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The Mersenne Twister (MT) is a pseudo-random number generator (PRNG) widely used in High Performance Computing for parallel stochastic simulations. We aim to assess the quality of common parallelization techniques used to generate large…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-31 Benjamin Antunes , Claude Mazel , David R. C Hill

In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…

Methodology · Statistics 2022-10-04 Maoran Xu , Hua Zhou , Yujie Hu , Leo L. Duan

Accurately and globally mapping human infrastructure is an important and challenging task with applications in routing, regulation compliance monitoring, and natural disaster response management etc.. In this paper we present progress in…

Computer Vision and Pattern Recognition · Computer Science 2020-05-21 Rui Zhang , Conrad Albrecht , Wei Zhang , Xiaodong Cui , Ulrich Finkler , David Kung , Siyuan Lu

The pseudo-marginal algorithm is a popular variant of the Metropolis--Hastings scheme which allows us to sample asymptotically from a target probability density $\pi$, when we are only able to estimate an unnormalized version of $\pi$…

Computation · Statistics 2017-07-20 George Deligiannidis , Arnaud Doucet , Michael K. Pitt

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…

This paper targets to search so-called \emph{good} generators by doing a brief survey over the generators developed in the history of pseudo-random number generators (PRNGs), verify their claims and rank them based on strong empirical tests…

Cryptography and Security · Computer Science 2025-08-19 Kamalika Bhattacharjee , Sukanta Das

In this paper we present experiments in order to show how some pseudo random number generators can improve the effectiveness of a statistical cryptanalysis algorithm. We deduce mainly that a better generator enhance the accuracy of the…

Cryptography and Security · Computer Science 2014-09-19 O. Benamara , F. Merazka

The information geometry of the 2-manifold of gamma probability density functions provides a framework in which pseudorandom number generators may be evaluated using a neighbourhood of the curve of exponential density functions. The process…

Computation · Statistics 2009-07-13 C. T. J. Dodson

High quality random numbers are necessary in the modern world. Ranging from encryption keys in cyber security to models and simulations for scientific use: it's important that these random numbers are of high quality and quickly attainable.…

Cryptography and Security · Computer Science 2024-05-16 Dmitriy Beznosko , Keith Driscoll , Fernando Guadarrama , Steven Mai , Nikolas Thornton

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Computation · Statistics 2020-09-21 Colin Fox , Tiangang Cui , Markus Neumayer

Elliptic curve cryptography has received great attention in recent years due to its high resistance against modern cryptanalysis. The aim of this article is to present efficient generators to generate substitution boxes (S-boxes) and pseudo…

Cryptography and Security · Computer Science 2019-10-15 Ikram Ullah , Naveed Ahmed Azam , Umar Hayat

What makes a class of quantum circuits efficiently classically simulable on average? I present a framework that applies harmonic analysis of groups to circuits with a structure encoded by group parameters. Expanding the circuits in a…

Quantum Physics · Physics 2024-10-18 Cristina Cirstoiu

Transforms using random matrices have been found to have many applications. We are concerned with the projection of a signal onto Gaussian-distributed random orthogonal bases. We also would like to easily invert the process through…

Signal Processing · Electrical Eng. & Systems 2021-06-22 Ricardo L. de Queiroz

Gaussian random fields are popular models for spatially varying uncertainties, arising for instance in geotechnical engineering, hydrology or image processing. A Gaussian random field is fully characterised by its mean function and…

Numerical Analysis · Mathematics 2019-02-19 Jonas Latz , Marvin Eisenberger , Elisabeth Ullmann

We study the two-dimensional continued fraction algorithm introduced in \cite{garr} and the associated \emph{triangle map} $T$, defined on a triangle $\triangle\subset \R^2$. We introduce a slow version of the triangle map, the map $S$,…

Dynamical Systems · Mathematics 2020-04-24 Claudio Bonanno , Alessio Del Vigna , Sara Munday

An iterative map of the unit disc in the complex plane (Appendix) is used to explore certain aspects of selfdual, four dimensional gauge fields (quasi)periodic in the Euclidean time. These fields are characterized by two topological numbers…

High Energy Physics - Theory · Physics 2009-10-30 A. Chakrabarti

Standard sparse pseudo-input approximations to the Gaussian process (GP) cannot handle complex functions well. Sparse spectrum alternatives attempt to answer this but are known to over-fit. We suggest the use of variational inference for…

Machine Learning · Statistics 2015-03-23 Yarin Gal , Richard Turner

Ideal quantum random number generators (QRNGs) can produce algorithmically random and thus incomputable sequences, in contrast to pseudo-random number generators. However, the verification of the presence of algorithmic randomness and…

Quantum Physics · Physics 2021-01-06 John T. Kavulich , Brennan P. Van Deren , Maximilian Schlosshauer

The ever-increasing need for random numbers is clear in many areas of computer science, from neural networks to optimization. As such, most common programming language provide easy access to Pseudorandom Number Generators. However, these…

Programming Languages · Computer Science 2021-09-28 Nils van den Honert , Diederick Vermetten , Anna V. Kononova

Nowadays random number generation plays an essential role in technology with important applications in areas ranging from cryptography, which lies at the core of current communication protocols, to Monte Carlo methods, and other…