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Quanyan Zhu

Publications and source records attributed to Quanyan Zhu.

At least 199 records · Page 11Linked to original sources

Independent Elliptical Distributions Minimize Their $\mathcal{W}_2$ Wasserstein Distance from Independent Elliptical Distributions with the Same Density Generator

This short note is on a property of the $\mathcal{W}_2$ Wasserstein distance which indicates that independent elliptical distributions minimize their $\mathcal{W}_2$ Wasserstein distance from given independent elliptical distributions with the same density generators. Furthermore, we examine the implications of this property in the Gelbrich bound when the distributions are not necessarily elliptical. Meanwhile, we also generalize the results to the cases when the distributions are not independent. The primary purpose of this note is for the referencing of papers that need to make use of this property or its implications.

math.ST↗

State-Driven Dynamic Graphon Model

This paper shows the equivalence class definition of graphons hinders a direct development of dynamics on the graphon space, and hence proposes a state-driven approach to obtain dynamic graphons. The state-driven dynamic graphon model constructs a time-index sequence of the permutation-invariant probability measures on the universal graph space by assigning i.i.d. state random processes to $\mathbbm{N}$ and edge random variables to each of the unordered integer pairs. The model is justified from three perspectives: graph limit definition preservation, genericity, and analysis availability. It preserves the graph limit definition of graphon by applying a bijection between the permutation-invariant probability measures on the universal graph space and the graphon space to obtain the dynamic graphon, where the existence of the bijection is proved. Also, a generalized version of the model is proved to cover the graphon space by an application of the celebrated Aldous-Hoover representation, where generalization is achieved by adding randomness to the edge-generating functions. Finally, analysis of the behavior of the dynamic graphon is shown to be available by making assumptions on the state random processes and the edge random variables.

math.PR↗

Fundamental Limits of Obfuscation for Linear Gaussian Dynamical Systems: An Information-Theoretic Approach

In this paper, we study the fundamental limits of obfuscation in terms of privacy-distortion tradeoffs for linear Gaussian dynamical systems via an information-theoretic approach. Particularly, we obtain analytical formulas that capture the fundamental privacy-distortion tradeoffs when privacy masks are to be added to the outputs of the dynamical systems, while indicating explicitly how to design the privacy masks in an optimal way: The privacy masks should be colored Gaussian with power spectra shaped specifically based upon the system and noise properties.

cs.IT↗

Farsighted Risk Mitigation of Lateral Movement Using Dynamic Cognitive Honeypots

Lateral movement of advanced persistent threats has posed a severe security challenge. Due to the stealthy and persistent nature of the lateral movement, defenders need to consider time and spatial locations holistically to discover latent attack paths across a large time-scale and achieve long-term security for the target assets. In this work, we propose a time-expanded random network to model the stochastic service links in the user-host enterprise network and the adversarial lateral movement. We design cognitive honeypots at idle production nodes and disguise honey links as service links to detect and deter the adversarial lateral movement. The location of the honeypot changes randomly at different times and increases the honeypots' stealthiness. Since the defender does not know whether, when, and where the initial intrusion and the lateral movement occur, the honeypot policy aims to reduce the target assets' Long-Term Vulnerability (LTV) for proactive and persistent protection. We further characterize three tradeoffs, i.e., the probability of interference, the stealthiness level, and the roaming cost. To counter the curse of multiple attack paths, we propose an iterative algorithm and approximate the LTV with the union bound for computationally efficient deployment of cognitive honeypots. The results of the vulnerability analysis illustrate the bounds, trends, and a residue of LTV when the adversarial lateral movement has infinite duration. Besides honeypot policies, we obtain a critical threshold of compromisability to guide the design and modification of the current system parameters for a higher level of long-term security. We show that the target node can achieve zero vulnerability under infinite stages of lateral movement if the probability of movement deterrence is not less than the threshold.

cs.NI↗

Channel Leakage, Information-Theoretic Limitations of Obfuscation, and Optimal Privacy Mask Design for Streaming Data

In this paper, we first introduce the notion of channel leakage as the minimum mutual information between the channel input and channel output. As its name indicates, channel leakage quantifies the minimum information leakage to the malicious receiver. In a broad sense, it can be viewed as a dual concept of channel capacity, which characterizes the maximum information transmission to the targeted receiver. We obtain explicit formulas of channel leakage for the white Gaussian case, the colored Gaussian case, and the fading case. We then utilize this notion to investigate the fundamental limitations of obfuscation in terms of privacy-distortion tradeoffs (as well as privacy-power tradeoffs) for streaming data; particularly, we derive analytical tradeoff equations for the stationary case, the non-stationary case, and the finite-time case. Our results also indicate explicitly how to design the privacy masks in an optimal way.

cs.IT↗

Deceptive Kernel Function on Observations of Discrete POMDP

This paper studies the deception applied on agent in a partially observable Markov decision process. We introduce deceptive kernel function (the kernel) applied to agent's observations in a discrete POMDP. Based on value iteration, value function approximation and POMCP three characteristic algorithms used by agent, we analyze its belief being misled by falsified observations as the kernel's outputs and anticipate its probable threat on agent's reward and potentially other performance. We validate our expectation and explore more detrimental effects of the deception by experimenting on two POMDP problems. The result shows that the kernel applied on agent's observation can affect its belief and substantially lower its resulting rewards; meantime certain implementation of the kernel could induce other abnormal behaviors by the agent.

cs.AI↗

Manipulating Reinforcement Learning: Poisoning Attacks on Cost Signals

This chapter studies emerging cyber-attacks on reinforcement learning (RL) and introduces a quantitative approach to analyze the vulnerabilities of RL. Focusing on adversarial manipulation on the cost signals, we analyze the performance degradation of TD($λ$) and $Q$-learning algorithms under the manipulation. For TD($λ$), the approximation learned from the manipulated costs has an approximation error bound proportional to the magnitude of the attack. The effect of the adversarial attacks on the bound does not depend on the choice of $λ$. In $Q$-learning, we show that $Q$-learning algorithms converge under stealthy attacks and bounded falsifications on cost signals. We characterize the relation between the falsified cost and the $Q$-factors as well as the policy learned by the learning agent which provides fundamental limits for feasible offensive and defensive moves. We propose a robust region in terms of the cost within which the adversary can never achieve the targeted policy. We provide conditions on the falsified cost which can mislead the agent to learn an adversary's favored policy. A case study of TD($λ$) learning is provided to corroborate the results.

cs.LG↗

Optimal Control of Joint Multi-Virus Infection and Information Spreading

Nowadays, epidemic models provide an appropriate tool for describing the propagation of biological viruses in human or animal populations, or rumours and other kinds of information in social networks and malware in both computer and ad hoc networks. Commonly, there are exist multiple types of malware infecting a network of computing devices, or different messages can spread over the social network. Information spreading and virus propagation are interdependent processes. To capture such independencies, we integrate two epidemic models into one holistic framework, known as the modified Susceptible-Warned-Infected-Recovered-Susceptible (SWIRS) model. The first epidemic model describes the information spreading regarding the risk of malware attacks and possible preventive procedures. The second one describes the propagation of multiple viruses over the network of devices. To minimize the impact of the virus spreading and improve the protection of the networks, we consider an optimal control problem with two types of control strategies: information spreading among healthy nodes and the treatment of infected nodes. We obtain the structure of optimal control strategies and study the condition of epidemic outbreaks. The main results are extended to the case of the network of two connected clusters. Numerical examples are used to corroborate the theoretical findings.

math.OC↗

A Receding-Horizon MDP Approach for Performance Evaluation of Moving Target Defense in Networks

In this paper, we study the problem of assessing the effectiveness of a proactive defense-by-detection policy with a network-based moving target defense. We model the network system using a probabilistic attack graph--a graphical security model. Given a network system with a proactive defense strategy, an intelligent attacker needs to perform reconnaissance repeatedly to learn about the locations of intrusion detection systems and re-plan optimally to reach the target while avoiding detection. To compute the attacker's strategy for security evaluation, we develop a receding-horizon planning algorithm using a risk-sensitive Markov decision process with a time-varying reward function. Finally, we implement both defense and attack strategies in a synthetic network and analyze how the frequency of network randomization and the number of detection systems can influence the success rate of the attacker. This study provides insights for designing proactive defense strategies against online and multi-stage attacks by a resourceful attacker.

cs.CR↗

Dynamic Resilient Network Games with Applications to Multi-Agent Consensus

A cyber security problem in a networked system formulated as a resilient graph problem based on a game-theoretic approach is considered. The connectivity of the underlying graph of the network system is reduced by an attacker who removes some of the edges whereas the defender attempts to recover them. Both players are subject to energy constraints so that their actions are restricted and cannot be performed continuously. For this two-stage game, which is played repeatedly over time, we characterize the optimal strategies for the attacker and the defender in terms of edge connectivity and the number of connected components of the graph. The resilient graph game is then applied to a multi-agent consensus problem. We study how the attacks and the recovery on the edges affect the consensus process. Finally, we also provide numerical simulation to illustrate the results.

eess.SY↗

QoE Based Revenue Maximizing Dynamic Resource Allocation and Pricing for Fog-Enabled Mission-Critical IoT Applications

Fog computing is becoming a vital component for Internet of things (IoT) applications, acting as its computational engine. Mission-critical IoT applications are highly sensitive to latency, which depends on the physical location of the cloud server. Fog nodes of varying response rates are available to the cloud service provider (CSP) and it is faced with a challenge of forwarding the sequentially received IoT data to one of the fog nodes for processing. Since the arrival times and nature of requests is random, it is important to optimally classify the requests in real-time and allocate available virtual machine instances (VMIs) at the fog nodes to provide a high QoE to the users and consequently generate higher revenues for the CSP. In this paper, we use a pricing policy based on the QoE of the applications as a result of the allocation and obtain an optimal dynamic allocation rule based on the statistical information of the computational requests. The developed solution is statistically optimal, dynamic, and implementable in real-time as opposed to other static matching schemes in the literature. The performance of the proposed framework has been evaluated using simulations and the results show significant improvement as compared with benchmark schemes.

cs.NI↗

Optimal Two-Sided Market Mechanism Design for Large-Scale Data Sharing and Trading in Massive IoT Networks

The development of the Internet of Things (IoT) generates a significant amount of data that contains valuable knowledge for system operations and business opportunities. Since the data is the property of the IoT data owners, the access to the data requires permission from the data owners, which gives rise to a potential market opportunity for the IoT data sharing and trading to create economic values and market opportunities for both data owners and buyers. In this work, we leverage optimal mechanism design theory to develop a monopolist matching platform for data trading over massive IoT networks. The proposed mechanism is composed of a pair of matching and payment rules for each side of the market. We analyze the incentive compatibility of the market and characterize the optimal mechanism with a class of cut-off matching rules for both welfare-maximization and revenue-maximization mechanisms and study three matching behaviors including complete-matched, bottom-eliminated, and top-reserved.

cs.DB↗

Distributed Stabilization of Two Interdependent Markov Jump Linear Systems with Partial Information

In this paper, we study the stabilization of two interdependent Markov jump linear systems (MJLSs) with partial information, where the interdependency arises as the transition of the mode of one system depends on the states of the other system. First, we formulate a framework for the two interdependent MJLSs to capture the interactions between various entities in the system, where the modes of the system cannot be observed directly. Instead, a signal which contains information of the modes can be obtained. Then, depending on the scope of the available system state information (global or local), we design centralized and distributed controllers, respectively, that can stochastically stabilize the overall interdependent MJLS. In addition, the sufficient stabilization conditions for the system under both types of information structure are derived. Finally, we provide a numerical example to illustrate the effectiveness of the designed controllers.

eess.SY↗

Implementability of Honest Multi-Agent Sequential Decision-Making with Dynamic Population

We study the design of decision-making mechanism for resource allocations over a multi-agent system in a dynamic environment. Agents' privately observed preference over resources evolves over time and the population is dynamic due to the adoption of stopping rules. The proposed model designs the rules of encounter for agents participating in the dynamic mechanism by specifying an allocation rule and three payment rules to elicit agents' coupled decision makings of honest preference reporting and optimal stopping over multiple periods. The mechanism provides a special posted-price payment rule that depends only on each agent's realized stopping time to directly influence the population dynamics. This letter focuses on the theoretical implementability of the rules in perfect Bayesian Nash equilibrium and characterizes necessary and sufficient conditions to guarantee agents' honest equilibrium behaviors over periods. We provide the design principles to construct the payments in terms of the allocation rules and identify the restrictions of the designer's ability to influence the population dynamics. The established conditions make the designer's problem of finding multiple rules to determine an optimal allocation rule.

eess.SY↗

Differentially Private Collaborative Intrusion Detection Systems For VANETs

Vehicular ad hoc network (VANET) is an enabling technology in modern transportation systems for providing safety and valuable information, and yet vulnerable to a number of attacks from passive eavesdropping to active interfering. Intrusion detection systems (IDSs) are important devices that can mitigate the threats by detecting malicious behaviors. Furthermore, the collaborations among vehicles in VANETs can improve the detection accuracy by communicating their experiences between nodes. To this end, distributed machine learning is a suitable framework for the design of scalable and implementable collaborative detection algorithms over VANETs. One fundamental barrier to collaborative learning is the privacy concern as nodes exchange data among them. A malicious node can obtain sensitive information of other nodes by inferring from the observed data. In this paper, we propose a privacy-preserving machine-learning based collaborative IDS (PML-CIDS) for VANETs. The proposed algorithm employs the alternating direction method of multipliers (ADMM) to a class of empirical risk minimization (ERM) problems and trains a classifier to detect the intrusions in the VANETs. We use the differential privacy to capture the privacy notation of the PML-CIDS and propose a method of dual variable perturbation to provide dynamic differential privacy. We analyze theoretical performance and characterize the fundamental tradeoff between the security and privacy of the PML-CIDS. We also conduct numerical experiments using the NSL-KDD dataset to corroborate the results on the detection accuracy, security-privacy tradeoffs, and design.

cs.CR↗

Security of Distributed Machine Learning: A Game-Theoretic Approach to Design Secure DSVM

Distributed machine learning algorithms play a significant role in processing massive data sets over large networks. However, the increasing reliance on machine learning on information and communication technologies (ICTs) makes it inherently vulnerable to cyber threats. This work aims to develop secure distributed algorithms to protect the learning from data poisoning and network attacks. We establish a game-theoretic framework to capture the conflicting goals of a learner who uses distributed support vector machines (SVMs) and an attacker who is capable of modifying training data and labels. We develop a fully distributed and iterative algorithm to capture real-time reactions of the learner at each node to adversarial behaviors. The numerical results show that distributed SVM is prone to fail in different types of attacks, and their impact has a strong dependence on the network structure and attack capabilities.

cs.CR↗

Modeling and Assessment of IoT Supply Chain Security Risks: The Role of Structural and Parametric Uncertainties

Supply chain security threats pose new challenges to security risk modeling techniques for complex ICT systems such as the IoT. With established techniques drawn from attack trees and reliability analysis providing needed points of reference, graph-based analysis can provide a framework for considering the role of suppliers in such systems. We present such a framework here while highlighting the need for a component-centered model. Given resource limitations when applying this model to existing systems, we study various classes of uncertainties in model development, including structural uncertainties and uncertainties in the magnitude of estimated event probabilities. Using case studies, we find that structural uncertainties constitute a greater challenge to model utility and as such should receive particular attention. Best practices in the face of these uncertainties are proposed.

cs.CR↗