On Stochastic Modeling Applications to Cybersecurity: Loss, Attack, and Detection

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Description
The main objective of this work is to study novel stochastic modeling applications to cybersecurity aspects across three dimensions: Loss, attack, and detection. First, motivated by recent spatial stochastic models with cyber insurance applications, the first and second moments of

The main objective of this work is to study novel stochastic modeling applications to cybersecurity aspects across three dimensions: Loss, attack, and detection. First, motivated by recent spatial stochastic models with cyber insurance applications, the first and second moments of the size of a typical cluster of bond percolation on finite graphs are studied. More precisely, having a finite graph where edges are independently open with the same probability $p$ and a vertex $x$ chosen uniformly at random, the goal is to find the first and second moments of the number of vertices in the cluster of open edges containing $x$. Exact expressions for the first and second moments of the size distribution of a bond percolation cluster on essential building blocks of hybrid graphs: the ring, the path, the random star, and regular graphs are derived. Upper bounds for the moments are obtained by using a coupling argument to compare the percolation model with branching processes when the graph is the random rooted tree with a given offspring distribution and a given finite radius. Second, the Petri Net modeling framework for performance analysis is well established; extensions provide enough flexibility to examine the behavior of a permissioned blockchain platform in the context of an ongoing cyberattack via simulation. The relationship between system performance and cyberattack configuration is analyzed. The simulations vary the blockchain's parameters and network structure, revealing the factors that contribute positively or negatively to a Sybil attack through the performance impact of the system. Lastly, the denoising diffusion probabilistic models (DDPM) ability for synthetic tabular data augmentation is studied. DDPMs surpass generative adversarial networks in improving computer vision classification tasks and image generation, for example, stable diffusion. Recent research and open-source implementations point to a strong quality of synthetic tabular data generation for classification and regression tasks. Unfortunately, the present state of literature concerning tabular data augmentation with DDPM for classification is lacking. Further, cyber datasets commonly have highly unbalanced distributions complicating training. Synthetic tabular data augmentation is investigated with cyber datasets and performance of well-known metrics in machine learning classification tasks improve with augmentation and balancing.
Date Created
2023
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Combinatorial Inventions in Artificial Intelligence: Empirical Evidence and Implications for Science, Technology, and Organizations

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Description
Artificial Intelligence (AI) is a rapidly advancing field with the potential to impact every aspect of society, including the inventive practices of science and technology. The creation of new ideas, devices, or methods, commonly known as inventions, is typically viewed

Artificial Intelligence (AI) is a rapidly advancing field with the potential to impact every aspect of society, including the inventive practices of science and technology. The creation of new ideas, devices, or methods, commonly known as inventions, is typically viewed as a process of combining existing knowledge. To understand how AI can transform scientific and technological inventions, it is essential to comprehend how such combinatorial inventions have emerged in the development of AI.This dissertation aims to investigate three aspects of combinatorial inventions in AI using data-driven and network analysis methods. Firstly, how knowledge is combined to generate new scientific publications in AI; secondly, how technical com- ponents are combined to create new AI patents; and thirdly, how organizations cre- ate new AI inventions by integrating knowledge within organizational and industrial boundaries. Using an AI publication dataset of nearly 300,000 AI publications and an AI patent dataset of almost 260,000 AI patents granted by the United States Patent and Trademark Office (USPTO), this study found that scientific research related to AI is predominantly driven by combining existing knowledge in highly conventional ways, which also results in the most impactful publications. Similarly, incremental improvements and refinements that rely on existing knowledge rather than radically new ideas are the primary driver of AI patenting. Nonetheless, AI patents combin- ing new components tend to disrupt citation networks and hence future inventive practices more than those that involve only existing components. To examine AI organizations’ inventive activities, an analytical framework called the Combinatorial Exploitation and Exploration (CEE) framework was developed to measure how much an organization accesses and discovers knowledge while working within organizational and industrial boundaries. With a dataset of nearly 500 AI organizations that have continuously contributed to AI technologies, the research shows that AI organizations favor exploitative over exploratory inventions. However, local exploitation tends to peak within the first five years and remain stable, while exploratory inventions grow gradually over time. Overall, this dissertation offers empirical evidence regarding how inventions in AI have emerged and provides insights into how combinatorial characteristics relate to AI inventions’ quality. Additionally, the study offers tools to assess inventive outcomes and competence.
Date Created
2023
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Stochastic Maxwell’s Equations: Robust Reconstruction of Wave Dynamics from Sensor Data and Optimal Observation Time

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Description
This work presents a thorough analysis of reconstruction of global wave fields (governed by the inhomogeneous wave equation and the Maxwell vector wave equation) from sensor time series data of the wave field. Three major problems are considered. First, an

This work presents a thorough analysis of reconstruction of global wave fields (governed by the inhomogeneous wave equation and the Maxwell vector wave equation) from sensor time series data of the wave field. Three major problems are considered. First, an analysis of circumstances under which wave fields can be fully reconstructed from a network of fixed-location sensors is presented. It is proven that, in many cases, wave fields can be fully reconstructed from a single sensor, but that such reconstructions can be sensitive to small perturbations in sensor placement. Generally, multiple sensors are necessary. The next problem considered is how to obtain a global approximation of an electromagnetic wave field in the presence of an amplifying noisy current density from sensor time series data. This type of noise, described in terms of a cylindrical Wiener process, creates a nonequilibrium system, derived from Maxwell’s equations, where variance increases with time. In this noisy system, longer observation times do not generally provide more accurate estimates of the field coefficients. The mean squared error of the estimates can be decomposed into a sum of the squared bias and the variance. As the observation time $\tau$ increases, the bias decreases as $\mathcal{O}(1/\tau)$ but the variance increases as $\mathcal{O}(\tau)$. The contrasting time scales imply the existence of an ``optimal'' observing time (the bias-variance tradeoff). An iterative algorithm is developed to construct global approximations of the electric field using the optimal observing times. Lastly, the effect of sensor acceleration is considered. When the sensor location is fixed, measurements of wave fields composed of plane waves are almost periodic and so can be written in terms of a standard Fourier basis. When the sensor is accelerating, the resulting time series is no longer almost periodic. This phenomenon is related to the Doppler effect, where a time transformation must be performed to obtain the frequency and amplitude information from the time series data. To obtain frequency and amplitude information from accelerating sensor time series data in a general inhomogeneous medium, a randomized algorithm is presented. The algorithm is analyzed and example wave fields are reconstructed.
Date Created
2023
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Network Based Models of Opinion Formation: Consensus and Beyond

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Description
Understanding the evolution of opinions is a delicate task as the dynamics of how one changes their opinion based on their interactions with others are unclear.
Date Created
2021
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Mathematical Models of Opinion Dynamics

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Description
This dissertation consists of three papers about opinion dynamics. The first paper is in collaboration with Prof. Lanchier while the other two papers are individual works. Two models are introduced and studied analytically: the Deffuant model and the Hegselmann-Krause~(HK) model.

This dissertation consists of three papers about opinion dynamics. The first paper is in collaboration with Prof. Lanchier while the other two papers are individual works. Two models are introduced and studied analytically: the Deffuant model and the Hegselmann-Krause~(HK) model. The main difference between the two models is that the Deffuant dynamics consists of pairwise interactions whereas the HK dynamics consists of group interactions. Translated into graph, each vertex stands for an agent in both models. In the Deffuant model, two graphs are combined: the social graph and the opinion graph. The social graph is assumed to be a general finite connected graph where each edge is interpreted as a social link, such as a friendship relationship, between two agents. At each time step, two social neighbors are randomly selected and interact if and only if their opinion distance does not exceed some confidence threshold, which results in the neighbors' opinions getting closer to each other. The main result about the Deffuant model is the derivation of a positive lower bound for the probability of consensus that is independent of the size and topology of the social graph but depends on the confidence threshold, the choice of the opinion space and the initial distribution. For the HK model, agent~$i$ updates its opinion~$x_i$ by taking the average opinion of its neighbors, defined as the set of agents with opinion at most~$\epsilon$ apart from~$x_i$. Here,~$\epsilon > 0$ is a confidence threshold. There are two types of HK models: the synchronous and the asynchronous HK models. In the former, all the agents update their opinion simultaneously at each time step, whereas in the latter, only one agent is selected uniformly at random to update its opinion at each time step. The mixed model is a variant of the HK model in which each agent can choose its degree of stubbornness and mix its opinion with the average opinion of its neighbors. The main results of this dissertation about HK models show conditions under which the asymptotic stability holds or a consensus can be achieved, and give a positive lower bound for the probability of consensus and, in the one-dimensional case, an upper bound for the probability of consensus. I demonstrate the bounds for the probability of consensus on a unit cube and a unit interval.
Date Created
2021
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Segmentation and Classification of Melanoma

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Description
A skin lesion is a part of the skin which has an uncommon growth or appearance in comparison with the skin around it. While most are harmless, some can be warnings of skin cancer. Melanoma is the deadliest form of

A skin lesion is a part of the skin which has an uncommon growth or appearance in comparison with the skin around it. While most are harmless, some can be warnings of skin cancer. Melanoma is the deadliest form of skin cancer and its early detection in dermoscopic images is crucial and results in increase in the survival rate. The clinical ABCD (asymmetry, border irregularity, color variation and diameter greater than 6mm) rule is one of the most widely used method for early melanoma recognition. However, accurate classification of melanoma is still extremely difficult due to following reasons(not limited to): great visual resemblance between melanoma and non-melanoma skin lesions, less contrast difference between skin and the lesions etc. There is an ever-growing need of correct and reliable detection of skin cancers. Advances in the field of deep learning deems it perfect for the task of automatic detection and is very useful to pathologists as they aid them in terms of efficiency and accuracy. In this thesis various state of the art deep learning frameworks are used. An analysis of their parameters is done, innovative techniques are implemented to address the challenges faced in the tasks, segmentation, and classification in skin lesions.• Segmentation is task of dividing out regions of interest. This is used to only keep the ROI and separate it from its background. • Classification is the task of assigning the image a class, i.e., Melanoma(Cancer) and Nevus(Not Cancer). A pre-trained model is used and fine-tuned as per the needs of the given problem statement/dataset. Experimental results show promise as the implemented techniques reduce the false negatives rate, i.e., neural network is less likely to misclassify a melanoma.
Date Created
2021
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Modeling collective motion of complex systems using agent-based models & macroscopic models

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Description
The main objective of mathematical modeling is to connect mathematics with other scientific fields. Developing predictable models help to understand the behavior of biological systems. By testing models, one can relate mathematics and real-world experiments. To validate predictions numerically, one

The main objective of mathematical modeling is to connect mathematics with other scientific fields. Developing predictable models help to understand the behavior of biological systems. By testing models, one can relate mathematics and real-world experiments. To validate predictions numerically, one has to compare them with experimental data sets. Mathematical modeling can be split into two groups: microscopic and macroscopic models. Microscopic models described the motion of so-called agents (e.g. cells, ants) that interact with their surrounding neighbors. The interactions among these agents form at a large scale some special structures such as flocking and swarming. One of the key questions is to relate the particular interactions among agents with the overall emerging structures. Macroscopic models are precisely designed to describe the evolution of such large structures. They are usually given as partial differential equations describing the time evolution of a density distribution (instead of tracking each individual agent). For instance, reaction-diffusion equations are used to model glioma cells and are being used to predict tumor growth. This dissertation aims at developing such a framework to better understand the complex behavior of foraging ants and glioma cells.
Date Created
2019
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Optimal sampling for linear function approximation and high-order finite difference methods over complex regions

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Description
I focus on algorithms that generate good sampling points for function approximation. In 1D, it is well known that polynomial interpolation using equispaced points is unstable. On the other hand, using Chebyshev nodes provides both stable and highly accurate points

I focus on algorithms that generate good sampling points for function approximation. In 1D, it is well known that polynomial interpolation using equispaced points is unstable. On the other hand, using Chebyshev nodes provides both stable and highly accurate points for polynomial interpolation. In higher dimensional complex regions, optimal sampling points are not known explicitly. This work presents robust algorithms that find good sampling points in complex regions for polynomial interpolation, least-squares, and radial basis function (RBF) methods. The quality of these nodes is measured using the Lebesgue constant. I will also consider optimal sampling for constrained optimization, used to solve PDEs, where boundary conditions must be imposed. Furthermore, I extend the scope of the problem to include finding near-optimal sampling points for high-order finite difference methods. These high-order finite difference methods can be implemented using either piecewise polynomials or RBFs.
Date Created
2019
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Weak measure-valued solutions to a nonlinear conservation law modeling a highly re-entrant manufacturing system

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Description
The main part of this work establishes existence, uniqueness and regularity properties of measure-valued solutions of a nonlinear hyperbolic conservation law with non-local velocities. Major challenges stem from in- and out-fluxes containing nonzero pure-point parts which cause discontinuities of the

The main part of this work establishes existence, uniqueness and regularity properties of measure-valued solutions of a nonlinear hyperbolic conservation law with non-local velocities. Major challenges stem from in- and out-fluxes containing nonzero pure-point parts which cause discontinuities of the velocities. This part is preceded, and motivated, by an extended study which proves that an associated optimal control problem has no optimal $L^1$-solutions that are supported on short time intervals.

The hyperbolic conservation law considered here is a well-established model for a highly re-entrant semiconductor manufacturing system. Prior work established well-posedness for $L^1$-controls and states, and existence of optimal solutions for $L^2$-controls, states, and control objectives. The results on measure-valued solutions presented here reduce to the existing literature in the case of initial state and in-flux being absolutely continuous measures. The surprising well-posedness (in the face of measures containing nonzero pure-point part and discontinuous velocities) is directly related to characteristic features of the model that capture the highly re-entrant nature of the semiconductor manufacturing system.

More specifically, the optimal control problem is to minimize an $L^1$-functional that measures the mismatch between actual and desired accumulated out-flux. The focus is on the transition between equilibria with eventually zero backlog. In the case of a step up to a larger equilibrium, the in-flux not only needs to increase to match the higher desired out-flux, but also needs to increase the mass in the factory and to make up for the backlog caused by an inverse response of the system. The optimality results obtained confirm the heuristic inference that the optimal solution should be an impulsive in-flux, but this is no longer in the space of $L^1$-controls.

The need for impulsive controls motivates the change of the setting from $L^1$-controls and states to controls and states that are Borel measures. The key strategy is to temporarily abandon the Eulerian point of view and first construct Lagrangian solutions. The final section proposes a notion of weak measure-valued solutions and proves existence and uniqueness of such.

In the case of the in-flux containing nonzero pure-point part, the weak solution cannot depend continuously on the time with respect to any norm. However, using semi-norms that are related to the flat norm, a weaker form of continuity of solutions with respect to time is proven. It is conjectured that also a similar weak continuous dependence on initial data holds with respect to a variant of the flat norm.
Date Created
2019
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Rigorous Proofs of Old Conjectures and New Results for Stochastic Spatial Models in Econophysics

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Description
This dissertation examines six different models in the field of econophysics using interacting particle systems as the basis of exploration. In each model examined, the underlying structure is a graph G = (V , E ), where each x ∈

This dissertation examines six different models in the field of econophysics using interacting particle systems as the basis of exploration. In each model examined, the underlying structure is a graph G = (V , E ), where each x ∈ V represents an individual who is characterized by the number of coins in her possession at time t. At each time step t, an edge (x, y) ∈ E is chosen at random, resulting in an exchange of coins between individuals x and y according to the rules of the model. Random variables ξt, and ξt(x) keep track of the current configuration and number of coins individual x has at time t respectively. Of particular interest is the distribution of coins in the long run. Considered first are the uniform reshuffling model, immediate exchange model and model with saving propensity. For each of these models, the number of coins an individual can have is nonnegative and the total number of coins in the system is conserved for all time. It is shown here that the distribution of coins converges to the exponential distribution, gamma distribution and a pseudo gamma distribution respectively. The next two models introduce debt, however, the total number of coins again remains fixed. It is shown here that when there is an individual debt limit, the number of coins per individual converges to a shifted exponential distribution. Alternatively, when a collective debt limit is imposed on the whole population, a heuristic argument is given supporting the conjecture that the distribution of coins converges to an asymmetric Laplace distribution. The final model considered focuses on the effect of cooperation on a population. Unlike the previous models discussed here, the total number of coins in the system at any given time is not bounded and the process evolves in continuous time rather than in discrete time. For this model, death of an individual will occur if they run out of coins. It is shown here that the survival probability for the population is impacted by the level of cooperation along with how productive the population is as whole.
Date Created
2019
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