667 research outputs found

    Design Exploration of an FPGA-Based Multivariate Gaussian Random Number Generator

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    Monte Carlo simulation is one of the most widely used techniques for computationally intensive simulations in a variety of applications including mathematical analysis and modeling and statistical physics. A multivariate Gaussian random number generator (MVGRNG) is one of the main building blocks of such a system. Field Programmable Gate Arrays (FPGAs) are gaining increased popularity as an alternative means to the traditional general purpose processors targeting the acceleration of the computationally expensive random number generator block due to their fine grain parallelism and reconfigurability properties and lower power consumption. As well as the ability to achieve hardware designs with high throughput it is also desirable to produce designs with the flexibility to control the resource usage in order to meet given resource constraints. This work proposes a novel approach for mapping a MVGRNG onto an FPGA by optimizing the computational path in terms of hardware resource usage subject to an acceptable error in the approximation of the distribution of interest. An analysis on the impact of the error due to truncation/rounding operation along the computational path is performed and an analytical expression of the error inserted into the system is presented. Extra dimensionality is added to the feature of the proposed algorithm by introducing a novel methodology to map many multivariate Gaussian random number generators onto a single FPGA. The effective resource sharing techniques introduced in this thesis allows further reduction in hardware resource usage. The use of MVGNRG can be found in a wide range of application, especially in financial applications which involve many correlated assets. In this work it is demonstrated that the choice of the objective function employed for the hardware optimization of the MVRNG core has a considerable impact on the final performance of the application of interest. Two of the most important financial applications, Value-at-Risk estimation and option pricing are considered in this work

    Multiplierless Algorithm for Multivariate Gaussian Random Number Generation in FPGAs

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    Sampling from the Multivariate Gaussian Distribution using Reconfigurable Hardware

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    Power Side Channels in Security ICs: Hardware Countermeasures

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    Power side-channel attacks are a very effective cryptanalysis technique that can infer secret keys of security ICs by monitoring the power consumption. Since the emergence of practical attacks in the late 90s, they have been a major threat to many cryptographic-equipped devices including smart cards, encrypted FPGA designs, and mobile phones. Designers and manufacturers of cryptographic devices have in response developed various countermeasures for protection. Attacking methods have also evolved to counteract resistant implementations. This paper reviews foundational power analysis attack techniques and examines a variety of hardware design mitigations. The aim is to highlight exposed vulnerabilities in hardware-based countermeasures for future more secure implementations

    Envisioning the Future of Cyber Security in Post-Quantum Era: A Survey on PQ Standardization, Applications, Challenges and Opportunities

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    The rise of quantum computers exposes vulnerabilities in current public key cryptographic protocols, necessitating the development of secure post-quantum (PQ) schemes. Hence, we conduct a comprehensive study on various PQ approaches, covering the constructional design, structural vulnerabilities, and offer security assessments, implementation evaluations, and a particular focus on side-channel attacks. We analyze global standardization processes, evaluate their metrics in relation to real-world applications, and primarily focus on standardized PQ schemes, selected additional signature competition candidates, and PQ-secure cutting-edge schemes beyond standardization. Finally, we present visions and potential future directions for a seamless transition to the PQ era

    Algorithms and architectures for MCMC acceleration in FPGAs

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    Markov Chain Monte Carlo (MCMC) is a family of stochastic algorithms which are used to draw random samples from arbitrary probability distributions. This task is necessary to solve a variety of problems in Bayesian modelling, e.g. prediction and model comparison, making MCMC a fundamental tool in modern statistics. Nevertheless, due to the increasing complexity of Bayesian models, the explosion in the amount of data they need to handle and the computational intensity of many MCMC algorithms, performing MCMC-based inference is often impractical in real applications. This thesis tackles this computational problem by proposing Field Programmable Gate Array (FPGA) architectures for accelerating MCMC and by designing novel MCMC algorithms and optimization methodologies which are tailored for FPGA implementation. The contributions of this work include: 1) An FPGA architecture for the Population-based MCMC algorithm, along with two modified versions of the algorithm which use custom arithmetic precision in large parts of the implementation without introducing error in the output. Mapping the two modified versions to an FPGA allows for more parallel modules to be instantiated in the same chip area. 2) An FPGA architecture for the Particle MCMC algorithm, along with a novel algorithm which combines Particle MCMC and Population-based MCMC to tackle multi-modal distributions. A proposed FPGA architecture for the new algorithm achieves higher datapath utilization than the Particle MCMC architecture. 3) A generic method to optimize the arithmetic precision of any MCMC algorithm that is implemented on FPGAs. The method selects the minimum precision among a given set of precisions, while guaranteeing a user-defined bound on the output error. By applying the above techniques to large-scale Bayesian problems, it is shown that significant speedups (one or two orders of magnitude) are possible compared to state-of-the-art MCMC algorithms implemented on CPUs and GPUs, opening the way for handling complex statistical analyses in the era of ubiquitous, ever-increasing data.Open Acces
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