Efficient Programmable Random Variate Generation Accelerator from Sensor Noise


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 doubles the speed of Monte Carlo integration of a univariate Gaussian. We show that we must measure and compensate for the supply voltage and temperature of the physical process to prevent the mean and standard deviation from drifting. The method we present and our detailed empirical hardware measurements demonstrate the feasibility of programmable non-uniform random variate generation from low-power sensors and the effect of ADC quantization on the statistical qualities of the approach.

Citation information

J. T. Meech and P. Stanley-Marbell, "Efficient Programmable Random Variate Generation Accelerator from Sensor Noise," in IEEE Embedded Systems Letters, doi: 10.1109/LES.2020.3007005

Turing affiliated authors