Related papers: Robust Max-Product Belief Propagation
We consider the distributed optimization problem for the sum of convex functions where the underlying communications network connecting agents at each time is drawn at random from a collection of directed graphs. Building on an earlier work…
We propose a distributionally robust formulation of the traditional risk parity portfolio optimization problem. Distributional robustness is introduced by targeting the discrete probabilities attached to each observation used during…
Motivated by applications in the security of cyber-physical systems, we pose the finite blocklength communication problem in the presence of a jammer as a zero-sum game between the encoder-decoder team and the jammer, by allowing the…
This paper explores the fundamental properties of distributed minimization of a sum of functions with each function only known to one node, and a pre-specified level of node knowledge and computational capacity. We define the optimization…
We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…
In this paper we treat both forms of probabilistic inference, estimating marginal probabilities of the joint distribution and finding the most probable assignment, through a unified message-passing algorithm architecture. We generalize the…
We consider a game-theoretic setting to model the interplay between attacker and defender in the context of information flow, and to reason about their optimal strategies. In contrast with standard game theory, in our games the utility of a…
The integrity of democratic elections depends on voters' access to accurate information. However, modern media environments, which are dominated by social media, provide malicious actors with unprecedented ability to manipulate elections…
The Stackelberg game model, where a leader commits to a strategy and the follower best responds, has found widespread application, particularly to security problems. In the security setting, the goal is for the leader to compute an optimal…
Firms in inter-organizational networks such as supply chains or strategic alliances are exposed to interdependent risks. These are risks that are transferable across partner firms. They can be decomposed into intrinsic risks a firm faces…
This paper presents a game theoretic formulation of a graph traversal problem, with applications to robots moving through hazardous environments in the presence of an adversary, as in military and security scenarios. The blue team of robots…
Developing classification methods with high accuracy that also avoid unfair treatment of different groups has become increasingly important for data-driven decision making in social applications. Many existing methods enforce fairness…
We adopt the statistical framework on robustness proposed by Watson and Holmes in 2016 and then tackle the practical challenges that hinder its applicability to network models. The goal is to evaluate how the quality of an inference for a…
We study the optimal estimation of probability matrices of random graph models generated from graphons. This problem has been extensively studied in the case of step-graphons and H\"older smooth graphons. In this work, we characterize the…
We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In this dynamics, a belief estimate of the parameter is repeatedly updated given players' strategies and realized…
We propose a novel stochastic distributed method for both monotone and strongly monotone variational inequalities with Lipschitz operator and proper convex regularizers arising in various applications from game theory to adversarial…
We study the problem of causal structure learning over a set of random variables when the experimenter is allowed to perform at most $M$ experiments in a non-adaptive manner. We consider the optimal learning strategy in terms of minimizing…
The multiple-path orienteering problem asks for paths for a team of robots that maximize the total reward collected while satisfying budget constraints on the path length. This problem models many multi-robot routing tasks such as exploring…
Prediction sets can wrap around any ML model to cover unknown test outcomes with a guaranteed probability. Yet, it remains unclear how to use them optimally for downstream decision-making. Here, we propose a decision-theoretic framework…
In the stabilizing consensus problem, each agent of a networked system has an input value and is repeatedly writing an output value; it is required that eventually all the output values stabilize to the same value which, moreover, must be…