Exact Binary Projections for Array-RQMC: Joint Laws and Pathwise-Preserving Execution

Exact Binary Projections for Array-RQMC: Joint Laws and Pathwise-Preserving Execution Aoi Kawasaki. Preprint; not peer reviewed. Contribution For a specified two-dimensional Sobol net with linear matrix scrambling and a digital shift, the complete rank-ordered binary innovation vector is uniform over exactly N outcomes at N = 2^m paths. An odd mask and a fair bit describe the law, requiring m independent fair bits per step under the stated ideal randomization model. Independent adjacent antithetic pairs have the same covariance but need not have the same higher-order law; exact nonlinear witnesses give variances 0 versus 2 and 4 versus 2. This characterization enables direct generation without generating unused coordinates or sorting the point set. A second rewrite maintains exactly the reference state order for stopped scalar binary chains with monotone branches, including absorption and floating-point ties. Measured results and limits Across eight fixed benchmark cases in two input encodings, state-order maintenance reduced warm execution time by 37.2% at N = 512 and 67.5% at N = 4,096 relative to direct binary generation with full state sorting. The encodings do not create sixteen independent model laws. The measurements are from one CPU/software stack, not a held-out hardware or dynamics study. The joint-law equivalence of the library and direct generators is an ideal-law statement, not equality under the same finite integer seed. Direct and order-maintained execution do preserve the same finite-seed trajectories and outputs under the stated arithmetic conditions. No new convergence rate or universal variance advantage is claimed. Comparisons with the measured CRN and antithetic implementations remain workload- and reuse-dependent. Avoidable mask initialization was included in the measured baselines; it is not an intrinsic CRN cost. Startup and calibration can outweigh warm-time savings. The publication retains those recorded costs. Included materials and reproducibility scope The record contains the manuscript PDF and a self-contained reproducibility capsule with manuscript/build sources, three array kernels, 19 tests, saved table/figure inputs, two figures, dependency versions, and SHA-256 inventories. The tests include exact finite enumeration, within-project separate reference implementations, absorption and floating-point tie checks, and saved-data arithmetic. They are not third-party peer review. The capsule does not include every raw calibration/validation observation, bootstrap sample, timing round, or baseline/calibration driver. Regenerating saved tables and figures is not a rerun of the full original experiment. No GPU, pretrained model, private workspace, or external dataset is required. Rights and disclosure Publication materials and saved data: CC BY 4.0. Code: MPL-2.0, with per-file scope in LICENSES.txt. Generative-AI assistance is disclosed in the manuscript. The version-specific archival identifier is doi:10.5281/zenodo.22728405.

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-13
DOI
https://doi.org/10.5281/zenodo.22728405
Primary Topic
Markov Chains and Monte Carlo Methods
Type
preprint
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
preprint

Exact Binary Projections for Array-RQMC: Joint Laws and Pathwise-Preserving Execution

Aoi Kawasaki
Zenodo (CERN European Organization for Nuclear Research)
Markov Chains and Monte Carlo Methods
preprint

Exact Binary Projections for Array-RQMC: Joint Laws and Pathwise-Preserving Execution

Aoi Kawasaki
preprint en

Abstract

Exact Binary Projections for Array-RQMC: Joint Laws and Pathwise-Preserving Execution Aoi Kawasaki. Preprint; not peer reviewed. Contribution For a specified two-dimensional Sobol net with linear matrix scrambling and a digital shift, the complete rank-ordered binary innovation vector is uniform over exactly N outcomes at N = 2^m paths. An odd mask and a fair bit describe the law, requiring m independent fair bits per step under the stated ideal randomization model. Independent adjacent antithetic pairs have the same covariance but need not have the same higher-order law; exact nonlinear witnesses give variances 0 versus 2 and 4 versus 2. This characterization enables direct generation without generating unused coordinates or sorting the point set. A second rewrite maintains exactly the reference state order for stopped scalar binary chains with monotone branches, including absorption and floating-point ties. Measured results and limits Across eight fixed benchmark cases in two input encodings, state-order maintenance reduced warm execution time by 37.2% at N = 512 and 67.5% at N = 4,096 relative to direct binary generation with full state sorting. The encodings do not create sixteen independent model laws. The measurements are from one CPU/software stack, not a held-out hardware or dynamics study. The joint-law equivalence of the library and direct generators is an ideal-law statement, not equality under the same finite integer seed. Direct and order-maintained execution do preserve the same finite-seed trajectories and outputs under the stated arithmetic conditions. No new convergence rate or universal variance advantage is claimed. Comparisons with the measured CRN and antithetic implementations remain workload- and reuse-dependent. Avoidable mask initialization was included in the measured baselines; it is not an intrinsic CRN cost. Startup and calibration can outweigh warm-time savings. The publication retains those recorded costs. Included materials and reproducibility scope The record contains the manuscript PDF and a self-contained reproducibility capsule with manuscript/build sources, three array kernels, 19 tests, saved table/figure inputs, two figures, dependency versions, and SHA-256 inventories. The tests include exact finite enumeration, within-project separate reference implementations, absorption and floating-point tie checks, and saved-data arithmetic. They are not third-party peer review. The capsule does not include every raw calibration/validation observation, bootstrap sample, timing round, or baseline/calibration driver. Regenerating saved tables and figures is not a rerun of the full original experiment. No GPU, pretrained model, private workspace, or external dataset is required. Rights and disclosure Publication materials and saved data: CC BY 4.0. Code: MPL-2.0, with per-file scope in LICENSES.txt. Generative-AI assistance is disclosed in the manuscript. The version-specific archival identifier is doi:10.5281/zenodo.22728405.

Zenodo (CERN European Organization for Nuclear Research)
Industry, innovation and infrastructure
Markov Chains and Monte Carlo Methods
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.