A characterisation of S-box fitness landscapes in cryptography

Substitution Boxes (S-boxes) are nonlinear objects often used in the design of cryptographic algorithms. The design of high quality S-boxes is an interesting problem that attracts a lot of attention. Many attempts have been made in recent years to use heuristics to design S-boxes, but the results were often far from the previously known best obtained ones. Unfortunately, most of the effort went into exploring different algorithms and fitness functions while little attention has been given to the understanding why this problem is so difficult for heuristics. In this paper, we conduct a fitness landscape analysis to better understand why this problem can be difficult. Among other, we find that almost each initial starting point has its own local optimum, even though the networks are highly interconnected

Multiprocess parallel antithetic coupling for backward and forward Markov Chain Monte Carlo

Antithetic coupling is a general stratification strategy for reducing Monte Carlo variance without increasing the simulation size. The use of the antithetic principle in the Monte Carlo literature typically employs two strata via antithetic quantile coupling. We demonstrate here that further stratification, obtained by using k>2 (e.g., k=3-10) antithetically coupled variates, can offer substantial additional gain in Monte Carlo efficiency, in terms of both variance and bias. The reason for reduced bias is that antithetically coupled chains can provide a more dispersed search of the state space than multiple independent chains. The emerging area of perfect simulation provides a perfect setting for implementing the k-process parallel antithetic coupling for MCMC because, without antithetic coupling, this class of methods delivers genuine independent draws. Furthermore, antithetic backward coupling provides a very convenient theoretical tool for investigating antithetic forward coupling. However, the generation of k>2 antithetic variates that are negatively associated, that is, they preserve negative correlation under monotone transformations, and extremely antithetic, that is, they are as negatively correlated as possible, is more complicated compared to the case with k=2. In this paper, we establish a theoretical framework for investigating such issues. Among the generating methods that we compare, Latin hypercube sampling and its iterative extension appear to be general-purpose choices, making another direct link between Monte Carlo and quasi Monte Carlo.Comment: Published at http://dx.doi.org/10.1214/009053604000001075 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

π\piVAE: Encoding stochastic process priors with variational autoencoders

Stochastic processes provide a mathematically elegant way model complex data. In theory, they provide flexible priors over function classes that can encode a wide range of interesting assumptions. In practice, however, efficient inference by optimisation or marginalisation is difficult, a problem further exacerbated with big data and high dimensional input spaces. We propose a novel variational autoencoder (VAE) called the prior encoding variational autoencoder ($\pi$VAE). The $\pi$VAE is finitely exchangeable and Kolmogorov consistent, and thus is a continuous stochastic process. We use $\pi$VAE to learn low dimensional embeddings of function classes. We show that our framework can accurately learn expressive function classes such as Gaussian processes, but also properties of functions to enable statistical inference (such as the integral of a log Gaussian process). For popular tasks, such as spatial interpolation, $\pi$VAE achieves state-of-the-art performance both in terms of accuracy and computational efficiency. Perhaps most usefully, we demonstrate that the low dimensional independently distributed latent space representation learnt provides an elegant and scalable means of performing Bayesian inference for stochastic processes within probabilistic programming languages such as Stan

Evaluation and extension of a kernel-based method for gene-gene interaction tests of common variants

Interaction is likely to play a significant role in complex diseases, and various methods are available for identifying interactions between variants in genome-wide association studies (GWAS). Kernel-based variance component methods such as SKAT are flexible and computationally efficient methods for identifying marginal associations. A kernel-based variance component method, called the Gene-centric Gene-Gene Interaction with Smoothing-sPline ANOVA model (SPA3G) was proposed to identify gene-gene interactions for a quantitative trait. For interaction testing, the SPA3G method performs better than some SNP-based approaches under many scenarios. In this thesis, we evaluate the properties of the SPA3G method and extend SPA3G using alternative p-value approximations and interaction kernels. This thesis focuses on common variants only. Our simulation results show that the allele matching interaction kernel, combined with the method of moments p-value approximation, leads to inflated type I error in small samples. For small samples, we propose a Principal Component (PC)-based interaction kernel and computing p-values with a 3-moment adjustment that yield more appropriate type I error. We also propose a weighted PC kernel that has higher power than competing approaches when interaction effects are sparse. By combining the two proposed kernels, we develop omnibus methods that obtain near-optimal power in most settings. Finally, we illustrate how to analyze the interaction between selected gene pairs on the age at natural menopause (ANM) from the Framingham Heart Study

Evaluation and extension of a kernel-based method for gene-gene interaction tests of common variants

Interaction is likely to play a significant role in complex diseases, and various methods are available for identifying interactions between variants in genome-wide association studies (GWAS). Kernel-based variance component methods such as SKAT are flexible and computationally efficient methods for identifying marginal associations. A kernel-based variance component method, called the Gene-centric Gene-Gene Interaction with Smoothing-sPline ANOVA model (SPA3G) was proposed to identify gene-gene interactions for a quantitative trait. For interaction testing, the SPA3G method performs better than some SNP-based approaches under many scenarios. In this thesis, we evaluate the properties of the SPA3G method and extend SPA3G using alternative p-value approximations and interaction kernels. This thesis focuses on common variants only. Our simulation results show that the allele matching interaction kernel, combined with the method of moments p-value approximation, leads to inflated type I error in small samples. For small samples, we propose a Principal Component (PC)-based interaction kernel and computing p-values with a 3-moment adjustment that yield more appropriate type I error. We also propose a weighted PC kernel that has higher power than competing approaches when interaction effects are sparse. By combining the two proposed kernels, we develop omnibus methods that obtain near-optimal power in most settings. Finally, we illustrate how to analyze the interaction between selected gene pairs on the age at natural menopause (ANM) from the Framingham Heart Study

Problemas de asignación de recursos humanos a través del problema de asignación multidimensional

149 páginas. Doctorado en Optimización.El problema de asignación de personal aparece en diversas industrias. La asignación eficiente de personal a trabajos, proyectos, herramientas, horarios, entre otros, tiene un impacto directo en términos monetarios para el negocio. El problema de asignación multidimensional (PAM) es la extensión natural del problema de asignación y puede ser utilizado en aplicaciones donde se requiere la asignación de personal. El caso más estudiado de PAM es el problema de asignación en tres dimensiones, sin embargo en años recientes han sido propuestas algunas heurísticas de búsqueda local y algoritmos meméticos para el caso general. En este trabajo de tesis se realiza un estudio profundo de PAM comenzando con un resumen del estado del arte de algoritmos, heurísticas y metaheurísticas para su resolución. Se describen algunos algoritmos y se propone uno nuevo que resuelve instancias de tamaño medio para PAM. Se propone la generalización de las conocidas heurísticas de variación de dimensión como una búsqueda local generalizada que proporciona un nuevo estado del arte de búsquedas locales para PAM. Adicionalmente, se propone un algoritmo memético con una estructura sencilla pero efectiva y que es competitivo con el mejor algoritmo memético conocido para PAM. Finalmente, se presenta un caso particular de problema de asignación de personal: el Problema de Asignación de Horarios (PAH). El PAH considera la asignación de personal a uno, dos o más conjuntos de objetos, por ejemplo puede ser requerida la asignación de profesores a cursos a periodos de tiempo a salones, para determinados grupos de estudiantes. Primero, se presenta el PAH así como una breve descripción de su estado del arte. Luego, se propone una nueva forma de modelar este problema a través de la resolución de PAM y se aplica sobre el PAH en la Universidad Autónoma Metropolitana, unidad Azcapotzalco (UAM-A). Se describen las consideraciones particulares del PAH en la UAM-A y proponemos una nueva solución para éste. Nuestra solución se basa en la resolución de múltiples PA3 a través de los algoritmos y heurísticas propuestos.Personnel assignment problems appear in several industries. The e cient assignment of personnel to jobs, projects, tools, time slots, etcetera, has a direct impact in terms monetary for the business. The Multidimensional Assignment Problem (MAP) is a natural extension of the well-known assignment problem and can be used on applications where the assignment of personnel is required. The most studied case of the MAP is the three dimensional assignment problem, though in recent years some local search heuristics and memetic algorithms have been proposed for the general case. Let X1; : : : ;Xs be a collection of s 3 disjoint sets, consider all combinations that belong to the Cartesian product X = X1 Xs such that each vector x 2 X, where x = (x1; : : : ; xs) with xi 2 Xi 8 1 i s, has associated a weight w(x). A feasible assignment is a collection A = (x1; : : : ; xn) of n vectors if xi k 6= xj k for each i 6= j and 1 k s. The weight of an assignment A is given by w(A) = Pn i=1 w(xi). A MAP in s dimensions is denoted as sAP. The objective of sAP is to nd an assignment of minimal weight. In this thesis we make an in depth study of MAP beginning with the state-ofthe- art algorithms, heuristics, and metaheuristics for solving it. We describe some algorithms and we propose a new one for solving optimally medium size instances of MAP. We propose the generalization of the called dimensionwise variation heuristics for MAP and a new generalized local search heuristic that provides new state-of-theart local searches for MAP. We also propose a new simple memetic algorithm that is competitive against the state-of-the-art memetic algorithm for MAP. In the last part of this thesis, we study a particular case of personnel assignment problem: the School Timetabling Problem (STP). The STP considers the assignment of personnel to other two or more sets, for example the assignment of professors to courses to time slots to rooms can be required. First, we provide a brief description of the state-of-the-art for STP. Then, we introduce a new approach for modeling this problem through the resolution of several MAP and we apply our solution on a real life case of study: STP at the Universidad Autonoma Metropolitana campus Azcapotzalco (UAM-A). We provide the particular aspects for STP at UAM-A and we provide a new solution for this problem. Our approach is based on solving several 3AP considering the introduced model and our proposed techniques.Consejo Mexiquense de Ciencia y Tecnología (Comecyt).Consejo Nacional de Ciencia y Tecnología (México