An optimal attack on Gaussian conditional inference is a weighted quadratic program whose convexity can be read off from eigenvalue bounds, with a Bayesian expectation version for attackers with partial knowledge.
, author Boyd, S
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Indiscriminate Disruption of Conditional Inference on Multivariate Gaussians
An optimal attack on Gaussian conditional inference is a weighted quadratic program whose convexity can be read off from eigenvalue bounds, with a Bayesian expectation version for attackers with partial knowledge.