Linear regression Suppose you have a linear regression with a couple predictors and no intercept term: β1×1 + β2×2 = y + ε where the x‘s are inputs, the β are fixed but unknown, y is the output, and ε is random error. Given n observations (x1, x2, y + ε), linear regression estimates the parameters β1 […]

# Category: Math

## What is an elliptic curve?

Elliptic curves are pure and applied, concrete and abstract, simple and complex. Elliptic curves have been studied for many years by pure mathematicians with no intention to apply the results to anything outside math itself. And yet elliptic curves have become a critical part of applied cryptography. Elliptic curves are very concrete. There are some […]

## Addition on Curve1174

I’ve written about elliptic curve and alluded to the fact that there’s a special kind of addition for points on the curve. But I haven’t gone into details because it’s more complicated than I wanted to get into. However, there’s a special case where the details are not complicated, the so called Edwards curves. I’ll look […]

## Naming elliptic curves for cryptography

There are an infinite number of elliptic curves, but a small number that are used in cryptography, and these special curves have names. Apparently there are no hard and fast rules for how the names are chosen, but there are patterns. The named elliptic curves are over a prime field, i.e. a finite field with […]

## Entropy extractor used in μRNG

Yesterday I mentioned μRNG, a true random number generator (TRNG) that takes physical sources of randomness as input. These sources are independent but non-uniform. This post will present the entropy extractor μRNG uses to take non-uniform bits as input and produce uniform bits as output. We will present Python code for playing with the entropy extractor. (μRNG […]

## Solving for probability given entropy

If a coin comes up heads with probability p and tails with probability 1-p, the entropy in the coin flip is S = –p log2 p – (1-p) log2 (1-p). It’s common to start with p and compute entropy, but recently I had to go the other way around: given entropy, solve for p. It’s easy to come up […]

## Missing information anxiety

A recurring theme in math is that you may not need to do what it looks like you need to do. There may be a shortcut to where you want to go. A special case of this is that you may not need all the information that you think you need. For example, if you […]

## Sum-product theorem for finite fields

A week ago I wrote about using some Python code to play with the sum-product theorem of Erdős and Szemerédi and its conjectured refinement. This morning I learned that the Erdős-Szemerédi theorem has been extended to finite fields. David Johnston left a comment saying that he and his colleagues used this extension to finite fields as […]

## Computing Legendre and Jacobi symbols

In a earlier post I introduce the Legendre symbol where a is a positive integer and p is prime. It is defined to be 0 if a is a multiple of p, 1 if a has a square root mod p, and -1 otherwise. The Jacobi symbol is a generalization of the Legendre symbol and uses the same notation. It […]

## RSA implementation flaws

Implementation flaws in RSA encryption make it less secure in practice than in theory. RSA encryption depends on 5 numbers: Large primes p and q The modulus n = pq Encryption key e Decryption key d The numbers p, q, and d are kept secret, and the numbers e and n are made public. The encryption method relies on the assumption that in practice one cannot […]

## Exploring the sum-product conjecture

Quanta Magazine posted an article yesterday about the sum-product problem of Paul Erdős and Endre Szemerédi. This problem starts with a finite set of real numbers A then considers the size of the sets A+A and A*A. That is, if we add every element of A to every other element of A, how many distinct sums are there? If we […]

## Soviet license plates and Kolmogorov complexity

Physicist Lev Landau used to play a mental game with Soviet license plates [1]. The plates had the form of two digits, a dash, two more digits, and some letters. Rules of the game His game was to apply high school math operators to the numbers on both side of the dash so that the […]

## Soviet license plates and Kolmogorov complexity

Physicist Lev Landau used to play a mental game with Soviet license plates [1]. The plates had the form of two digits, a dash, two more digits, and some letters. Rules of the game His game was to apply high school math operators to the numbers on both side of the dash so that the […]

## Economics, power laws, and hacking

Increasing costs impact some players more than others. Those who know about power laws and know how to prioritize are impacted less than those who naively believe everything is equally important. This post will look at economics and power laws in the context of password cracking. Increasing the cost of verifying a password does not […]

## Varsity versus junior varsity sports

Last night my wife and I watched our daughter’s junior varsity soccer game. Several statistical questions came to mind. Larger schools tend to have better sports teams. If the talent distributions of a large school and a small school are the same, the larger school will have a better team because its players are the […]

## The science of waiting in line

There’s a branch of math that studies how people wait in line: queueing theory. It’s not just about people standing in line, but about any system with clients and servers. An introduction to queueing theory, about what you’d learn in one or two lectures, is very valuable for understanding how the world around you works. […]

## A convergence problem going around Twitter

Ten days ago, Fermat’s library posted a tweet saying that it is unknown whether the sum converges or diverges, stirring up a lot of discussion. Sam Walters has been part of this discussion and pointed to a paper that says this is known as the Flint Hills series. My first thought was to replace the […]

## Big O tilde notation

There’s a variation on Landau’s big-O notation [1] that’s starting to become more common, one that puts a tilde on top of the O. At first it looks like a typo, a stray diacritic mark. What does that mean? In short, That is, big O tilde notation ignores logarithmic factors. For example, the FFT algorithm computes […]

## Unstructured data is an oxymoron

Strictly speaking, “unstructured data” is a contradiction in terms. Data must have structure to be comprehensible. By “unstructured data” people usually mean data with a non-tabular structure. Tabular data is data that comes in tables. Each row corresponds to a subject, and each column corresponds to a kind of measurement. This is the easiest data to […]

## How fast can you multiply really big numbers?

How long does it take to multiply very large integers? Using the algorithm you learned in elementary school, it takes O(n²) operations to multiply two n digit numbers. But for large enough numbers it pays to carry out multiplication very differently, using FFTs. If you’re multiplying integers with tens of thousands of decimal digits, the […]