14 accepted papers
This paper considers adaptive radar electronic counter-counter measures (ECCM) to mitigate ECM by an adversarial jammer. Our ECCM approach models the jammer-radar interaction as a Principal Agent Problem (PAP), a popular economics framework for interaction between two entities with an information im…
Suppose L simultaneous independent stochastic systems generate observations, where the observations from each system depend on the underlying parameter of that system. The observations are unlabeled (anonymized), in the sense that an analyst does not know which observation came from which stochastic…
Consider a target being tracked by a cognitive radar network. If the target can intercept some radar network emissions, how can it detect coordination among the radars? By 'coordination' we mean that the radar emissions satisfy Pareto optimality with respect to multiobjective optimization over each…
In this paper, we exploit the spiked covariance structure of the clutter plus noise covariance matrix for adaptive radar signal processing. Using state-of-the-art techniques from mathematical finance and high dimensional statistics we propose a non-linear shrinkage-based rotation invariant spiked co…
We study how a cognitive radar can mask (hide) its cognitive ability from an adversarial jamming device. Specifically, if the radar optimally adapts its waveform based on adversarial target maneuvers (probes), how should the radar choose its waveform parameters (response) so that its utility functio…
This paper presents and analyzes constant step size stochastic gradient algorithms in reproducing kernel Hilbert Space (RKHS), which encapsulates various adaptive nonlinear interpolation schemes. The hyperparameters of the function iterates are updated via a distribution that depends on the estimate…
In behavioral economics, anticipatory agents make decisions by taking into account the probability of future decisions (plans). We consider the interaction between anticipatory agents and statistical detection. A sensing device records the decisions of an anticipatory agent. Given these decisions, h…
This paper deals with the modeling and estimation of the sociological phenomena called segregation in social networks. Specifically, we present a novel community-based graph model that represent segregation as a Markov bridge process. A Markov bridge is a one-dimensional Markov random field that fac…
Can the parameters of a hidden Markov model (HMM) be estimated from a single sweep through the observations – and additionally, without being trapped at a local optimum in the likelihood surface? That is the premise of recent method of moments algorithms devised for HMMs. In these, correlations betw…
We consider fixed-interval smoothing problems for counter-adversarial autonomous systems. An adversary deploys an autonomous filtering and control system that i) measures our current state via a noisy sensor, ii) computes a posterior estimate (belief) and iii) takes an action that we can observe. Ba…
This paper considers the problem of detecting changes in utility maximizing behaviour of agents in online social media. Such changes in utility maximizing behaviour in online social media occur due to the effect of marketing, advertising, or changes in ground truth. In contrast to traditional signal…
This paper considers a number of related inverse filtering problems for hidden Markov models (HMMs). In particular, given a sequence of state posteriors and the system dynamics; i) estimate the corresponding sequence of observations, ii) estimate the observation likelihoods, and iii) jointly estimat…
In this paper, a novel mode-driven switching state space approach is proposed for the joint tracking and recognition of gestural commands. Gestures are modeled as spatio-temporal patterns comprised of syntactic sub-units called gesturelets. These gesturelets are directional vectors modulating a swit…
This work considers the problem of optimal liquidation of a single risky asset portfolio as a denumerable Markov Decision Processes (MDP) control problem. The model is defined over discrete time, state, and action sets, and the optimal liquidation strategy is the solution to Bellman's equation. It i…