20–25 Oct 2019
America/Mexico_City timezone

Randomness Characterization through Bayesian Model Selection

22 Oct 2019, 18:20
20m
Oral Artificial intelligence, data science, and machine learning Submitted contributions

Speaker

Rafael Diaz Hernandez Rojas (Sapienza University of Rome)

Description

Random number generation currently plays a fundamental role due to its several applications in probabilistic algorithms (e.g. Monte Carlo methods, stochastic gradient descent, etc.), but mainly for its importance in cryptography. The most common methods for characterizing random numbers generators (RNG) either lack formality (e.g. the battery of tests provided by the NIST) or are not generally applicable, even in principle (e.g. the characterization developed by the Algorithmic Information Theory). In this work we present a method based on Model Selection using Bayesian Inference which turns out to be both rigorous and effective in assessing the randomness of bits sequences. We are able to obtain analytic expressions for a model's likelihood and our results shows that this new method is more stringent than both the NIST's set of tests and the Borel's Normality criterion. Additionally, given that Bayesian Inference entails the generalizability feature for the selected model, our scheme transcends single sequence analysis and provides a characterization of the source acting as a RNG. (More details and and experimental case are presented in Ref. [1].)

Primary authors

Rafael Diaz Hernandez Rojas (Sapienza University of Rome) Aldo Solís (UNAM) Alí Angulo Martínez (UNAM) Alfred U'Ren (UNAM) Jorge Hirsh (UNAM) Matteo Marsili (International Center of Theoretical Physics) Isaac Pérez Castillo (UNAM)

Presentation materials