Search Results for author: Vikram Krishnamurthy

Found 43 papers, 3 papers with code

Fast and Consistent Learning of Hidden Markov Models by Incorporating Non-Consecutive Correlations

no code implementations ICML 2020 Robert Mattila, Cristian Rojas, Eric Moulines, Vikram Krishnamurthy, Bo Wahlberg

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?

Time Series Time Series Analysis

Fisher Information Approach for Masking the Sensing Plan: Applications in Multifunction Radars

no code implementations24 Mar 2024 Shashwat Jain, Vikram Krishnamurthy, Muralidhar Rangaswamy, Bosung Kang, Sandeep Gogineni

How to design a Markov Decision Process (MDP) based radar controller that makes small sacrifices in performance to mask its sensing plan from an adversary?

Controlling Federated Learning for Covertness

no code implementations17 Aug 2023 Adit Jain, Vikram Krishnamurthy

The problem of controlling the stochastic gradient algorithm for covert optimization is modeled as a Markov decision process, and we show that the dynamic programming operator has a supermodular structure implying that the optimal policy has a monotone threshold structure.

Federated Learning

Fréchet Statistics Based Change Point Detection in Multivariate Hawkes Process

no code implementations13 Aug 2023 Rui Luo, Vikram Krishnamurthy

This paper proposes a new approach for change point detection in causal networks of multivariate Hawkes processes using Frechet statistics.

Change Point Detection Point Processes

Statistical Detection of Coordination in a Cognitive Radar Network through Inverse Multi-objective Optimization

no code implementations18 Apr 2023 Luke Snow, Vikram Krishnamurthy

By 'coordination' we mean that the radar emissions satisfy Pareto optimality with respect to multi-objective optimization over the objective functions of each radar and a constraint on total network power output.

Finite-Sample Bounds for Adaptive Inverse Reinforcement Learning using Passive Langevin Dynamics

no code implementations18 Apr 2023 Luke Snow, Vikram Krishnamurthy

This paper provides a finite-sample analysis of a passive stochastic gradient Langevin dynamics algorithm (PSGLD) designed to achieve adaptive inverse reinforcement learning (IRL).

reinforcement-learning

Radar Clutter Covariance Estimation: A Nonlinear Spectral Shrinkage Approach

no code implementations4 Feb 2023 Shashwat Jain, Vikram Krishnamurthy, Muralidhar Rangaswamy, Bosung Kang, Sandeep Gogineni

We demonstrate that the computation time for the estimation by the proposed algorithm is less than the RCML-EL algorithm with identical Signal to Clutter plus Noise (SCNR) performance.

Adaptive ECCM for Mitigating Smart Jammers

no code implementations5 Dec 2022 Kunal Pattanayak, Shashwat Jain, Vikram Krishnamurthy, Chris Berry

This paper considers adaptive radar electronic counter-counter measures (ECCM) to mitigate ECM by an adversarial jammer.

Identifying Coordination in a Cognitive Radar Network -- A Multi-Objective Inverse Reinforcement Learning Approach

no code implementations13 Nov 2022 Luke Snow, Vikram Krishnamurthy, Brian M. Sadler

This paper provides a novel multi-objective inverse reinforcement learning approach which allows for both detection of such Pareto optimal ('coordinating') behavior and subsequent reconstruction of each radar's utility function, given a finite dataset of radar network emissions.

reinforcement-learning Reinforcement Learning (RL)

How can a Radar Mask its Cognition?

no code implementations20 Oct 2022 Kunal Pattanayak, Vikram Krishnamurthy, Christopher Berry

We provide theoretical guarantees by ensuring the Type-I error probability of the adversary's detector exceeds a pre-defined level for a specified tolerance on the radar's performance loss.

Adaptive Filtering Algorithms for Set-Valued Observations -- Symmetric Measurement Approach to Unlabeled and Anonymized Data

no code implementations31 Aug 2022 Vikram Krishnamurthy

By exploiting that fact that the algebraic ring of multi-variable polynomials is a unique factorization domain over the ring of one-variable polynomials, we construct an adaptive filtering algorithm that yields a statistically consistent estimate of the underlying parameters.

Quickest Detection for Human-Sensor Systems using Quantum Decision Theory

no code implementations18 Aug 2022 Luke Snow, Vikram Krishnamurthy, Brian M. Sadler

In mathematical psychology, recent models for human decision-making use Quantum Decision Theory to capture important human-centric features such as order effects and violation of the sure-thing principle (total probability law).

Decision Making

Estimating Exposure to Information on Social Networks

no code implementations13 Jul 2022 Buddhika Nettasinghe, Kowe Kadoma, Mor Naaman, Vikram Krishnamurthy

The exact value of exposure to a piece of information is determined by two features: the structure of the underlying social network and the set of people who shared the piece of information.

Lyapunov based Stochastic Stability of a Quantum Decision System for Human-Machine Interaction

no code implementations24 May 2022 Luke Snow, Shashwat Jain, Vikram Krishnamurthy

We show via novel stochastic Lyapunov arguments how the Lindbladian dynamics of the quantum decision maker can be controlled to converge to a specific decision asymptotically.

Decision Making

Inverse-Inverse Reinforcement Learning. How to Hide Strategy from an Adversarial Inverse Reinforcement Learner

no code implementations22 May 2022 Kunal Pattanayak, Vikram Krishnamurthy, Christopher Berry

In this paper, we consider how an agent can hide its strategy and mitigate an adversarial IRL attack; we call this inverse IRL (I-IRL).

Reinforcement Learning (RL)

Lyapunov based Stochastic Stability of Human-Machine Interaction: A Quantum Decision System Approach

no code implementations31 Mar 2022 Luke Snow, Shashwat Jain, Vikram Krishnamurthy

We show via novel stochastic Lyapunov arguments how the Lindbladian dynamics of the quantum decision maker can be controlled to converge to a specific decision asymptotically.

Decision Making

Interval Dominance based Structural Results for Markov Decision Process

no code implementations20 Mar 2022 Vikram Krishnamurthy

We present several MDP examples where supermodularity does not hold, yet I holds, and so the optimal policy is monotone; these include sigmoidal rewards (arising in prospect theory for human decision making), bi-diagonal and perturbed bi-diagonal transition matrices (in optimal allocation problems).

Decision Making

How can a Cognitive Radar Mask its Cognition?

no code implementations16 Oct 2021 Kunal Pattanayak, Vikram Krishnamurthy, Christopher Berry

In turn, the radar deliberately chooses sub-optimal responses so that its utility function almost fails the utility maximization test, and hence, its cognitive ability is masked from the adversary.

Principal Agent Problem as a Principled Approach to Electronic Counter-Countermeasures in Radar

no code implementations8 Sep 2021 Anurag Gupta, Vikram Krishnamurthy

The main idea of this paper is to show that ECCM involving a radar and a jammer can be formulated as a principal-agent problem (PAP) - a problem widely studied in microeconomics.

Unifying Revealed Preference and Revealed Rational Inattention

no code implementations28 Jun 2021 Kunal Pattanayak, Vikram Krishnamurthy

Second, we exploit the unification result computationally to extend robustness measures for goodness-of-fit of revealed preference tests in the literature to revealed rational inattention.

Rationally Inattentive Utility Maximization for Interpretable Deep Image Classification

1 code implementation9 Feb 2021 Kunal Pattanayak, Vikram Krishnamurthy

Are deep convolutional neural networks (CNNs) for image classification explainable by utility maximization with information acquisition costs?

Classification Decision Making +2

Adaptive Non-reversible Stochastic Gradient Langevin Dynamics

no code implementations26 Sep 2020 Vikram Krishnamurthy, George Yin

It is well known that adding any skew symmetric matrix to the gradient of Langevin dynamics algorithm results in a non-reversible diffusion with improved convergence rate.

A Markov Decision Process Approach to Active Meta Learning

no code implementations10 Sep 2020 Bingjia Wang, Alec Koppel, Vikram Krishnamurthy

In supervised learning, we fit a single statistical model to a given data set, assuming that the data is associated with a singular task, which yields well-tuned models for specific use, but does not adapt well to new contexts.

Meta-Learning Scheduling

Adversarial Radar Inference: Inverse Tracking, Identifying Cognition and Designing Smart Interference

no code implementations1 Aug 2020 Vikram Krishnamurthy, Kunal Pattanayak, Sandeep Gogineni, Bosung Kang, Muralidhar Rangaswamy

The levels of abstraction range from smart interference design based on Wiener filters (at the pulse/waveform level), inverse Kalman filters at the tracking level and revealed preferences for identifying utility maximization at the systems level.

Langevin Dynamics for Adaptive Inverse Reinforcement Learning of Stochastic Gradient Algorithms

no code implementations20 Jun 2020 Vikram Krishnamurthy, George Yin

Inverse reinforcement learning (IRL) aims to estimate the reward function of optimizing agents by observing their response (estimates or actions).

reinforcement-learning Reinforcement Learning (RL)

Quickest Change Detection of Time Inconsistent Anticipatory Agents. Human-Sensor and Cyber-Physical Systems

no code implementations23 Mar 2020 Vikram Krishnamurthy

Given these decisions, how can the sensing device achieve quickest detection of a change in the anticipatory system?

Change Detection Decision Making

Adversarial Radar Inference. From Inverse Tracking to Inverse Reinforcement Learning of Cognitive Radar

no code implementations22 Feb 2020 Vikram Krishnamurthy

Cognitive sensing refers to a reconfigurable sensor that dynamically adapts its sensing mechanism by using stochastic control to optimize its sensing resources.

Reinforcement Learning (RL) Stochastic Optimization

Identifying Cognitive Radars -- Inverse Reinforcement Learning using Revealed Preferences

no code implementations1 Dec 2019 Vikram Krishnamurthy, Daniel Angley, Robin Evans, William Moran

(ii) How to construct a statistical test for detecting a cognitive radar (constrained utility maximization) when we observe the radar's actions in noise or the radar observes our probe signal in noise?

reinforcement-learning Reinforcement Learning (RL) +2

Rationally Inattentive Inverse Reinforcement Learning Explains YouTube Commenting Behavior

2 code implementations24 Oct 2019 William Hoiles, Vikram Krishnamurthy, Kunal Pattanayak

We consider a novel application of inverse reinforcement learning with behavioral economics constraints to model, learn and predict the commenting behavior of YouTube viewers.

Clustering reinforcement-learning +1

Maximum Likelihood Estimation of Power-law Degree Distributions via Friendship Paradox based Sampling

no code implementations1 Aug 2019 Buddhika Nettasinghe, Vikram Krishnamurthy

Although power-law degree distributions are ubiquitous in nature, the widely used parametric methods for estimating them (e. g. linear regression on double-logarithmic axes, maximum likelihood estimation with uniformly sampled nodes) suffer from the large variance introduced by the lack of data-points from the tail portion of the power-law degree distribution.

Social and Information Networks Data Analysis, Statistics and Probability Physics and Society

Friendship Paradox Biases Perceptions in Directed Networks

1 code implementation13 May 2019 Nazanin Alipourfard, Buddhika Nettasinghe, Andres Abeliuk, Vikram Krishnamurthy, Kristina Lerman

For example, in an online network of a social media platform, the number of people who mention a topic in their posts---i. e., its global popularity---can be dramatically different from how people see it in their social feeds---i. e., its perceived popularity---where the feeds aggregate their friends' posts.

Social and Information Networks Physics and Society

Inverse Filtering for Hidden Markov Models

no code implementations NeurIPS 2017 Robert Mattila, Cristian Rojas, Vikram Krishnamurthy, Bo Wahlberg

This paper considers a number of related inverse filtering problems for hidden Markov models (HMMs).

Syntactic Enhancement to VSIMM for Roadmap Based Anomalous Trajectory Detection: A Natural Language Processing Approach

no code implementations10 Nov 2016 Vikram Krishnamurthy, Sijia Gao

In this paper, we generalize earlier work by considering a constrained stochastic context free grammar (CSCFG) for modeling patterns confined to a roadmap.

Reinforcement Learning and Nonparametric Detection of Game-Theoretic Equilibrium Play in Social Networks

no code implementations11 Dec 2014 Omid Namvar Gharehshiran, William Hoiles, Vikram Krishnamurthy

This paper studies two important signal processing aspects of equilibrium behavior in non-cooperative games arising in social networks, namely, reinforcement learning and detection of equilibrium play.

reinforcement-learning Reinforcement Learning (RL)

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