Archive for Die Hard

truly and uniquely pseudo-random?

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , on July 10, 2024 by xi'an

I came across a Web paper entitled The Impact of Google’s Random Number Generator on Accurate Results that I found most puzzling in failing to explain the specific nature of this random generator and that included gems as below

“PRNGs (…) outputs are inherently predictable given a specific seed value, thus deviating from true randomness”

or stating that linear congruential generators suffered from “discernible patterns”, or yet advancing a bonus in using Google’s generator for “leveraging Gaussian distributions”… Referring to a specific and possibly obscure arXival proposing to construct (yet) a PRNG by reinforced learning, with an objective function based on randomness tests reminded me of Marsaglia’s Die Hard. And to “true randomness”. Plus being repetitive and obsequious. Until I found the piece was “written” by Quthor with no typo, an AI “writer” powered by Quick Creator. I should have paid more attention to the level of nonsense…

On the same occurrence, I also read a recent Scientific American paper on randomness tests pseudo-random number generators by Christopher Lutsko. Which does not start that well, since it reproduces the Laplace démon’s argument that a die roll outcome is not random. Also repeating the above pleonasm that PRNGs are not random since they are deterministic. And failing to not mention lava generators! The core of the article is however about recent papers by the author and Niclas Technau of the only examples of sequences that prove passed extremely strong pseudorandom tests. They focus on tests based on gap distribution and pair correlation.

“The [gap distribution] measures the size of the gaps between the points, and the [pair correlation’ measures the clustering of the points—how much they group up or stay apart (…) If these agree with what we would expect from random data, we say that the gap distribution or pair correlation is “Poissonian”.”  Christopher Lutsko

Along with Athanasios Sourmelidis, they proved that exponential sequences {α exp(θ log[n]) mod 1} have Poissonian pair correlation when θ<⅓, for any value of α. And higher Poissonian correlations for θ “smaller and smaller“. (This does not come out of the blue, as the proof relates to Van der Corput’s method of exponential sums, with links to the leading Austrian random generator community.) This is definitely an achievement. However, when θ gets “smaller and smaller“, the terms in the sequence grow more and more slowly, which forces calling for larger and larger values of α to make the generator useful. And the pseudo-randomness test based on Poissonian correlations is only one of many from the toolbox, so the debate seems far from over.

 

 

about randomness (im Hamburg)

Posted in Statistics, Travel, University life with tags , , , , , , , , , , , , on February 20, 2013 by xi'an

exhibit in DESY campus, Hamburg, Germany, Feb. 19, 2013True randomness was the topic of the `Random numbers; fifty years later’ talk in DESY by Frederick James from CERN. I had discussed a while ago a puzzling book related to this topic. This talk went along a rather different route, focussing on random generators. James put this claim that there are computer based physical generators that are truly random. (He had this assertion that statisticians do not understand randomness because they do not know quantum mechanics.) He distinguished those from pseudo-random generators: “nobody understood why they were (almost) random”, “IBM did not know how to generate random numbers”… But then spent the whole talk discussing those pseudo-random generators. Among other pieces of trivia, James mentioned that George Marsaglia was the one exhibiting the hyperplane features of congruential generators. That Knuth achieved no successful definition of what randomness is in his otherwise wonderful books! James thus introduced Kolmogorov’s mixing (not Kolmogorov’s complexity, mind you!) as advocated by Soviet physicists to underlie randomness. Not producing anything useful for RNGs in the 60’s. He then moved to the famous paper by Ferrenberg, Landau and Wong (1992) that I remember reading more or less at the time. In connection with the phase transition critical slowing down phenomena in Ising model simulations. And connecting with the Wang-Landau algorithm of flipping many sites at once (which exhibited long-term dependences in the generators). Most interestingly, a central character in this story is Martin Lüscher, based in DESY, who expressed the standard generator of the time RCARRY into one studied by those Soviet mathematicians,

X’=AX

showing that it enjoyed Kolmogorov mixing, but with a very poor Lyapunov coefficient. I partly lost track there as RCARRY was not perfect. And on how this Kolmogorov mixing would relate to long-term dependencies. One explanation by James was that this property is only asymptotic. (I would even say statistical!) Also interestingly, the 1994 paper by Lüscher produces the number of steps necessary to attain complete mixing, namely 15 steps, which thus works as a cutoff point. (I wonder why a 15-step RCARRY is slower, since A15 can be computed at once… It may be due to the fact that A is sparse while A15 is not.) James mentioned that Marsaglia’s Die Hard battery of tests is now obsolete and superseded by Pierre Lecuyer’s TestU01.

In conclusion, I did very much like this presentation from an insider, but still do not feel it makes a contribution to the debate on randomness, as it stayed put on pseudorandom generators. To keep the connection with von Neumann, they all produce wrong answers from a randomness point of view, if not from a statistical one. (A final quote from the talk: “Among statisticians and number theorists who are supposed to be specialists, they do not know about Kolmogorov mixing.”) [Discussing with Fred James at the reception after the talk was obviously extremely pleasant, as he happened to know a lot of my Bayesian acquaintances!]