Pooling data across markets in dynamic Markov games

This paper proposes several statistical tests for finite state Markov games to examine whether data from distinct markets can be pooled. We formulate homogeneity tests of (i) the conditional choice and state transition probabilities, (ii) the steady-state distribution, and (iii) the conditional state distribution given an initial state. The null hypotheses of these homogeneity tests are necessary conditions (or maintained assumptions) for poolability of the data. Thus rejections of these null imply that the data cannot be pooled across markets. Acceptances of these null are considered as supporting evidences for the maintained assumptions of estimation using pooled data. In a Monte Carlo study we find that the test based on the steady-state distribution performs well and has high powereven with small numbers of markets and time periods. We apply the tests to the empirical study of Ryan (2012) that analyzes dynamics of the U.S. Portland Cement industry and assess if the data across markets can be pooled

Information-theoretic Reasoning in Distributed and Autonomous Systems

The increasing prevalence of distributed and autonomous systems is transforming decision making in industries as diverse as agriculture, environmental monitoring, and healthcare. Despite significant efforts, challenges remain in robustly planning under uncertainty. In this thesis, we present a number of information-theoretic decision rules for improving the analysis and control of complex adaptive systems. We begin with the problem of quantifying the data storage (memory) and transfer (communication) within information processing systems. We develop an information-theoretic framework to study nonlinear interactions within cooperative and adversarial scenarios, solely from observations of each agent's dynamics. This framework is applied to simulations of robotic soccer games, where the measures reveal insights into team performance, including correlations of the information dynamics to the scoreline. We then study the communication between processes with latent nonlinear dynamics that are observed only through a filter. By using methods from differential topology, we show that the information-theoretic measures commonly used to infer communication in observed systems can also be used in certain partially observed systems. For robotic environmental monitoring, the quality of data depends on the placement of sensors. These locations can be improved by either better estimating the quality of future viewpoints or by a team of robots operating concurrently. By robustly handling the uncertainty of sensor model measurements, we are able to present the first end-to-end robotic system for autonomously tracking small dynamic animals, with a performance comparable to human trackers. We then solve the issue of coordinating multi-robot systems through distributed optimisation techniques. These allow us to develop non-myopic robot trajectories for these tasks and, importantly, show that these algorithms provide guarantees for convergence rates to the optimal payoff sequence

Universal Privacy Gurantees for Smart Meters

Smart meters (SMs) provide advanced monitoring of consumer energy usage, thereby enabling optimized management and control of electricity distribution systems. Unfortunately, the data collected by SMs can reveal information about consumer activity, such as the times at which they run individual appliances. Two approaches have been proposed to tackle the privacy threat posed by such information leakage. One strategy involves manipulating user data before sending it to the utility provider (UP); this approach improves privacy at the cost of reducing the operational insight provided by the SM data to the UP. The alternative strategy employs rechargeable batteries or local energy sources at each consumer site to try decouple energy usage from energy requests. This thesis investigates the latter approach. Understanding the privacy implications of any strategy requires an appropriate privacy metric. A variety of metrics are used to study privacy in energy distribution systems. These include statistical distance metrics, differential privacy, distortion metrics, maximal leakage, maximal $\alpha$-leakage and information measures like mutual information. We here use mutual information to measure privacy both because its well understood fundamental properties and because it provides a useful bridge to adjacent fields such as hypothesis testing, estimation, and statistical or machine learning. Privacy leakage under mutual information measures has been studied under a variety of assumptions on the energy consumption of the user with a strong focus on i.i.d. and some exploration of markov processes. Since user energy consumption may be non-stationary, here we seek privacy guarantees that apply for general random process models of energy consumption. Moreover, we impose finite capacity bounds on batteries and include the price of the energy requested from the grid, thus minimizing the information leakage subject to a bound on the resulting energy bill. To that aim we model the energy management unit (EMU) as a deterministic finite-state channel, and adapt the Ahlswede-Kaspi coding strategy proposed for permuting channels to the SM privacy setting. Within this setting, we derive battery policies providing privacy guarantees that hold for any bounded process modelling the energy consumption of the user, including non-ergodic and non-stationary processes. These guarantees are also presented for bounded processes with a known expected average consumption. The optimality of the battery policy is characterized by presenting the probability law of a random process that is tight with respect to the upper bound. Moreover, we derive single letter bounds characterizing the privacy-cost trade off in the presence of variable market price. Finally it is shown that the provided results hold for mutual information, maximal leakage, maximal-alpha leakage and the Arimoto and Sibson channel capacity

Identification and Classification of Player Types in Massive Multiplayer Online Games using Avatar Behavior

The purpose of our research is to develop an improved methodology for classifying players (identifying deviant players such as terrorists) through multivariate analysis of data from avatar characteristics and behaviors in massive multiplayer online games (MMOGs). To build our classification models, we developed three significant enhancements to the standard Generalized Regression Neural Networks (GRNN) modeling method. The first enhancement is a feature selection technique based on GRNNs, allowing us to tailor our feature set to be best modeled by GRNNs. The second enhancement is a hybrid GRNN which allows each feature to be modeled by a GRNN tailored to its data type. The third enhancement is a spread estimation technique for large data sets that is faster than exhaustive searches, yet more accurate than a standard heuristic. We applied our new techniques to a set of data from the MMOG, Everquest II, to identify deviant players (\u27gold farmers\u27). The identification of gold farmers is similar to labeling terrorists in that the ratio of gold farmer to standard player is extremely small, and the in-game behaviors for a gold farmer have detectable differences from a standard player. Our results were promising given the difficulty of the classification process, primarily the extremely unbalanced data set with a small number of observations from the class of interest. As a screening tool our method identifies a significantly reduced set of avatars and associated players with a much improved probability of containing a number of players displaying deviant behaviors. With further efforts at improving computing efficiencies to allow inclusion of additional features and observations with our framework, we expect even better results