The inverse of the star-discrepancy problem and the generation of pseudo-random numbers

The inverse of the star-discrepancy problem asks for point sets $P_{N,s}$ of size $N$ in the $s$-dimensional unit cube $[0,1]^s$ whose star-discrepancy $D^\ast(P_{N,s})$ satisfies $$D^\ast(P_{N,s}) \le C \sqrt{s/N},$$ where $C> 0$ is a constant independent of $N$ and $s$. The first existence results in this direction were shown by Heinrich, Novak, Wasilkowski, and Wo\'{z}niakowski in 2001, and a number of improvements have been shown since then. Until now only proofs that such point sets exist are known. Since such point sets would be useful in applications, the big open problem is to find explicit constructions of suitable point sets $P_{N,s}$. We review the current state of the art on this problem and point out some connections to pseudo-random number generators

Compositional Falsification of Cyber-Physical Systems with Machine Learning Components

Cyber-physical systems (CPS), such as automotive systems, are starting to include sophisticated machine learning (ML) components. Their correctness, therefore, depends on properties of the inner ML modules. While learning algorithms aim to generalize from examples, they are only as good as the examples provided, and recent efforts have shown that they can produce inconsistent output under small adversarial perturbations. This raises the question: can the output from learning components can lead to a failure of the entire CPS? In this work, we address this question by formulating it as a problem of falsifying signal temporal logic (STL) specifications for CPS with ML components. We propose a compositional falsification framework where a temporal logic falsifier and a machine learning analyzer cooperate with the aim of finding falsifying executions of the considered model. The efficacy of the proposed technique is shown on an automatic emergency braking system model with a perception component based on deep neural networks

Some Results on the Complexity of Numerical Integration

This is a survey (21 pages, 124 references) written for the MCQMC 2014 conference in Leuven, April 2014. We start with the seminal paper of Bakhvalov (1959) and end with new results on the curse of dimension and on the complexity of oscillatory integrals. Some small errors of earlier versions are corrected

Sequential Quasi-Monte Carlo

We derive and study SQMC (Sequential Quasi-Monte Carlo), a class of algorithms obtained by introducing QMC point sets in particle filtering. SQMC is related to, and may be seen as an extension of, the array-RQMC algorithm of L'Ecuyer et al. (2006). The complexity of SQMC is $O(N \log N)$, where $N$ is the number of simulations at each iteration, and its error rate is smaller than the Monte Carlo rate $O_P(N^{-1/2})$. The only requirement to implement SQMC is the ability to write the simulation of particle $x_t^n$ given $x_{t-1}^n$ as a deterministic function of $x_{t-1}^n$ and a fixed number of uniform variates. We show that SQMC is amenable to the same extensions as standard SMC, such as forward smoothing, backward smoothing, unbiased likelihood evaluation, and so on. In particular, SQMC may replace SMC within a PMCMC (particle Markov chain Monte Carlo) algorithm. We establish several convergence results. We provide numerical evidence that SQMC may significantly outperform SMC in practical scenarios.Comment: 55 pages, 10 figures (final version