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We address the fundamental limits of learning unknown parameters of any stochastic process from time-series data, and discover exact closed-form expressions for how optimal inference scales with observation length. Given a parametrized…

Machine Learning · Computer Science 2023-10-09 Paul M. Riechers

Motivated by the growing availability of personal genomics services, we study an information-theoretic privacy problem that arises when sharing genomic data: a user wants to share his or her genome sequence while keeping the genotypes at…

Information Theory · Computer Science 2021-10-18 Fangwei Ye , Hyunghoon Cho , Salim El Rouayheb

Safety-critical autonomy in adversarial settings demands more than Lyapunov stability of tracking error signals. An agent executing a goal-directed trajectory is intrinsically legible to a passive observer running online Bayesian inference,…

Systems and Control · Electrical Eng. & Systems 2026-05-08 Yixuan Wang , Dan Guralnik , Warren Dixon

Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoretical solutions are well understood in many scenarios, their…

Statistics Theory · Mathematics 2024-05-28 Sören Christensen , Claudia Strauch , Lukas Trottner

A novel sequential change detection problem is proposed, in which the goal is to not only detect but also accelerate the change. Specifically, it is assumed that the sequentially collected observations are responses to treatments selected…

Statistics Theory · Mathematics 2024-06-24 Yanglei Song , Georgios Fellouris

A game is introduced to study the effect of privacy in strategic communication between well-informed senders and a receiver. The receiver wants to accurately estimate a random variable. The sender, however, wants to communicate a message…

Computer Science and Game Theory · Computer Science 2015-09-21 Farhad Farokhi , Girish Nair

We present a differentially private mechanism to display statistics (e.g., the moving average) of a stream of real valued observations where the bound on each observation is either too conservative or unknown in advance. This is…

Cryptography and Security · Computer Science 2018-11-09 Victor Perrier , Hassan Jameel Asghar , Dali Kaafar

An attacker can gain information of a user by analyzing its network traffic. The size of transferred data leaks information about the file being transferred or the service being used, and this is particularly revealing when the attacker has…

Cryptography and Security · Computer Science 2022-09-12 Sebastian Simon , Cezara Petrui , Carlos Pinzón , Catuscia Palamidessi

Decentralized stochastic optimization is the basic building block of modern collaborative machine learning, distributed estimation and control, and large-scale sensing. Since involved data usually contain sensitive information like user…

Machine Learning · Computer Science 2022-05-10 Yongqiang Wang , H. Vincent Poor

We study online change point detection problems under the constraint of local differential privacy (LDP) where, in particular, the statistician does not have access to the raw data. As a concrete problem, we study a multivariate…

Statistics Theory · Mathematics 2021-10-22 Thomas Berrett , Yi Yu

Various modern and highly popular applications make use of user data traces in order to offer specific services, often for the purpose of improving the user's experience while using such applications. However, even when user data is…

Information Theory · Computer Science 2019-02-19 Nazanin Takbiri , Dennis L. Goeckel , Amir Houmansadr , Hossein Pishro-Nik

Assume that there are multiple data streams (channels, sensors) and in each stream the process of interest produces generally dependent and non-identically distributed observations. When the process is in a normal mode (in-control), the…

Statistics Theory · Mathematics 2018-07-25 Alexander Tartakovsky

Differential privacy is a notion of privacy that has become very popular in the database community. Roughly, the idea is that a randomized query mechanism provides sufficient privacy protection if the ratio between the probabilities of two…

Information Theory · Computer Science 2010-12-22 Mário S. Alvim , Konstantinos Chatzikokolakis , Pierpaolo Degano , Catuscia Palamidessi

We develop formal privacy mechanisms for releasing statistics from data with many outlying values, such as income data. These mechanisms ensure that a per-record differential privacy guarantee degrades slowly in the protected records'…

Cryptography and Security · Computer Science 2025-05-05 Brian Finley , Anthony M Caruso , Justin C Doty , Ashwin Machanavajjhala , Mikaela R Meyer , David Pujol , William Sexton , Zachary Terner

Pathways of diffusion observed in real-world systems often require stochastic processes going beyond first-order Markov models, as implicitly assumed in network theory. In this work, we focus on second-order Markov models, and derive an…

Physics and Society · Physics 2014-01-03 Renaud Lambiotte , Vsevolod Salnikov , Martin Rosvall

Information leakage in Wyner's wiretap channel model is usually defined as the mutual information between the secret message and the eavesdropper's received signal. We define a new quantity called "conditional information leakage given the…

Information Theory · Computer Science 2019-01-28 Yutaka Jitsumatsu , Ukyo Michiwaki , Yasutada Oohama

Big data is a term used for a very large data sets that have many difficulties in storing and processing the data. Analysis this much amount of data will lead to information loss. The main goal of this paper is to share data in a way that…

Cryptography and Security · Computer Science 2018-08-14 Jalpesh Vasa , Panthini Modi

This paper addresses the challenge of privacy preservation for statistical inputs in dynamical systems. Motivated by an autonomous building application, we formulate a privacy preservation problem for statistical inputs in linear…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Le Liu , Yu Kawano , Ming Cao

The problem of estimating a parameter in the drift coefficient is addressed for $N$ discretely observed independent and identically distributed stochastic differential equations (SDEs). This is done considering additional constraints,…

Statistics Theory · Mathematics 2024-10-17 Chiara Amorino , Arnaud Gloter , Hélène Halconruy

This paper proposes a measurement approach for estimating the privacy leakage from Intrusion Detection System (IDS) alarms. Quantitative information flow analysis is used to build a theoretical model of privacy leakage from IDS rules, based…

Cryptography and Security · Computer Science 2013-08-27 Nils Ulltveit-Moe , Vladimir Oleshchuk