Bayesian hybrid algorithms and models : implementation and associated issues

This thesis addresses computational challenges arising from Bayesian analysis of complex real-world problems. Many of the models and algorithms designed for such analysis are ‘hybrid’ in nature, in that they are a composition of components for which their individual properties may be easily described but the performance of the model or algorithm as a whole is less well understood. The aim of this research project is to after a better understanding of the performance of hybrid models and algorithms. The goal of this thesis is to analyse the computational aspects of hybrid models and hybrid algorithms in the Bayesian context. The first objective of the research focuses on computational aspects of hybrid models, notably a continuous finite mixture of t-distributions. In the mixture model, an inference of interest is the number of components, as this may relate to both the quality of model fit to data and the computational workload. The analysis of t-mixtures using Markov chain Monte Carlo (MCMC) is described and the model is compared to the Normal case based on the goodness of fit. Through simulation studies, it is demonstrated that the t-mixture model can be more flexible and more parsimonious in terms of number of components, particularly for skewed and heavytailed data. The study also reveals important computational issues associated with the use of t-mixtures, which have not been adequately considered in the literature. The second objective of the research focuses on computational aspects of hybrid algorithms for Bayesian analysis. Two approaches will be considered: a formal comparison of the performance of a range of hybrid algorithms and a theoretical investigation of the performance of one of these algorithms in high dimensions. For the first approach, the delayed rejection algorithm, the pinball sampler, the Metropolis adjusted Langevin algorithm, and the hybrid version of the population Monte Carlo (PMC) algorithm are selected as a set of examples of hybrid algorithms. Statistical literature shows how statistical efficiency is often the only criteria for an efficient algorithm. In this thesis the algorithms are also considered and compared from a more practical perspective. This extends to the study of how individual algorithms contribute to the overall efficiency of hybrid algorithms, and highlights weaknesses that may be introduced by the combination process of these components in a single algorithm. The second approach to considering computational aspects of hybrid algorithms involves an investigation of the performance of the PMC in high dimensions. It is well known that as a model becomes more complex, computation may become increasingly difficult in real time. In particular the importance sampling based algorithms, including the PMC, are known to be unstable in high dimensions. This thesis examines the PMC algorithm in a simplified setting, a single step of the general sampling, and explores a fundamental problem that occurs in applying importance sampling to a high-dimensional problem. The precision of the computed estimate from the simplified setting is measured by the asymptotic variance of the estimate under conditions on the importance function. Additionally, the exponential growth of the asymptotic variance with the dimension is demonstrated and we illustrates that the optimal covariance matrix for the importance function can be estimated in a special case.

Elliptic curves, group law, and efficient computation

This thesis is about the derivation of the addition law on an arbitrary elliptic curve and efficiently adding points on this elliptic curve using the derived addition law. The outcomes of this research guarantee practical speedups in higher level operations which depend on point additions. In particular, the contributions immediately find applications in cryptology. Mastered by the 19th century mathematicians, the study of the theory of elliptic curves has been active for decades. Elliptic curves over finite fields made their way into public key cryptography in late 1980’s with independent proposals by Miller [Mil86] and Koblitz [Kob87]. Elliptic Curve Cryptography (ECC), following Miller’s and Koblitz’s proposals, employs the group of rational points on an elliptic curve in building discrete logarithm based public key cryptosystems. Starting from late 1990’s, the emergence of the ECC market has boosted the research in computational aspects of elliptic curves. This thesis falls into this same area of research where the main aim is to speed up the additions of rational points on an arbitrary elliptic curve (over a field of large characteristic). The outcomes of this work can be used to speed up applications which are based on elliptic curves, including cryptographic applications in ECC. The aforementioned goals of this thesis are achieved in five main steps. As the first step, this thesis brings together several algebraic tools in order to derive the unique group law of an elliptic curve. This step also includes an investigation of recent computer algebra packages relating to their capabilities. Although the group law is unique, its evaluation can be performed using abundant (in fact infinitely many) formulae. As the second step, this thesis progresses the finding of the best formulae for efficient addition of points. In the third step, the group law is stated explicitly by handling all possible summands. The fourth step presents the algorithms to be used for efficient point additions. In the fifth and final step, optimized software implementations of the proposed algorithms are presented in order to show that theoretical speedups of step four can be practically obtained. In each of the five steps, this thesis focuses on five forms of elliptic curves over finite fields of large characteristic. A list of these forms and their defining equations are given as follows: (a) Short Weierstrass form, y2 = x3 + ax + b, (b) Extended Jacobi quartic form, y2 = dx4 + 2ax2 + 1, (c) Twisted Hessian form, ax3 + y3 + 1 = dxy, (d) Twisted Edwards form, ax2 + y2 = 1 + dx2y2, (e) Twisted Jacobi intersection form, bs2 + c2 = 1, as2 + d2 = 1, These forms are the most promising candidates for efficient computations and thus considered in this work. Nevertheless, the methods employed in this thesis are capable of handling arbitrary elliptic curves. From a high level point of view, the following outcomes are achieved in this thesis. - Related literature results are brought together and further revisited. For most of the cases several missed formulae, algorithms, and efficient point representations are discovered. - Analogies are made among all studied forms. For instance, it is shown that two sets of affine addition formulae are sufficient to cover all possible affine inputs as long as the output is also an affine point in any of these forms. In the literature, many special cases, especially interactions with points at infinity were omitted from discussion. This thesis handles all of the possibilities. - Several new point doubling/addition formulae and algorithms are introduced, which are more efficient than the existing alternatives in the literature. Most notably, the speed of extended Jacobi quartic, twisted Edwards, and Jacobi intersection forms are improved. New unified addition formulae are proposed for short Weierstrass form. New coordinate systems are studied for the first time. - An optimized implementation is developed using a combination of generic x86-64 assembly instructions and the plain C language. The practical advantages of the proposed algorithms are supported by computer experiments. - All formulae, presented in the body of this thesis, are checked for correctness using computer algebra scripts together with details on register allocations.

A practical implementation of a continuous isotropic spherical omnidirectional drive

This paper presents a continuous isotropic spherical omnidirectional drive mechanism that is efficient in its mechanical simplicity and use of volume. Spherical omnidirectional mechanisms allow isotropic motion, although many are limited from achieving true isotropic motion by practical mechanical design considerations. The mechanism presented in this paper uses a single motor to drive a point on the great circle of the sphere parallel to the ground plane, and does not require a gearbox. Three mechanisms located 120 degrees apart provide a stable drive platform for a mobile robot. Results show the omnidirectional ability of the robot and demonstrate the performance of the spherical mechanism compared to a popular commercial omnidirectional wheel over edges of varying heights and gaps of varying widths.

Efficient control of an autonomous underwater vehicle while accounting for thruster failure

This paper is concerned with the design and implementation of control strategies onto a test-bed vehicle with six degrees-of-freedom. We design our trajectories to be efficient in time and in power consumption. Moreover, we also consider cases when actuator failure can arise and discuss alternate control strategies in this situation. Our calculations are supplemented by experimental results.

Efficient simulation of unsaturated flow using exponential time integration

We assess the performance of an exponential integrator for advancing stiff, semidiscrete formulations of the unsaturated Richards equation in time. The scheme is of second order and explicit in nature but requires the action of the matrix function φ(A) where φ(z) = [exp(z) - 1]/z on a suitability defined vector v at each time step. When the matrix A is large and sparse, φ(A)v can be approximated by Krylov subspace methods that require only matrix-vector products with A. We prove that despite the use of this approximation the scheme remains second order. Furthermore, we provide a practical variable-stepsize implementation of the integrator by deriving an estimate of the local error that requires only a single additional function evaluation. Numerical experiments performed on two-dimensional test problems demonstrate that this implementation outperforms second-order, variable-stepsize implementations of the backward differentiation formulae.

Parallel implementation of stochastic simulation for large scale cellular processes

Experimental and theoretical studies have shown the importance of stochastic processes in genetic regulatory networks and cellular processes. Cellular networks and genetic circuits often involve small numbers of key proteins such as transcriptional factors and signaling proteins. In recent years stochastic models have been used successfully for studying noise in biological pathways, and stochastic modelling of biological systems has become a very important research field in computational biology. One of the challenge problems in this field is the reduction of the huge computing time in stochastic simulations. Based on the system of the mitogen-activated protein kinase cascade that is activated by epidermal growth factor, this work give a parallel implementation by using OpenMP and parallelism across the simulation. Special attention is paid to the independence of the generated random numbers in parallel computing, that is a key criterion for the success of stochastic simulations. Numerical results indicate that parallel computers can be used as an efficient tool for simulating the dynamics of large-scale genetic regulatory networks and cellular processes

Implementable efficient time and energy consumption trajectories design for an autonomous underwater vehicle

In this paper we consider the implementation of time and energy efficient trajectories onto a test-bed autonomous underwater vehicle. The trajectories are losely connected to the results of the application of the maximum principle to the controlled mechanical system. We use a numerical algorithm to compute efficient trajectories designed using geometric control theory to optimize a given cost function. Experimental results are shown for the time minimization problem.

PartSS : An efficient partition-based filtering for edit distance constraints

This paper introduces PartSS, a new partition-based fil- tering for tasks performing string comparisons under edit distance constraints. PartSS offers improvements over the state-of-the-art method NGPP with the implementation of a new partitioning scheme and also improves filtering abil- ities by exploiting theoretical results on shifting and scaling ranges, thus accelerating the rate of calculating edit distance between strings. PartSS filtering has been implemented within two major tasks of data integration: similarity join and approximate membership extraction under edit distance constraints. The evaluation on an extensive range of real-world datasets demonstrates major gain in efficiency over NGPP and QGrams approaches.

Computational experiments involving population size for FPGA-based implementation of a GA for the TSP

The feasibility of using an in-hardware implementation of a genetic algorithm (GA) to solve the computationally expensive travelling salesman problem (TSP) is explored, especially in regard to hardware resource requirements for problem and population sizes. We investigate via numerical experiments whether a small population size might prove sufficient to obtain reasonable quality solutions for the TSP, thereby permitting relatively resource efficient hardware implementation on field programmable gate arrays (FPGAs). Software experiments on two TSP benchmarks involving 48 and 532 cities were used to explore the extent to which population size can be reduced without compromising solution quality, and results show that a GA allowed to run for a large number of generations with a smaller population size can yield solutions of comparable quality to those obtained using a larger population. This finding is then used to investigate feasible problem sizes on a targeted Virtex-7 vx485T-2 FPGA platform via exploration of hardware resource requirements for memory and data flow operations.

Quantum direct secret sharing with efficient eavesdropping-check and authentication based on distributed fountain codes

We propose to use a simple and effective way to achieve secure quantum direct secret sharing. The proposed scheme uses the properties of fountain codes to allow a realization of the physical conditions necessary for the implementation of no-cloning principle for eavesdropping-check and authentication. In our scheme, to achieve a variety of security purposes, nonorthogonal state particles are inserted in the transmitted sequence carrying the secret shares to disorder it. However, the positions of the inserted nonorthogonal state particles are not announced directly, but are obtained by sending degrees and positions of a sequence that are pre-shared between Alice and each Bob. Moreover, they can confirm that whether there exists an eavesdropper without exchanging classical messages. Most importantly, without knowing the positions of the inserted nonorthogonal state particles and the sequence constituted by the first particles from every EPR pair, the proposed scheme is shown to be secure.

Causal behavioural profiles : efficient computation, applications, and evaluation

Analysis of behavioural consistency is an important aspect of software engineering. In process and service management, consistency verification of behavioural models has manifold applications. For instance, a business process model used as system specification and a corresponding workflow model used as implementation have to be consistent. Another example would be the analysis to what degree a process log of executed business operations is consistent with the corresponding normative process model. Typically, existing notions of behaviour equivalence, such as bisimulation and trace equivalence, are applied as consistency notions. Still, these notions are exponential in computation and yield a Boolean result. In many cases, however, a quantification of behavioural deviation is needed along with concepts to isolate the source of deviation. In this article, we propose causal behavioural profiles as the basis for a consistency notion. These profiles capture essential behavioural information, such as order, exclusiveness, and causality between pairs of activities of a process model. Consistency based on these profiles is weaker than trace equivalence, but can be computed efficiently for a broad class of models. In this article, we introduce techniques for the computation of causal behavioural profiles using structural decomposition techniques for sound free-choice workflow systems if unstructured net fragments are acyclic or can be traced back to S- or T-nets. We also elaborate on the findings of applying our technique to three industry model collections.

Efficient computation of causal behavioural profiles using structural decomposition

Identification of behavioural contradictions is an important aspect of software engineering, in particular for checking the consistency between a business process model used as system specification and a corresponding workflow model used as implementation. In this paper, we propose causal behavioural profiles as the basis for a consistency notion, which capture essential behavioural information, such as order, exclusiveness, and causality between pairs of activities. Existing notions of behavioural equivalence, such as bisimulation and trace equivalence, might also be applied as consistency notions. Still, they are exponential in computation. Our novel concept of causal behavioural profiles provides a weaker behavioural consistency notion that can be computed efficiently using structural decomposition techniques for sound free-choice workflow systems if unstructured net fragments are acyclic or can be traced back to S- or T-nets.

Efficient extension of standard Schnorr/RSA signatures into Universal Designated-Verifier Signatures

Universal Designated-Verifier Signature (UDVS) schemes are digital signature schemes with additional functionality which allows any holder of a signature to designate the signature to any desired designated-verifier such that the designated-verifier can verify that the message was signed by the signer, but is unable to convince anyone else of this fact. Since UDVS schemes reduce to standard signatures when no verifier designation is performed, it is natural to ask how to extend the classical Schnorr or RSA signature schemes into UDVS schemes, so that the existing key generation and signing implementation infrastructure for these schemes can be used without modification. We show how this can be efficiently achieved, and provide proofs of security for our schemes in the random oracle model.

Analytical study of implementation issues of NTRU

Nth-Dimensional Truncated Polynomial Ring (NTRU) is a lattice-based public-key cryptosystem that offers encryption and digital signature solutions. It was designed by Silverman, Hoffstein and Pipher. The NTRU cryptosystem was patented by NTRU Cryptosystems Inc. (which was later acquired by Security Innovations) and available as IEEE 1363.1 and X9.98 standards. NTRU is resistant to attacks based on Quantum computing, to which the standard RSA and ECC public-key cryptosystems are vulnerable to. In addition, NTRU has higher performance advantages over these cryptosystems. Considering this importance of NTRU, it is highly recommended to adopt NTRU as part of a cipher suite along with widely used cryptosystems for internet security protocols and applications. In this paper, we present our analytical study on the implementation of NTRU encryption scheme which serves as a guideline for security practitioners who are novice to lattice-based cryptography or even cryptography. In particular, we show some non-trivial issues that should be considered towards a secure and efficient NTRU implementation.

Efficient algorithms for computing Reeb graphs

The Reeb graph tracks topology changes in level sets of a scalar function and finds applications in scientific visualization and geometric modeling. We describe an algorithm that constructs the Reeb graph of a Morse function defined on a 3-manifold. Our algorithm maintains connected components of the two dimensional levels sets as a dynamic graph and constructs the Reeb graph in O(nlogn+nlogg(loglogg)3) time, where n is the number of triangles in the tetrahedral mesh representing the 3-manifold and g is the maximum genus over all level sets of the function. We extend this algorithm to construct Reeb graphs of d-manifolds in O(nlogn(loglogn)3) time, where n is the number of triangles in the simplicial complex that represents the d-manifold. Our result is a significant improvement over the previously known O(n2) algorithm. Finally, we present experimental results of our implementation and demonstrate that our algorithm for 3-manifolds performs efficiently in practice.