A Martingale framework for trust
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| Description: |
Hajek, B (Illinois Urbana-Champaign)
Monday 01 March 2010, 15:00-16:00 |
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| Created: | 2010-03-09 11:11 | ||
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| Collection: | Stochastic Processes in Communication Sciences | ||
| Publisher: | Isaac Newton Institute | ||
| Copyright: | Hajek, B | ||
| Language: | eng (English) | ||
| Distribution: |
World
(downloadable)
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| Explicit content: | No | ||
| Aspect Ratio: | 4:3 | ||
| Screencast: | No | ||
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| Abstract: | It is well known that as information grows about a random variable, the conditional expectation of the random variable given the information evolves as a martingale. Therefore, martingales naturally arise in trust and reputation systems, which involve the evolution of trust or reputation with growing information. This work focuses on a particular decision problem - namely, which links to probe in a network, to assess the overall capability of the network. In essence, the decision maker is trying to establish the trustworthiness of a system by probing links within it. Each link is assumed to have a random binary state, fixed for all time, and when a link is probed the decision maker obtains a noisy observation of the link state. A particular example is probing links within a graph to determine whether the links with state one span the graph. The conditional state of each link is a martingale, and the conditional probability that the overall network state is good is also a martingale. Examples and preliminary analysis are described in this talk. |
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