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Collaborative intrusion detection networks are often used to gain better detection accuracy and cost efficiency as compared to a single host-based intrusion detection system (IDS). Through cooperation, it is possible for a local IDS to…
This paper investigates the investment problem of constructing an optimal no-short sequential portfolio strategy in a market with a latent dependence structure between asset prices and partly unobservable side information, which is often…
The problem of sequentially detecting an abrupt change in a sequence of independent and identically distributed (IID) random variables is addressed. Whereas previous approaches assume a known probability density function (PDF) at the start…
A search engine recommends to the user a list of web pages. The user examines this list, from the first page to the last, and clicks on all attractive pages until the user is satisfied. This behavior of the user can be described by the…
We consider constraint-based methods for causal structure learning, such as the PC-, FCI-, RFCI- and CCD- algorithms (Spirtes et al. (2000, 1993), Richardson (1996), Colombo et al. (2012), Claassen et al. (2013)). The first step of all…
The Causal Bandit is a variant of the classic Bandit problem where an agent must identify the best action in a sequential decision-making process, where the reward distribution of the actions displays a non-trivial dependence structure that…
Scale independence is a ubiquitous feature of complex systems which implies a highly skewed distribution of resources with no characteristic scale. Research has long focused on why systems as varied as protein networks, evolution and stock…
A simple model for cooperation between "selfish" agents, which play an extended version of the Prisoner's Dilemma(PD) game, in which they use arbitrary payoffs, is presented and studied. A continuous variable, representing the probability…
Consider $n$ independent, biased coins, each with a known probability of heads. Presented with an ordering of these coins, flip (i.e., toss) each coin once, in that order, until we have observed both a *head* and a *tail*, or flipped all…
Even if path planning can be solved using standard techniques from dynamic programming and control, the problem can also be approached using probabilistic inference. The algorithms that emerge using the latter framework bear some appealing…
Learning causal relations from observational data is a fundamental problem with wide-ranging applications across many fields. Constraint-based methods infer the underlying causal structure by performing conditional independence tests.…
A sliding window algorithm receives a stream of symbols and has to output at each time instant a certain value which only depends on the last $n$ symbols. If the algorithm is randomized, then at each time instant it produces an incorrect…
Although exchangeable processes from Bayesian nonparametrics have been used as a generating mechanism for random partition models, we deviate from this paradigm to explicitly incorporate clustering information in the formulation of our…
The growing dependence on machine learning in real-world applications emphasizes the importance of understanding and ensuring its safety. Backdoor attacks pose a significant security risk due to their stealthy nature and potentially serious…
The pairwise reachability problem for a multi-threaded program asks, given control locations in two threads, whether they can be simultaneously reached in an execution of the program. The problem is important for static analysis and is used…
Motion planning under differential constraints is a classic problem in robotics. To date, the state of the art is represented by sampling-based techniques, with the Rapidly-exploring Random Tree algorithm as a leading example. Yet, the…
We consider the problem of identifying whether findings replicate from one study of high dimension to another, when the primary study guides the selection of hypotheses to be examined in the follow-up study as well as when there is no…
To design efficient parallel algorithms, some recent papers showed that many sequential iterative algorithms can be directly parallelized but there are still challenges in achieving work-efficiency and high-parallelism. Work-efficiency can…
We consider how to learn multi-step predictions efficiently. Conventional algorithms wait until observing actual outcomes before performing the computations to update their predictions. If predictions are made at a high rate or span over a…
We study a sequential resource allocation problem involving a fixed number of recurring jobs. At each time-step the manager should distribute available resources among the jobs in order to maximise the expected number of completed jobs.…