Factorization in the Cloud: Integer Factorization Using F# and Windows Azure

Implementations are presented of two common algorithms for integer factorization, Pollard’s “p – 1” method and the SQUFOF method. The algorithms are implemented in the F# language, a functional programming language developed by Microsoft and officially released for the first time in 2010. The algorithms are thoroughly tested on a set of large integers (up to 64 bits in size), running both on a physical machine and a Windows Azure machine instance. Analysis of the relative performance between the two environments indicates comparable performance when taking into account the difference in computing power. Further analysis reveals that the relative performance of the Azure implementation tends to improve as the magnitudes of the integers increase, indicating that such an approach may be suitable for larger, more complex factorization tasks. Finally, several questions are presented for future research, including the performance of F# and related languages for more efficient, parallelizable algorithms, and the relative cost and performance of factorization algorithms in various environments, including physical hardware and commercial cloud computing offerings from the various vendors in the industry.

Hydrocarbon field size distributions: a case study in mixed integer nonlinear programming

Of key importance to oil and gas companies is the size distribution of fields in the areas that they are drilling. Recent arguments suggest that there are many more fields yet to be discovered in mature provinces than had previously been thought because the underlying distribution is monotonic not peaked. According to this view the peaked nature of the distribution for discovered fields reflects not the underlying distribution but the effect of economic truncation. This paper contributes to the discussion by analysing up-to-date exploration and discovery data for two mature provinces using the discovery-process model, based on sampling without replacement and implicitly including economic truncation effects. The maximum likelihood estimation involved generates a high-dimensional mixed-integer nonlinear optimization problem. A highly efficient solution strategy is tested, exploiting the separable structure and handling the integer constraints by treating the problem as a masked allocation problem in dynamic programming.

Maximum likelihood estimation of higher-order integer-valued autoregressive processes

In this article, we extend the earlier work of Freeland and McCabe [Journal of time Series Analysis (2004) Vol. 25, pp. 701–722] and develop a general framework for maximum likelihood (ML) analysis of higher-order integer-valued autoregressive processes. Our exposition includes the case where the innovation sequence has a Poisson distribution and the thinning is binomial. A recursive representation of the transition probability of the model is proposed. Based on this transition probability, we derive expressions for the score function and the Fisher information matrix, which form the basis for ML estimation and inference. Similar to the results in Freeland and McCabe (2004), we show that the score function and the Fisher information matrix can be neatly represented as conditional expectations. Using the INAR(2) speci?cation with binomial thinning and Poisson innovations, we examine both the asymptotic e?ciency and ?nite sample properties of the ML estimator in relation to the widely used conditional least
squares (CLS) and Yule–Walker (YW) estimators. We conclude that, if the Poisson assumption can be justi?ed, there are substantial gains to be had from using ML especially when the thinning parameters are large.

Maximum likelihood estimation of higher-order integer-valued autoregressive processes

Corrigendum Vol. 30, Issue 2, 259, Article first published online: 15 MAR 2009 to correct the order of authors names: Bu R., K. Hadri, and B. McCabe.