Academic Journal

Indiscriminate disruption of conditional inference on multivariate Gaussians

Bibliographic Details
Title: Indiscriminate disruption of conditional inference on multivariate Gaussians
Authors: William N. Caballero, Matthew LaRosa, Alexander A. Fisher, Vahid Tarokh
Source: European Journal of Operational Research. 327:191-202
Publication Status: Preprint
Publisher Information: Elsevier BV, 2025.
Publication Year: 2025
Subject Terms: FOS: Computer and information sciences, Computer Science - Machine Learning, Computer Science - Cryptography and Security, Statistics - Machine Learning, Machine Learning (stat.ML), Applications (stat.AP), Statistics - Applications, Cryptography and Security (cs.CR), Machine Learning (cs.LG)
Description: The multivariate Gaussian distribution underpins myriad operations-research, decision-analytic, and machine-learning models (e.g., Bayesian optimization, Gaussian influence diagrams, and variational autoencoders). However, despite recent advances in adversarial machine learning (AML), inference for Gaussian models in the presence of an adversary is notably understudied. Therefore, we consider a self-interested attacker who wishes to disrupt a decisionmaker's conditional inference and subsequent actions by corrupting a set of evidentiary variables. To avoid detection, the attacker also desires the attack to appear plausible wherein plausibility is determined by the density of the corrupted evidence. We consider white- and grey-box settings such that the attacker has complete and incomplete knowledge about the decisionmaker's underlying multivariate Gaussian distribution, respectively. Select instances are shown to reduce to quadratic and stochastic quadratic programs, and structural properties are derived to inform solution methods. We assess the impact and efficacy of these attacks in three examples, including, real estate evaluation, interest rate estimation and signals processing. Each example leverages an alternative underlying model, thereby highlighting the attacks' broad applicability. Through these applications, we also juxtapose the behavior of the white- and grey-box attacks to understand how uncertainty and structure affect attacker behavior.
30 pages, 6 figures; 4 tables
Document Type: Article
Language: English
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2025.06.011
DOI: 10.48550/arxiv.2411.14351
Access URL: http://arxiv.org/abs/2411.14351
Rights: Elsevier TDM
CC BY
Accession Number: edsair.doi.dedup.....f37f0367c8d550e992288ae9bf822da5
Database: OpenAIRE
Description
ISSN:03772217
DOI:10.1016/j.ejor.2025.06.011