Related papers: Physical tests for Random Numbers in Simulations

We propose a generalization of the Quantum Monte Carlo loop algorithm to the t-J model by a mapping to three coupled six-vertex models. The autocorrelation times are reduced by orders of magnitude compared to the conventional local…

We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

This article is concerned with numerical methods to approximate effective coefficients in stochastic homogenization of discrete linear elliptic equations, and their numerical analysis --- which has been made possible by recent contributions…

The rank envelope test (Myllym\"aki et al., Global envelope tests for spatial processes, arXiv:1307.0239 [stat.ME]) is proposed as a solution to multiple testing problem for Monte Carlo tests. Three different situations are recognized: 1) a…

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

This article aims to summarize recent and ongoing efforts to simulate continuous-variable quantum systems using flow-based variational quantum Monte Carlo techniques, focusing for pedagogical purposes on the example of bosons in the field…

In this paper, we present the results of Monte Carlo simulations for two popular techniques of long-range correlations detection - classical and modified rescaled range analyses. A focus is put on an effect of different distributional…

Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…

Regression is one of the most commonly used statistical techniques. However, testing regression systems is a great challenge because of the absence of test oracle in general. In this paper, we show that Metamorphic Testing is an effective…

We simulate correlation measurements of entangled photons numerically. The model employed is strictly local. The correlation is determined by its classical expression with one decisive difference: we sum up coincidences for each pair…

Random numbers play a crucial role in science and industry. Many numerical methods require the use of random numbers, in particular the Monte Carlo method. Therefore it is of paramount importance to have efficient random number generators.…

The Bell inequalities in three and four correlations are re-derived in general forms showing that three and four data sets, respectively, identically satisfy them regardless of whether they are random, deterministic, measured, predicted, or…

Empirical relationships are derived for the expected sampling error of quantile estimations using Monte Carlo experiments for two frequency distributions frequently encountered in climate sciences. The relationships found are expressed as a…

Small expectation values are difficult to measure in Monte Carlo calculations as they tend to get swamped by noise. Recently an algorithm has been proposed by Luscher and Weisz which allows one to measure expectation values which previously…

Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…

Probability Theory and Statistics are two of the most useful mathematical fields, and also two of the most difficult to learn. In other science fields, as Physics, experimentation is an useful tool to develop students intuition, but the…

Neutron oscillation into mirror neutron, a sterile state exactly degenerate in mass with the neutron, could be a very rapid process, even faster than the neutron decay itself. It can be observed by comparing the neutron lose rates in an…

The Monte Carlo method is often used to simulate systems which can be modeled by random walks. In order to calculate observables, in many implementations the "walkers" carry a statistical weight which is generally assumed to be positive.…

Because the stochastic calculus yields rarely random variables with laws defined by explicit closed formulas, probabilistic numerical computations are done most often by simulation. The simulation by the shift, whose field of application is…

Gesture typing is a method of text entry that is ergonomically well-suited to the form factor of touchscreen devices and allows for much faster input than tapping each letter individually. The QWERTY keyboard was, however, not designed with…