FROM RISK ANALYSIS TO ADVERSARIAL RISK ANALYSIS
Reporter: David Ríos Insua
Lecture Schedule: Every Thursday from 13:00 to 14:00
Abstract: Many major current global challenges relatewith security issues, e.g. with respect to climate change, terrorism,cybersecurity or aviation safety. In this short course, we shall introduce someof the models that allow us to deal with such problems in a guided tour thatwill take us from risk analysis to adversarial risk analysis. Ideas will beillustrated with examples from aviation safety, national security,cybersecurity and adversarial machine learning. Some open problems will bepresented.
Syllabus
· Basicconcepts in risk and decision analysis.
· Belief and prereference modeling.
· Basicconcepts in non cooperative games.
· Aframework for risk analysis.
· Anexample from aviation safety.
· Aframework for adversarial risk analysis.
· Examplesfrom national security and cybersecurity.
· Anintroduction to adversarial machinelearning
References:
· S.French, D. Ríos (2000) Statistical Decision Theory, Arnold.
· D.Ríos, F. Ruggeri, M. Wiper (2012) Bayesian Analysis of Stochastic ProcessModels, Wiley.
· D.Banks, J. Ríos, D. Ríos (2015) Adversarial Risk Analysis, Taylor Francis.
· D. Ríos, R. Naveiro, V. Gallego,J. Poulos (2020) Adversarial Machine Learning: Perspectives from AdversarialRsik Analysis, arXiv:2003.03546