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Joint Hacking and Latent Hazard Rate Estimation

Published 21 Nov 2016 in stat.AP | (1611.06843v1)

Abstract: In this paper we describe an algorithm for predicting the websites at risk in a long range hacking activity, while jointly inferring the provenance and evolution of vulnerabilities on websites over continuous time. Specifically, we use hazard regression with a time-varying additive hazard function parameterized in a generalized linear form. The activation coefficients on each feature are continuous-time functions constrained with total variation penalty inspired by hacking campaigns. We show that the optimal solution is a 0th order spline with a finite number of adaptively chosen knots, and can be solved efficiently. Experiments on real data show that our method significantly outperforms classic methods while providing meaningful interpretability.

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