arXiv subjects

Ido Nevat

Publications and source records attributed to Ido Nevat.

At least 19 recordsLinked to original sources

arXiv2023

A Bonus-Malus Framework for Cyber Risk Insurance and Optimal Cybersecurity Provisioning

The cyber risk insurance market is at a nascent stage of its development, even as the magnitude of cyber losses is significant and the rate of cyber loss events is increasing. Existing cyber risk insurance products as well as academic studies have been focusing on classifying cyber loss events and developing models of these events, but little attention has been paid to proposing insurance risk transfer strategies that incentivise mitigation of cyber loss through adjusting the premium of the risk transfer product. To address this important gap, we develop a Bonus-Malus model for cyber risk insurance. Specifically, we propose a mathematical model of cyber risk insurance and cybersecurity provisioning supported with an efficient numerical algorithm based on dynamic programming. Through a numerical experiment, we demonstrate how a properly designed cyber risk insurance contract with a Bonus-Malus system can resolve the issue of moral hazard and benefit the insurer.

math.OC↗

arXiv2022

Binary Spatial Random Field Reconstruction from Non-Gaussian Inhomogeneous Time-series Observations

We develop a new model for spatial random field reconstruction of a binary-valued spatial phenomenon. In our model, sensors are deployed in a wireless sensor network across a large geographical region. Each sensor measures a non-Gaussian inhomogeneous temporal process which depends on the spatial phenomenon. Two types of sensors are employed: one collects point observations at specific time points, while the other collects integral observations over time intervals. Subsequently, the sensors transmit these time-series observations to a Fusion Center (FC), and the FC infers the spatial phenomenon from these observations. We show that the resulting posterior predictive distribution is intractable and develop a tractable two-step procedure to perform inference. Firstly, we develop algorithms to perform approximate Likelihood Ratio Tests on the time-series observations, compressing them to a single bit for both point sensors and integral sensors. Secondly, once the compressed observations are transmitted to the FC, we utilize a Spatial Best Linear Unbiased Estimator (S-BLUE) to reconstruct the binary spatial random field at any desired spatial location. The performance of the proposed approach is studied using simulation. We further illustrate the effectiveness of our method using a weather dataset from the National Environment Agency (NEA) of Singapore with fields including temperature and relative humidity.

eess.SP↗

arXiv2021

Cost-aware Feature Selection for IoT Device Classification

Classification of IoT devices into different types is of paramount importance, from multiple perspectives, including security and privacy aspects. Recent works have explored machine learning techniques for fingerprinting (or classifying) IoT devices, with promising results. However, existing works have assumed that the features used for building the machine learning models are readily available or can be easily extracted from the network traffic; in other words, they do not consider the costs associated with feature extraction. In this work, we take a more realistic approach, and argue that feature extraction has a cost, and the costs are different for different features. We also take a step forward from the current practice of considering the misclassification loss as a binary value, and make a case for different losses based on the misclassification performance. Thereby, and more importantly, we introduce the notion of risk for IoT device classification. We define and formulate the problem of cost-aware IoT device classification. This being a combinatorial optimization problem, we develop a novel algorithm to solve it in a fast and effective way using the Cross-Entropy (CE) based stochastic optimization technique. Using traffic of real devices, we demonstrate the capability of the CE based algorithm in selecting features with minimal risk of misclassification while keeping the cost for feature extraction within a specified limit.

cs.NI↗

arXiv2020

Bayesian Spatial Field Reconstruction with Unknown Distortions in Sensor Networks

Spatial regression of random fields based on potentially biased sensing information is proposed in this paper. One major concern in such applications is that since it is not known a-priori what the accuracy of the collected data from each sensor is, the performance can be negatively affected if the collected information is not fused appropriately. For example, the data collector may measure the phenomenon inappropriately, or alternatively, the sensors could be out of calibration, thus introducing random gain and bias to the measurement process. Such readings would be systematically distorted, leading to incorrect estimation of the spatial field. To combat this detrimental effect, we develop a robust version of the spatial field model based on a mixture of Gaussian process experts. We then develop two different approaches for Bayesian spatial field reconstruction: the first algorithm is the Spatial Best Linear Unbiased Estimator (S-BLUE), in which one considers the quadratic loss function and restricts the estimator to the linear family of transformations; the second algorithm is based on empirical Bayes, which utilises a two-stage estimation procedure to produce accurate predictive inference in the presence of "misbehaving" sensors. In addition, we develop the distributed version of these two approaches to drastically improve the computational efficiency in large-scale settings. We present extensive simulation results using both synthetic datasets and semi-synthetic datasets with real temperature measurements and simulated distortions to draw useful conclusions regarding the performance of each of the algorithms.

eess.SP↗

arXiv2019

Multimodal Data Fusion of Non-Gaussian Spatial Fields in Sensor Networks

We develop a robust data fusion algorithm for field reconstruction of multiple physical phenomena. The contribution of this paper is twofold: First, we demonstrate how multi-spatial fields which can have any marginal distributions and exhibit complex dependence structures can be constructed. To this end we develop a model where a latent process of these physical phenomena is modelled as Multiple Gaussian Process (MGP), and the dependence structure between these phenomena is captured through a Copula process. This model has the advantage of allowing one to choose any marginal distributions for the physical phenomenon. Second, we develop an efficient and robust linear estimation algorithm to predict the mean behaviour of the physical phenomena using rank correlation instead of the conventional linear Pearson correlation. Our approach has the advantage of avoiding the need to derive intractable predictive posterior distribution and also has a tractable solution for the rank correlation values. We show that our model outperforms the model which uses the conventional linear Pearson correlation metric in terms of the prediction mean-squared-errors (MSE). This provides the motivation for using our models for multimodal data fusion.

stat.ME↗

arXiv2018

Spatial Field Reconstruction and Sensor Selection in Heterogeneous Sensor Networks with Stochastic Energy Harvesting

We address the two fundamental problems of spatial field reconstruction and sensor selection in het- erogeneous sensor networks. We consider the case where two types of sensors are deployed: the first consists of expensive, high quality sensors; and the second, of cheap low quality sensors, which are activated only if the intensity of the spatial field exceeds a pre-defined activation threshold (eg. wind sensors). In addition, these sensors are powered by means of energy harvesting and their time varying energy status impacts on the accuracy of the measurement that may be obtained. We account for this phenomenon by encoding the energy harvesting process into the second moment properties of the additive noise, resulting in a spatial heteroscedastic process. We then address the following two important problems: (i) how to efficiently perform spatial field reconstruction based on measurements obtained simultaneously from both networks; and (ii) how to perform query based sensor set selection with predictive MSE performance guarantee. We first show that the resulting predictive posterior distribution, which is key in fusing such disparate observations, involves solving intractable integrals. To overcome this problem, we solve the first problem by developing a low complexity algorithm based on the spatial best linear unbiased estimator (S-BLUE). Next, building on the S-BLUE, we address the second problem, and develop an efficient algorithm for query based sensor set selection with performance guarantee. Our algorithm is based on the Cross Entropy method which solves the combinatorial optimization problem in an efficient manner. We present a comprehensive study of the performance gain that can be obtained by augmenting the high-quality sensors with low-quality sensors using both synthetic and real insurance storm surge database known as the Extreme Wind Storms Catalogue.

eess.SP↗

arXiv2017

Sensor Selection and Random Field Reconstruction for Robust and Cost-effective Heterogeneous Weather Sensor Networks for the Developing World

We address the two fundamental problems of spatial field reconstruction and sensor selection in heterogeneous sensor networks: (i) how to efficiently perform spatial field reconstruction based on measurements obtained simultaneously from networks with both high and low quality sensors; and (ii) how to perform query based sensor set selection with predictive MSE performance guarantee. For the first problem, we developed a low complexity algorithm based on the spatial best linear unbiased estimator (S-BLUE). Next, building on the S-BLUE, we address the second problem, and develop an efficient algorithm for query based sensor set selection with performance guarantee. Our algorithm is based on the Cross Entropy method which solves the combinatorial optimization problem in an efficient manner.

stat.ML↗

arXiv2017

Geo-spatial Location Spoofing Detection for Internet of Things

We develop a new location spoofing detection algorithm for geo-spatial tagging and location-based services in the Internet of Things (IoT), called Enhanced Location Spoofing Detection using Audibility (ELSA) which can be implemented at the backend server without modifying existing legacy IoT systems. ELSA is based on a statistical decision theory framework and uses two-way time-of-arrival (TW-TOA) information between the user's device and the anchors. In addition to the TW-TOA information, ELSA exploits the implicit available audibility information to improve detection rates of location spoofing attacks. Given TW-TOA and audibility information, we derive the decision rule for the verification of the device's location, based on the generalized likelihood ratio test. We develop a practical threat model for delay measurements spoofing scenarios, and investigate in detail the performance of ELSA in terms of detection and false alarm rates. Our extensive simulation results on both synthetic and real-world datasets demonstrate the superior performance of ELSA compared to conventional non-audibility-aware approaches.

cs.CR↗

arXiv2015

A Ruin Theoretic Design Approach for Wireless Cellular Network Sharing with Facilities

With the rise of cheap small-cells in wireless cellular networks, there are new opportunities for third party providers to service local regions via sharing arrangements with traditional operators. In fact, such arrangements are highly desirable for large facilities---such as stadiums, universities, and mines---as they already need to cover property costs, and often have fibre backhaul and efficient power infrastructure. In this paper, we propose a new network sharing arrangement between large facilities and traditional operators. Our facility network sharing arrangement consists of two aspects: leasing of core network access and spectrum from traditional operators; and service agreements with users. Importantly, our incorporation of a user service agreement into the arrangement means that resource allocation must account for financial as well as physical resource constraints. This introduces a new non-trivial dimension into wireless network resource allocation, which requires a new evaluation framework---the data rate is no longer the only main performance metric. Moreover, despite clear economic incentives to adopt network sharing for facilities, a business case is lacking. As such, we develop a general socio-technical evaluation framework based on ruin-theory, where the key metric for the sharing arrangement is the probability that the facility has less than zero revenue surplus. We then use our framework to evaluate our facility network sharing arrangement, which offers guidance for leasing and service agreement negotiations, as well as design of the wireless network architecture, taking into account network revenue streams.

cs.CY↗

arXiv2015

New Perspectives on Multiple Source Localization in Wireless Sensor Networks

In this paper we address the challenging problem of multiple source localization in Wireless Sensor Networks (WSN). We develop an efficient statistical algorithm, based on the novel application of Sequential Monte Carlo (SMC) sampler methodology, that is able to deal with an unknown number of sources given quantized data obtained at the fusion center from different sensors with imperfect wireless channels. We also derive the Posterior Cramér-Rao Bound (PCRB) of the source location estimate. The PCRB is used to analyze the accuracy of the proposed SMC sampler algorithm and the impact that quantization has on the accuracy of location estimates of the sources. Extensive experiments show that the benefits of the proposed scheme in terms of the accuracy of the estimation method that are required for model selection (i.e., the number of sources) and the estimation of the source characteristics compared to the classical importance sampling method.

cs.IT↗

arXiv2014

Location Verification Systems for VANETs in Rician Fading Channels

In this work we propose and examine Location Verification Systems (LVSs) for Vehicular Ad Hoc Networks (VANETs) in the realistic setting of Rician fading channels. In our LVSs, a single authorized Base Station (BS) equipped with multiple antennas aims to detect a malicious vehicle that is spoofing its claimed location. We first determine the optimal attack strategy of the malicious vehicle, which in turn allows us to analyze the optimal LVS performance as a function of the Rician $K$-factor of the channel between the BS and a legitimate vehicle. Our analysis also allows us to formally prove that the LVS performance limit is independent of the properties of the channel between the BS and the malicious vehicle, provided the malicious vehicle's antenna number is above a specified value. We also investigate how tracking information on a vehicle quantitatively improves the detection performance of an LVS, showing how optimal performance is obtained under the assumption of the tracking length being randomly selected. The work presented here can be readily extended to multiple BS scenarios, and therefore forms the foundation for all optimal location authentication schemes within the context of Rician fading channels. Our study closes important gaps in the current understanding of LVS performance within the context of VANETs, and will be of practical value to certificate revocation schemes within IEEE 1609.2.

cs.NI↗

arXiv2014

Location Spoofing Detection for VANETs by a Single Base Station in Rician Fading Channels

In this work we examine the performance of a Location Spoofing Detection System (LSDS) for vehicular networks in the realistic setting of Rician fading channels. In the LSDS, an authorized Base Station (BS) equipped with multiple antennas utilizes channel observations to identify a malicious vehicle, also equipped with multiple antennas, that is spoofing its location. After deriving the optimal transmit power and the optimal directional beamformer of a potentially malicious vehicle, robust theoretical analysis and detailed simulations are conducted in order to determine the impact of key system parameters on the LSDS performance. Our analysis shows how LSDS performance increases as the Rician K-factor of the channel between the BS and legitimate vehicles increases, or as the number of antennas at the BS or legitimate vehicle increases. We also obtain the counter-intuitive result that the malicious vehicle's optimal number of antennas conditioned on its optimal directional beamformer is equal to the legitimate vehicle's number of antennas. The results we provide here are important for the verification of location information reported in IEEE 1609.2 safety messages.

cs.IT↗

arXiv2014

Location Verification Systems Under Spatially Correlated Shadowing

The verification of the location information utilized in wireless communication networks is a subject of growing importance. In this work we formally analyze, for the first time, the performance of a wireless Location Verification System (LVS) under the realistic setting of spatially correlated shadowing. Our analysis illustrates that anticipated levels of correlated shadowing can lead to a dramatic performance improvement of a Received Signal Strength (RSS)-based LVS. We also analyze the performance of an LVS that utilizes Differential Received Signal Strength (DRSS), formally proving the rather counter-intuitive result that a DRSS-based LVS has identical performance to that of an RSS-based LVS, for all levels of correlated shadowing. Even more surprisingly, the identical performance of RSS and DRSS-based LVSs is found to hold even when the adversary does not optimize his true location. Only in the case where the adversary does not optimize all variables under her control, do we find the performance of an RSS-based LVS to be better than a DRSS-based LVS. The results reported here are important for a wide range of emerging wireless communication applications whose proper functioning depends on the authenticity of the location information reported by a transceiver.

cs.IT↗

arXiv2013

Optimal Information-Theoretic Wireless Location Verification

We develop a new Location Verification System (LVS) focussed on network-based Intelligent Transport Systems and vehicular ad hoc networks. The algorithm we develop is based on an information-theoretic framework which uses the received signal strength (RSS) from a network of base-stations and the claimed position. Based on this information we derive the optimal decision regarding the verification of the user's location. Our algorithm is optimal in the sense of maximizing the mutual information between its input and output data. Our approach is based on the practical scenario in which a non-colluding malicious user some distance from a highway optimally boosts his transmit power in an attempt to fool the LVS that he is on the highway. We develop a practical threat model for this attack scenario, and investigate in detail the performance of the LVS in terms of its input/output mutual information. We show how our LVS decision rule can be implemented straightforwardly with a performance that delivers near-optimality under realistic threat conditions, with information-theoretic optimality approached as the malicious user moves further from the highway. The practical advantages our new information-theoretic scheme delivers relative to more traditional Bayesian verification frameworks are discussed.

cs.IT↗

arXiv2012

Generalized Interference Models in Doubly Stochastic Poisson Random Fields for Wideband Communications: the PNSC(alpha) model

A general stochastic model is developed for the total interference in wideband systems, denoted as the PNSC(alpha) Interference Model. It allows one to obtain, analytic representations in situations where (a) interferers are distributed according to either a homogeneous or an inhomogeneous in time or space Cox point process and (b) when the frequency bands occupied by each of the unknown number of interferers is also a random variable in the allowable bandwidth. The analytic representations obtained are generalizations of Cox processes to the family of sub-exponential models characterized by distributions from the alpha-stable family. We develop general parametric density representations for the interference models via doubly stochastic Poisson mixture representations of Scaled Mixture of Normal's via the Normal-Stable variance mixture. To illustrate members of this class of interference model we also develop two special cases for a moderately impulsive interference (alpha=3/2) and a highly impulsive interference (alpha=2/3) where closed form representations can be obtained either by the SMiN representation or via function expansions based on the Holtsmark distribution or Whittaker functions. To illustrate the paper we propose expressions for the Capacity of a BPSK system under a PNSC(alpha) interference, via analytic expressions for the Likelihood Ratio Test statistic.

stat.AP↗

arXiv2012

An Information Theoretic Location Verification System for Wireless Networks

As location-based applications become ubiquitous in emerging wireless networks, Location Verification Systems (LVS) are of growing importance. In this paper we propose, for the first time, a rigorous information-theoretic framework for an LVS. The theoretical framework we develop illustrates how the threshold used in the detection of a spoofed location can be optimized in terms of the mutual information between the input and output data of the LVS. In order to verify the legitimacy of our analytical framework we have carried out detailed numerical simulations. Our simulations mimic the practical scenario where a system deployed using our framework must make a binary Yes/No "malicious decision" to each snapshot of the signal strength values obtained by base stations. The comparison between simulation and analysis shows excellent agreement. Our optimized LVS framework provides a defence against location spoofing attacks in emerging wireless networks such as those envisioned for Intelligent Transport Systems, where verification of location information is of paramount importance.

cs.IT↗

arXiv2012

System Identification in Wireless Relay Networks via Gaussian Process

We present a flexible stochastic model for a class of cooperative wireless relay networks, in which the relay processing functionality is not known at the destination. In addressing this problem we develop efficient algorithms to perform relay identification in a wireless relay network. We first construct a statistical model based on a representation of the system using Gaussian Processes in a non-standard manner due to the way we treat the imperfect channel state information. We then formulate the estimation problem to perform system identification, taking into account complexity and computational efficiency. Next we develop a set of three algorithms to solve the identification problem each of decreasing complexity, trading-off the estimation bias for computational efficiency. The joint optimisation problem is tackled via a Bayesian framework using the Iterated Conditioning on the Modes methodology. We develop a lower bound and several sub-optimal computationally efficient solutions to the identification problem, for comparison. We illustrate the estimation performance of our methodology for a range of widely used relay functionalities. The relative total error attained by our algorithm when compared to the lower bound is found to be at worst 9% for low SNR values under all functions considered. The effect of the relay functional estimation error is also studied via BER simulations and is shown to be less than 2dB worse than the lower bound.

cs.IT↗

arXiv2011

Cooperative Spectrum Sensing for Amplify-and-Forward Cognitive Networks

We develop a framework for spectrum sensing in cooperative amplify-and-forward cognitive radio networks. We consider a stochastic model where relays are assigned in cognitive radio networks to transmit the primary user's signal to a cognitive Secondary Base Station (SBS). We develop the Bayesian optimal decision rule under various scenarios of Channel State Information (CSI) varying from perfect to imperfect CSI. In order to obtain the optimal decision rule based on a Likelihood Ratio Test (LRT), the marginal likelihood under each hypothesis relating to presence or absence of transmission needs to be evaluated pointwise. However, in some cases the evaluation of the LRT can not be performed analytically due to the intractability of the multi-dimensional integrals involved. In other cases, the distribution of the test statistic can not be obtained exactly. To circumvent these difficulties we design two algorithms to approximate the marginal likelihood, and obtain the decision rule. The first is based on Gaussian Approximation where we quantify the accuracy of the approximation via a multivariate version of the Berry-Esseen bound. The second algorithm is based on Laplace approximation for the marginal likelihood, which results in a non-convex optimisation problem which is solved efficiently via Bayesian Expectation-Maximisation method. We also utilise a Laguerre series expansion to approximate the distribution of the test statistic in cases where its distribution can not be derived exactly. Performance is evaluated via analytic bounds and compared to numerical simulations.

cs.IT↗