Repository logo
 

Efficient Programmable Random Variate Generation Accelerator from Sensor Noise

Accepted version
Peer-reviewed

Type

Article

Change log

Authors

Meech, JT 
Stanley-Marbell, Phillip  ORCID logo  https://orcid.org/0000-0001-7752-2083

Abstract

We introduce a method for non-uniform random number generation based on sampling a physical process in a controlled environment. We demonstrate one proof-of-concept implementation of the method that reduces the error of Monte Carlo integration of a univariate Gaussian by 1068 times while doubling the speed of the Monte Carlo simulation. We show that the supply voltage and temperature of the physical process must be controlled to prevent the mean and standard deviation of the random number generator from drifting.

Description

Keywords

C++ languages, Generators, Gaussian distribution, Temperature measurement, Monte Carlo methods, Field programmable gate arrays, Accelerometers, Bayesian, inference, noise, nonuniform, random, sensor

Journal Title

IEEE Embedded Systems Letters

Conference Name

Journal ISSN

1943-0663
1943-0671

Volume Title

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Rights

All rights reserved
Sponsorship
Alan Turing Institute (EP/N510129/1)
Engineering and Physical Sciences Research Council (EP/R022534/1)
Royal Society (RG170136)
Engineering and Physical Sciences Research Council (EP/L015889/1)
EPSRC (EP/V004654/1)
Alan Turing Institute award: TU/B/000096 EPSRC grants: EP/N510129/1, EP/R022534/1, EP/V004654/1 and EP/L015889/1