22,995 research outputs found

    Towards Smart Hybrid Fuzzing for Smart Contracts

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    Smart contracts are Turing-complete programs that are executed across a blockchain network. Unlike traditional programs, once deployed they cannot be modified. As smart contracts become more popular and carry more value, they become more of an interesting target for attackers. In recent years, smart contracts suffered major exploits, costing millions of dollars, due to programming errors. As a result, a variety of tools for detecting bugs has been proposed. However, majority of these tools often yield many false positives due to over-approximation or poor code coverage due to complex path constraints. Fuzzing or fuzz testing is a popular and effective software testing technique. However, traditional fuzzers tend to be more effective towards finding shallow bugs and less effective in finding bugs that lie deeper in the execution. In this work, we present CONFUZZIUS, a hybrid fuzzer that combines evolutionary fuzzing with constraint solving in order to execute more code and find more bugs in smart contracts. Evolutionary fuzzing is used to exercise shallow parts of a smart contract, while constraint solving is used to generate inputs which satisfy complex conditions that prevent the evolutionary fuzzing from exploring deeper paths. Moreover, we use data dependency analysis to efficiently generate sequences of transactions, that create specific contract states in which bugs may be hidden. We evaluate the effectiveness of our fuzzing strategy, by comparing CONFUZZIUS with state-of-the-art symbolic execution tools and fuzzers. Our evaluation shows that our hybrid fuzzing approach produces significantly better results than state-of-the-art symbolic execution tools and fuzzers

    Identifying and attacking the saddle point problem in high-dimensional non-convex optimization

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    A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such minimizations, and it is often thought that a main source of difficulty for these local methods to find the global minimum is the proliferation of local minima with much higher error than the global minimum. Here we argue, based on results from statistical physics, random matrix theory, neural network theory, and empirical evidence, that a deeper and more profound difficulty originates from the proliferation of saddle points, not local minima, especially in high dimensional problems of practical interest. Such saddle points are surrounded by high error plateaus that can dramatically slow down learning, and give the illusory impression of the existence of a local minimum. Motivated by these arguments, we propose a new approach to second-order optimization, the saddle-free Newton method, that can rapidly escape high dimensional saddle points, unlike gradient descent and quasi-Newton methods. We apply this algorithm to deep or recurrent neural network training, and provide numerical evidence for its superior optimization performance.Comment: The theoretical review and analysis in this article draw heavily from arXiv:1405.4604 [cs.LG

    Statistical modelling of summary values leads to accurate Approximate Bayesian Computations

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    Approximate Bayesian Computation (ABC) methods rely on asymptotic arguments, implying that parameter inference can be systematically biased even when sufficient statistics are available. We propose to construct the ABC accept/reject step from decision theoretic arguments on a suitable auxiliary space. This framework, referred to as ABC*, fully specifies which test statistics to use, how to combine them, how to set the tolerances and how long to simulate in order to obtain accuracy properties on the auxiliary space. Akin to maximum-likelihood indirect inference, regularity conditions establish when the ABC* approximation to the posterior density is accurate on the original parameter space in terms of the Kullback-Leibler divergence and the maximum a posteriori point estimate. Fundamentally, escaping asymptotic arguments requires knowledge of the distribution of test statistics, which we obtain through modelling the distribution of summary values, data points on a summary level. Synthetic examples and an application to time series data of influenza A (H3N2) infections in the Netherlands illustrate ABC* in action.Comment: Videos can be played with Acrobat Reader. Manuscript under review and not accepte

    A flexible architecture for privacy-aware trust management

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    In service-oriented systems a constellation of services cooperate, sharing potentially sensitive information and responsibilities. Cooperation is only possible if the different participants trust each other. As trust may depend on many different factors, in a flexible framework for Trust Management (TM) trust must be computed by combining different types of information. In this paper we describe the TAS3 TM framework which integrates independent TM systems into a single trust decision point. The TM framework supports intricate combinations whilst still remaining easily extensible. It also provides a unified trust evaluation interface to the (authorization framework of the) services. We demonstrate the flexibility of the approach by integrating three distinct TM paradigms: reputation-based TM, credential-based TM, and Key Performance Indicator TM. Finally, we discuss privacy concerns in TM systems and the directions to be taken for the definition of a privacy-friendly TM architecture.\u

    Accelerating Asymptotically Exact MCMC for Computationally Intensive Models via Local Approximations

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    We construct a new framework for accelerating Markov chain Monte Carlo in posterior sampling problems where standard methods are limited by the computational cost of the likelihood, or of numerical models embedded therein. Our approach introduces local approximations of these models into the Metropolis-Hastings kernel, borrowing ideas from deterministic approximation theory, optimization, and experimental design. Previous efforts at integrating approximate models into inference typically sacrifice either the sampler's exactness or efficiency; our work seeks to address these limitations by exploiting useful convergence characteristics of local approximations. We prove the ergodicity of our approximate Markov chain, showing that it samples asymptotically from the \emph{exact} posterior distribution of interest. We describe variations of the algorithm that employ either local polynomial approximations or local Gaussian process regressors. Our theoretical results reinforce the key observation underlying this paper: when the likelihood has some \emph{local} regularity, the number of model evaluations per MCMC step can be greatly reduced without biasing the Monte Carlo average. Numerical experiments demonstrate multiple order-of-magnitude reductions in the number of forward model evaluations used in representative ODE and PDE inference problems, with both synthetic and real data.Comment: A major update of the theory and example

    Implicit particle methods and their connection with variational data assimilation

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    The implicit particle filter is a sequential Monte Carlo method for data assimilation that guides the particles to the high-probability regions via a sequence of steps that includes minimizations. We present a new and more general derivation of this approach and extend the method to particle smoothing as well as to data assimilation for perfect models. We show that the minimizations required by implicit particle methods are similar to the ones one encounters in variational data assimilation and explore the connection of implicit particle methods with variational data assimilation. In particular, we argue that existing variational codes can be converted into implicit particle methods at a low cost, often yielding better estimates, that are also equipped with quantitative measures of the uncertainty. A detailed example is presented
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