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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…

密码学与安全 · 计算机科学 2019-12-30 Luca Pasqualini , Maurizio Parton

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…

统计方法学 · 统计学 2025-09-09 Yian Huang , Zhen Huang

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…

量子物理 · 物理学 2016-08-29 Xiongfeng Ma , Xiao Yuan , Zhu Cao , Bing Qi , Zhen Zhang

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…

强关联电子 · 物理学 2014-08-08 Chia-Min Chung , Vincenzo Alba , Lars Bonnes , Pochung Chen , Andreas M. Läuchli

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…

计算工程、金融与科学 · 计算机科学 2026-01-06 Robert Hahn , Sebastian Schöps

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…

强关联电子 · 物理学 2026-02-06 Ping Xu , Yang Shen , Yuan-Yao He , Mingpu Qin

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…

量子物理 · 物理学 2024-09-26 Guglielmo Mazzola

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…

量子物理 · 物理学 2008-11-07 Wei Wei , J. W. Zhang , Tian Liu , Hong Guo

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…

计算物理 · 物理学 2019-05-30 Frederick James , Lorenzo Moneta

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…

量子物理 · 物理学 2026-05-04 Xuyang Wang , Yuqi Shi , Ning Wang , Jie Yun , Jiaxu Li , Yanxiang Jia , Shuaishuai Liu , Zhenguo Lu , Jun Zou , Yongmin Li

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.…

统计计算 · 统计学 2026-01-14 Tiangang Cui , Jing Dong , Ajay Jasra , Xin T. Tong

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…

量子物理 · 物理学 2012-07-02 L. Steffen , M. P. da Silva , A. Fedorov , M. Baur , A. Wallraff

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…

高能物理 - 格点 · 物理学 2009-10-31 Dean Lee

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…

偏微分方程分析 · 数学 2013-11-08 U. Koley , N. H. Risebro , Ch. Schwab , F. Weber

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.…

统计计算 · 统计学 2008-11-05 Art B. Owen

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…

统计力学 · 物理学 2016-08-23 Peter Broecker , Simon Trebst

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…

量子物理 · 物理学 2024-11-25 Hongyi Zhou

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…

数值分析 · 数学 2017-05-24 Xinjuan Chen , Jinglai Li

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…

机器学习 · 计算机科学 2021-12-13 Bryan Eikema , Germán Kruszewski , Hady Elsahar , Marc Dymetman
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