Can Leakage Models Be More Efficient? Non-Linear Models in Side Channel Attacks

In the last decade, many side channel attacks have been published in academic literature detailing how to efficiently extract secret keys by mounting various attacks, such as differential or correlation power analysis, on cryptosystems. Among the most efficient and widely utilized leakage models involved in these attacks are the Hamming weight and distance models which give a simple, yet effective, approximation of the power consumption for many real-world systems. These leakage models reflect the number of bits switching, which is assumed proportional to the power consumption. However, the actual power consumption changing in the circuits is unlikely to be directly of that form. We, therefore, propose a non-linear leakage model by mapping the existing leakage model via a transform function, by which the changing power consumption is depicted more precisely, hence the attack efficiency can be improved considerably. This has the advantage of utilising a non-linear power model while retaining the simplicity of the Hamming weight or distance models. A modified attack architecture is then suggested to yield the correct key efficiently in practice. Finally, an empirical comparison of the attack results is presented.

Forecasting US output growth with non-linear models in the presence of data uncertainty

We consider the impact of data revisions on the forecast performance of a SETAR regime-switching model of U.S. output growth. The impact of data uncertainty in real-time forecasting will affect a model's forecast performance via the effect on the model parameter estimates as well as via the forecast being conditioned on data measured with error. We find that benchmark revisions do affect the performance of the non-linear model of the growth rate, and that the performance relative to a linear comparator deteriorates in real-time compared to a pseudo out-of-sample forecasting exercise.

Modelação de taxas de resgate em seguros de vida

Mestrado em Ciências Actuariais

Improved testing inference in mixed linear models

Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Often, the number of observations is small, and it is thus important to use inference strategies that incorporate small sample corrections. In this paper, we develop modified versions of the likelihood ratio test for fixed effects inference in mixed linear models. In particular, we derive a Bartlett correction to such a test, and also to a test obtained from a modified profile likelihood function. Our results generalize those in [Zucker, D.M., Lieberman, O., Manor, O., 2000. Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood. Journal of the Royal Statistical Society B, 62,827-838] by allowing the parameter of interest to be vector-valued. Additionally, our Bartlett corrections allow for random effects nonlinear covariance matrix structure. We report simulation results which show that the proposed tests display superior finite sample behavior relative to the standard likelihood ratio test. An application is also presented and discussed. (C) 2008 Elsevier B.V. All rights reserved.

Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form

In this paper, we study the asymptotic distribution of a simple two-stage (Hannan-Rissanen-type) linear estimator for stationary invertible vector autoregressive moving average (VARMA) models in the echelon form representation. General conditions for consistency and asymptotic normality are given. A consistent estimator of the asymptotic covariance matrix of the estimator is also provided, so that tests and confidence intervals can easily be constructed.

Forecasting economic and financial time series with non-linear models

In this paper we discuss the current state-of-the-art in estimating, evaluating, and selecting among non-linear forecasting models for economic and financial time series. We review theoretical and empirical issues, including predictive density, interval and point evaluation and model selection, loss functions, data-mining, and aggregation. In addition, we argue that although the evidence in favor of constructing forecasts using non-linear models is rather sparse, there is reason to be optimistic. However, much remains to be done. Finally, we outline a variety of topics for future research, and discuss a number of areas which have received considerable attention in the recent literature, but where many questions remain.

On Wald Residuals in Generalized Linear Models

A rigorous asymptotic theory for Wald residuals in generalized linear models is not yet available. The authors provide matrix formulae of order O(n(-1)), where n is the sample size, for the first two moments of these residuals. The formulae can be applied to many regression models widely used in practice. The authors suggest adjusted Wald residuals to these models with approximately zero mean and unit variance. The expressions were used to analyze a real dataset. Some simulation results indicate that the adjusted Wald residuals are better approximated by the standard normal distribution than the Wald residuals.

Linear models for endocytic transformations from live cell imaging

Endocytosis is the process by which cells internalise molecules including nutrient proteins from the extracellular media. In one form, macropinocytosis, the membrane at the cell surface ruffles and folds over to give rise to an internalised vesicle. Negatively charged phospholipids within the membrane called phosphoinositides then undergo a series of transformations that are critical for the correct trafficking of the vesicle within the cell, and which are often pirated by pathogens such as Salmonella. Advanced fluorescent video microscopy imaging now allows the detailed observation and quantification of these events in live cells over time. Here we use these observations as a basis for building differential equation models of the transformations. An initial investigation of these interactions was modelled with reaction rates proportional to the sum of the concentrations of the individual constituents. A first order linear system for the concentrations results. The structure of the system enables analytical expressions to be obtained and the problem becomes one of determining the reaction rates which generate the observed data plots. We present results with reaction rates which capture the general behaviour of the reactions so that we now have a complete mathematical model of phosphoinositide transformations that fits the experimental observations. Some excellent fits are obtained with modulated exponential functions; however, these are not solutions of the linear system. The question arises as to how the model may be modified to obtain a system whose solution provides a more accurate fit.

Analysing commercial catch and effort data from a penaeid trawl fishery: A comparison of linear models, mixed models, and generalised estimating equations approaches

Statistical methods are often used to analyse commercial catch and effort data to provide standardised fishing effort and/or a relative index of fish abundance for input into stock assessment models. Achieving reliable results has proved difficult in Australia's Northern Prawn Fishery (NPF), due to a combination of such factors as the biological characteristics of the animals, some aspects of the fleet dynamics, and the changes in fishing technology. For this set of data, we compared four modelling approaches (linear models, mixed models, generalised estimating equations, and generalised linear models) with respect to the outcomes of the standardised fishing effort or the relative index of abundance. We also varied the number and form of vessel covariates in the models. Within a subset of data from this fishery, modelling correlation structures did not alter the conclusions from simpler statistical models. The random-effects models also yielded similar results. This is because the estimators are all consistent even if the correlation structure is mis-specified, and the data set is very large. However, the standard errors from different models differed, suggesting that different methods have different statistical efficiency. We suggest that there is value in modelling the variance function and the correlation structure, to make valid and efficient statistical inferences and gain insight into the data. We found that fishing power was separable from the indices of prawn abundance only when we offset the impact of vessel characteristics at assumed values from external sources. This may be due to the large degree of confounding within the data, and the extreme temporal changes in certain aspects of individual vessels, the fleet and the fleet dynamics.

Investigations into the cellular and molecular changes in the amygdala in models of temporal lobe epilepsy and maternal immune activation

The amygdala is a limbic structure that is involved in many of our emotions and processing of these emotions such as fear, anger and pleasure. Conditions such as anxiety, autism, and also epilepsy, have been linked to abnormal functioning of the amygdala, owing to improper neurodevelopment or damage. This thesis investigated the cellular and molecular changes in the amygdala in models of temporal lobe epilepsy (TLE) and maternal immune activation (MIA). The kainic acid (KA) model of temporal lobe epilepsy (TLE) was used to induce Ammon’s-horn sclerosis (AHS) and to investigate behavioural and cytoarchitectural changes that occur in the amygdala related to Neuropeptide Y1 receptor expression. Results showed that KA-injected animals showed increased anxiety-like behaviours and displayed histopathological hallmarks of AHS including CA1 ablation, granule cell dispersion, volume reduction and astrogliosis. Amygdalar volume and neuronal loss was observed in the ipsilateral nuclei which was accompanied by astrogliosis. In addition, a decrease in Y1 receptor expressing cells in the ipsilateral CA1 and CA3 sectors of the hippocampus, ipsi- and contralateral granule cell layer of the dentate gyrus and ipsilateral central nucleus of the amygdala was found, consistent with a reduction in Y1 receptor protein levels. The results suggest that plastic changes in hippocampal and/or amygdalar Y1 receptor expression may negatively impact anxiety levels. Gamma-aminobutyric acid (GABA) is the main inhibitory neurotransmitter in the brain and tight regulation and appropriate control of GABA is vital for neurochemical homeostasis. GABA transporter-1 (GAT-1) is abundantly expressed by neurones and astrocytes and plays a key role in GABA reuptake and regulation. Imbalance in GABA homeostasis has been implicated in epilepsy with GAT-1 being an attractive pharmacological target. Electron microscopy was used to examine the distribution, expression and morphology of GAT-1 expressing structures in the amygdala of the TLE model. Results suggest that GAT-1 was preferentially expressed on putative axon terminals over astrocytic processes in this TLE model. Myelin integrity was examined and results suggested that in the TLE model myelinated fibres were damaged in comparison to controls. Synaptic morphology was studied and results suggested that asymmetric (excitatory) synapses occurred more frequently than symmetric (inhibitory) synapses in the TLE model in comparison to controls. This study illustrated that the amygdala undergoes ultrastructural alterations in this TLE model. Maternal immune activation (MIA) is a risk factor for neurodevelopmental disorders such as autism, schizophrenia and also epilepsy. MIA was induced at a critical window of amygdalar development at E12 using bacterial mimetic lipopolysaccharide (LPS). Results showed that MIA activates cytokine, toll-like receptor and chemokine expression in the fetal brain that is prolonged in the postnatal amygdala. Inflammation elicited by MIA may prime the fetal brain for alterations seen in the glial environment and this in turn have deleterious effects on neuronal populations as seen in the amygdala at P14. These findings may suggest that MIA induced during amygdalar development may predispose offspring to amygdalar related disorders such as heightened anxiety, fear impairment and also neurodevelopmental disorders.