Bitcoin Transaction Malleability and MtGox

In Bitcoin, transaction malleability describes the fact that the signatures that prove the ownership of bitcoins being transferred in a transaction do not provide any integrity guarantee for the signatures themselves. This allows an attacker to mount a malleability attack in which it intercepts, modifies, and rebroadcasts a transaction, causing the transaction issuer to believe that the original transaction was not confirmed. In February 2014 MtGox, once the largest Bitcoin exchange, closed and filed for bankruptcy claiming that attackers used malleability attacks to drain its accounts. In this work we use traces of the Bitcoin network for over a year preceding the filing to show that, while the problem is real, there was no widespread use of malleability attacks before the closure of MtGox

Programming Languages for Scientific Computing

Scientific computation is a discipline that combines numerical analysis, physical understanding, algorithm development, and structured programming. Several yottacycles per year on the world's largest computers are spent simulating problems as diverse as weather prediction, the properties of material composites, the behavior of biomolecules in solution, and the quantum nature of chemical compounds. This article is intended to review specfic languages features and their use in computational science. We will review the strengths and weaknesses of different programming styles, with examples taken from widely used scientific codes.Comment: 21 page

Probabilistic learning on manifold for optimization under uncertainties

Plenary LectureInternational audienceThis paper presents a challenging problem devoted to the probabilistic learning on manifold for the optimization under uncertainties and a novel idea for solving it. The methodology belongs to the class of the statistical learning methods and allows for solving the probabilistic nonconvex constrained optimization with a fixed number of expensive function evaluations. It is assumed that the expensive function evaluator generates samples (defining a given dataset) that randomly fluctuate around a "manifold". The objective is to develop an algorithm that uses a number of expensive function evaluations at a level essentially equal to that of the deterministic problem. The methodology proposed consists in using an algorithm to generate additional samples in the neighborhood of this manifold from the joint probability distribution of the design parameters and of the random quantities that defined the objective and the constraint functions. This is achieved by using the probabilistic learning on manifold from the given dataset generated by the optimizer without performing additional expensive function evaluations. A statistical smoothing technique is developed for estimating the mathematical expectations in the computation of the objective and constraint functions at any point of the admissible set by using only the additional samples. Several numerical illustrations are presented for validating the proposed approach