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Robustness of Hilbert space-valued stochastic volatility models
(2024-10) Benth, Fred Espen; Eyjolfsson, Heidar; Department of Engineering
AbstractIn this paper, we show that Hilbert space-valued stochastic models are robust with respect to perturbations, due to measurement or approximation errors, in the underlying volatility process. Within the class of stochastic-volatility-modulated Ornstein–Uhlenbeck processes, we quantify the error induced by the volatility in terms of perturbations in the parameters of the volatility process. We moreover study the robustness of the volatility process itself with respect to finite-dimensional approximations of the driving compound Poisson process and semigroup generator, respectively, when considering operator-valued Barndorff-Nielsen and Shephard stochastic volatility models. We also give results on square root approximations. In all cases, we provide explicit bounds for the induced error in terms of the approximation of the underlying parameter. We discuss some applications to robustness of prices of options on forwards and volatility.
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Where Do Core Thalamocortical Axons Terminate in Mammalian Neocortex When There Is No Cytoarchitecturally Distinct Layer 4?
(2024-07) Bhagwandin, Adhil; Molnár, Zoltán; Bertelsen, Mads F.; Karlsson, Karl; Alagaili, Abdulaziz N.; Bennett, Nigel C.; Hof, Patrick R.; Kaswera-Kyamakya, Consolate; Gilissen, Emmanuel; Jayakumar, Jaikishan; Manger, Paul R.; Department of Engineering
Although the mammalian cerebral cortex is most often described as a hexalaminar structure, there are cortical areas (primary motor cortex) and species (elephants, cetaceans, and hippopotami), where a cytoarchitecturally indistinct, or absent, layer 4 is noted. Thalamocortical projections from the core, or first order, thalamic system terminate primarily in layers 4/inner 3. We explored the termination sites of core thalamocortical projections in cortical areas and in species where there is no cytoarchitecturally distinct layer 4 using the immunolocalization of vesicular glutamate transporter 2, a known marker of core thalamocortical axon terminals, in 31 mammal species spanning the eutherian radiation. Several variations from the canonical cortical column outline of layer 4 and core thalamocortical inputs were noted. In shrews/microchiropterans, layer 4 was present, but many core thalamocortical projections terminated in layer 1 in addition to layers 4 and inner 3. In primate primary visual cortex, the sublaminated layer 4 was associated with a specialized core thalamocortical projection pattern. In primate primary motor cortex, no cytoarchitecturally distinct layer 4 was evident and the core thalamocortical projections terminated throughout layer 3. In the African elephant, cetaceans, and river hippopotamus, no cytoarchitecturally distinct layer 4 was observed and core thalamocortical projections terminated primarily in inner layer 3 and less densely in outer layer 3. These findings are contextualized in terms of cortical processing, perception, and the evolutionary trajectory leading to an indistinct or absent cortical layer 4.
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Multi-SpacePhish : Extending the Evasion-space of Adversarial Attacks against Phishing Website Detectors Using Machine Learning
(2024-06-20) Yuan, Ying; Apruzzese, Giovanni; Conti, Mauro; Department of Computer Science
Existing literature on adversarial Machine Learning (ML) focuses either on showing attacks that break every ML model or defenses that withstand most attacks. Unfortunately, little consideration is given to the actual feasibility of the attack or the defense. Moreover, adversarial samples are often crafted in the "feature-space,"making the corresponding evaluations of questionable value. Simply put, the current situation does not allow one to estimate the actual threat posed by adversarial attacks, leading to a lack of secure ML systems.We aim to clarify such confusion in this article. By considering the application of ML for Phishing Website Detection (PWD), we formalize the "evasion-space,"in which an adversarial perturbation can be introduced to fool an ML-PWD-demonstrating that even perturbations in the "feature-space"are useful. Then, we propose a realistic threat model describing evasion attacks against ML-PWD that are cheap to stage, and hence intrinsically more attractive for real phishers. After that, we perform the first statistically validated assessment of state-of-The-Art ML-PWD against 12 evasion attacks. Our evaluation shows (i) the true efficacy of evasion attempts that are more likely to occur; and (ii) the impact of perturbations crafted in different evasion-spaces; our realistic evasion attempts induce a statistically significant degradation (3-10% at p< 0.05), and their cheap cost makes them a subtle threat. Notably, however, some ML-PWD are immune to our most realistic attacks (p = 0.22).Finally, as an additional contribution of this journal publication, we are the first to propose and empirically evaluate the intriguing case wherein an attacker introduces perturbations in multiple evasion-spaces at the same time. These new results show that simultaneously applying perturbations in the problem-and feature-space can cause a drop in the detection rate from 0.95 to 0.Our contribution paves the way for a much-needed re-Assessment of adversarial attacks against ML systems for cybersecurity.
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Model based smooth super-twisting control of cancer chemotherapy treatment
(2024-02) Rsetam, Kamal; Al-Rawi, Mohammad; Cao, Zhenwei; Alsadoon, Abeer; Wang, Lulu; Department of Engineering
Chemotherapy is one of the most efficient methods for treating cancer patients. Chemotherapy aims to eliminate cancer cells as thoroughly as possible. Delivering medications to patients’ bodies through various methods, either oral or intravenous is part of the chemotherapy process. Different cell-kill hypotheses take into account the interactions of the expansion of the tumor volume, external drugs, and the rate of their eradication. For the control of drug usage and tumor volume, a model based smooth super-twisting control (MBSSTC) is proposed in this paper. Firstly, three nonlinear cell-kill mathematical models are considered in this work, including the log-kill, Norton-Simon, and Emax hypotheses subject to parametric uncertainties and exogenous perturbations. In accordance with clinical recommendations, the tumor volume follows a predefined trajectory after chemotherapy. Secondly, the MBSSTC is applied for the three cell-kill models to attain accurate trajectory tracking even in the presence of uncertainties and disturbances. Compared to conventional super-twisting control (STC), the non-smooth term is introduced in the proposed control to enhance the anti-disturbance capability. Finally, simulation comparisons are performed across the proposed MBSSTC, conventional STC, and proportional–integral (PI) control methods to show the effectiveness and merits of our designed control method.
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Permutations Avoiding Bipartite Partially Ordered Patterns Have a Regular Insertion Encoding
(2024) Bean, Christian; Nadeau, Émile; Pantone, Jay; Ulfarsson, Henning; Department of Computer Science
We prove that any class of permutations defined by avoiding a partially ordered pattern (POP) with height at most two has a regular insertion encoding and thus has a rational generating function. Then, we use Combinatorial Exploration to find combinatorial specifications and generating functions for hundreds of other permutation classes defined by avoiding a size 5 POP, allowing us to resolve several conjectures of Gao and Kitaev (2019) and of Chen and Lin (2024).

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