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Abstract Hidden Markov Models: a monadic account of quantitative information flow

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 نشر من قبل Thorsten Wissmann
 تاريخ النشر 2017
  مجال البحث الهندسة المعلوماتية
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Hidden Markov Models, HMMs, are mathematical models of Markov processes with state that is hidden, but from which information can leak. They are typically represented as 3-way joint-probability distributions. We use HMMs as denotations of probabilistic hidden-state sequential programs: for that, we recast them as `abstract HMMs, computations in the Giry monad $mathbb{D}$, and we equip them with a partial order of increasing security. However to encode the monadic type with hiding over some state $mathcal{X}$ we use $mathbb{D}mathcal{X}to mathbb{D}^2mathcal{X}$ rather than the conventional $mathcal{X}{to}mathbb{D}mathcal{X}$ that suffices for Markov models whose state is not hidden. We illustrate the $mathbb{D}mathcal{X}to mathbb{D}^2mathcal{X}$ construction with a small Haskell prototype. We then present uncertainty measures as a generalisation of the extant diversity of probabilistic entropies, with characteristic analytic properties for them, and show how the new entropies interact with the order of increasing security. Furthermore, we give a `backwards uncertainty-transformer semantics for HMMs that is dual to the `forwards abstract HMMs - it is an analogue of the duality between forwards, relational semantics and backwards, predicate-transformer semantics for imperative programs with demonic choice. Finally, we argue that, from this new denotational-semantic viewpoint, one can see that the Dalenius desideratum for statistical databases is actually an issue in compositionality. We propose a means for taking it into account.



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