Visiting Cornell University

I’m currently visiting Prof. Vikram Krishnamurthy at Cornell University in Ithaca, New York. The purpose of the visit is to continue our line of research on inverse filtering problems that was initiated with our NIPS 2017 paper and that has continued in the papers [1, 2].

In these problems, the standard filtering problem

Given observations from a noisy sensor along with a system model, compute estimates of the system’s state.

is flipped to

Given estimates (or actions based on these) of the state, determine how accurate the sensors and system model are.

Why are such questions of importance? Inverse filtering problems are partly motivated by the design of counter-autonomous systems: given measurements of the actions of a sophisticated autonomous adversary, how can our counter-autonomous system estimate the underlying belief of the adversary, predict future actions and, therefore, guard against these actions? Answers to these questions have potential applications in a vast range of fields: (cyber-)security, finance, social networks, to name a few – for more, see this recent paper that discusses a number of motivational real-world examples and proposes a Bayesian framework to inverse filtering.