorithm for the Ashour-Abdalla--Kennel-type loss-cone distribution, also…

Plasma Physics · Physics 2024-09-10 Seiji Zenitani , Shin'ya Nakano

Quantum computers may one day enable the efficient simulation of strongly coupled plasmas that lie beyond the reach of classical computation in regimes where quantum effects are important and the scale separation is large. In this article,…

Quantum Physics · Physics 2026-03-03 Bhuvanesh Sundar , Bram Evert , Vasily Geyko , Andrew Patterson , Ilon Joseph , Yuan Shi

We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…

Quantum Physics · Physics 2025-09-05 Andreas Raab

Quantum Supremacy is a demonstration of a computation by a quantum computer that can not be performed by the best classical computer in a reasonable time. A well-studied approach to demonstrating this on near-term quantum computers is to…

Quantum Physics · Physics 2025-09-22 Julien Codsi , John van de Wetering

This paper introduces a parallel implementation in CUDA/C++ of the Gaussian process with a decomposed kernel. This recent formulation, introduced by Joukov and Kuli\'c (2022), is characterized by an approximated -- but much smaller --…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-20 Davide Carminati

We apply quantum integration to elementary particle-physics processes. In particular, we look at scattering processes such as ${\rm e}^+{\rm e}^- \to q \bar q$ and ${\rm e}^+{\rm e}^- \to q \bar q' {\rm W}$. The corresponding probability…

High Energy Physics - Phenomenology · Physics 2022-06-10 Gabriele Agliardi , Michele Grossi , Mathieu Pellen , Enrico Prati

Computer experiments with both quantitative and qualitative (QQ) inputs are commonly used in science and engineering applications. Constructing desirable emulators for such computer experiments remains a challenging problem. In this…

Methodology · Statistics 2022-03-22 Qian Xiao , Abhyuday Mandal , C. Devon Lin , Xinwei Deng

The idea of computer vision as the Bayesian inverse problem to computer graphics has a long history and an appealing elegance, but it has proved difficult to directly implement. Instead, most vision tasks are approached via complex…

Artificial Intelligence · Computer Science 2013-07-02 Vikash K. Mansinghka , Tejas D. Kulkarni , Yura N. Perov , Joshua B. Tenenbaum

Classical simulators play a major role in the development and benchmark of quantum algorithms and practically any software framework for quantum computation provides the option of running the algorithms on simulators. However, the…

Quantum Physics · Physics 2022-05-04 Gian Giacomo Guerreschi

The implementation and practicality of quantum algorithms highly hinge on the quality of operations within a quantum processor. Therefore, including realistic error models in quantum computing simulation platforms is crucial for testing…

Quantum Physics · Physics 2021-04-12 Ahmed Abid Moueddene , Nader Khammassi , Koen Bertels , Carmen G. Almudever

Gradient descent method, as one of the major methods in numerical optimization, is the key ingredient in many machine learning algorithms. As one of the most fundamental way to solve the optimization problems, it promises the function value…

Quantum Physics · Physics 2021-02-01 Keren Li , Shijie Wei , Feihao Zhang , Pan Gao , Zengrong Zhou , Tao Xin , Xiaoting Wang , Guilu Long

We propose a quantum version of a generative diffusion model. In this algorithm, artificial neural networks are replaced with parameterized quantum circuits, in order to directly generate quantum states. We present both a full quantum and a…

Quantum Physics · Physics 2023-11-28 Andrea Cacioppo , Lorenzo Colantonio , Simone Bordoni , Stefano Giagu

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

In this note, we develop a novel algorithm for generating random numbers from a distribution with a probability density function proportional to $\sin^k(x)$, $x \in (0,\pi)$ and $k \geq 1$. Our algorithm is highly efficient and is based on…

Computation · Statistics 2018-11-22 Enes Makalic , Daniel F. Schmidt

The simplest technique for simulating a quantum algorithm - QA described based on the direct matrix representation of the quantum operators. Using this approach, it is relatively simple to simulate the operation of a QA and to perform…

Quantum Physics · Physics 2023-04-20 Sergey V. Ulyanov , Viktor S. Ulyanov
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