As much as software gets patched and updated from time to time, papers and theories develop and undergo an evolution, extensions and occasionally also corrections. As a big fan of scientific ethics and the Honkong principles on research integrity, opens an external URL in a new window, I list hereafter changes, updates and corrections that I either find myself or get told by others (which I also appreciate and acknowledge).

Errare humanum est, and may anyone cast the first stone, who is without sin. This is what escaped my eyes, as well as those of my collaborators and also the hard-working people doing scientific peer review.

Comments, Follow-up work and Supplementary material

For convenience of the reader, and also to easy playing around with variants of the implementation, we provide the full MATLAB code for the examples provided in Appendix B.1 of the work. It has been written and tested in Octave, opens an external URL in a new window, version 5.2.0.

Comments, Follow-up work, Updates and Corrections

For convenience of the reader, and also to easy playing around with variants of the implementation, we provide the full code of \(CutTheRope\) in \(R\), with some additional explanations inline in the code, and separately given here where more details may be needed: lines 2 until 27 are basically a preparation of the playground. We compile the graph from a collection of all routes in terms of numeric representatives, i.e., the circled numbers in Figure 1b from the paper. The action sets \(as1\) and \(as2\) for the defender and the attacker are computed from these sets likewise, excluding the \(target\) node as a trivial (winning) strategy for the attacker. The \(for\) loops in lines 27 and 28 merely iterate over all strategies for the defender and attacker, with the inner \(for\) loop over all adversary types (one per starting point; defined in line 20 of the code) is to evaluate the sum (equation (3) in the paper).

Line 29 just prepares an empty vector to take up the utility distribution \( U\) from eq. (2) in the paper later, and the variable \(path\) is the route along with the current adversary type works its way towards \(v_0\). The \( if\) in line 32 distinguishes two cases:

** Case 1:** The adversary (type) \(θ\) starts from a point on the \(j\)-th route, then we construct its utility by first reducing the path to the bit from \(θ\) until \(v_0\) (line 34), and second, evaluating a Poisson density for a random number \(D ∈ {0,1,2,…}\) of steps taken forward (line 34). This number of steps is limited by the total distance until \(v_0\), since the adversary won't take more steps than necessary to reach \(v_0\). Line 35 is then just the conditioning on "\(D ≤\) distance to \(v_0\)" which amounts to a humble renormalization of the density (line 35) evaluated only at the relevant points (line 34). Next, we *cut the rope* by determining whether the current defender's location

* Case 2:* The adversary \(θ\) is on a different route than the currently considered, in which case there is no contribution made to the sum (3) in the paper, simply because the term \(U(i,θ,λ)\) is undefined (the type \(θ\) attacker does not have the \(i\)-th strategy). Here, a slight technical issue arises, since we cannot plainly use a all-\(0\)-vector as a discrete distribution \(U\), as this would not be a proper distribution. We thus emulate the absence of a contribution to the utility by assigning a dominated utility distribution in that case, so that a \(⪯\)-maximizing attacker, even having the strategy \(i\) in its action space \(AS_2\), would never play that strategy (for it being strictly dominated). Our choice is the degenerate distribution putting mass 1 on the starting point (line 42). This effectively corresponds to the behavior of the attacker not moving at all (or moving back to the start), thus assigning zero probability in any equilibrium.

Having constructed the payoff for the type \(θ\) adversary, we add it to the overall payoff (eq. (3) in the paper) weighted by \( Pr_Θ(θ)= Theta[type]\). Once this is done for all adversary types, we go embody the utility distribution \(U′\) in an object suitable for the subsequent equilibrium computation (line 46), and add it to the payoff structure for the \(CutTheRope\) instance (line 47). The remaining lines 51 and 52 are then only the construction of the game object (by a call to \(mosg\)** **to construct a multi-objective security game), and computing a multi-goal security strategy (call to \(mgss\) in line 52).

Let us leave the technical details of how games are constructed for the\(HyRiM\) package aside, as those are of no interest for the moment. The parameters directly correspond to telling the system that we have a discrete distribution (\(discrete = TRUE\)), specified as a probability density function (\(type =\;"\!\!pdf\!"\)) supported on the set \(V\) (\(supp = range(V)\), by default assumed to be a set of consecutive integers). The remaining parameters are explained below, which the user may safely skip without loosing anything for the discussion of the resulting PBE.

By convention of the HyRiM package for R, opens an external URL in a new window, the support of an admissible \(lossDistribution\)** **density consists only of points having positive mass. The package depends on this to be satisfied, but our game construction will in many cases assign zero mass to some points in \(V\), since it cuts attack paths at the starting point \(θ\) and the defender's inspected location \(i\). We can bypass this technical requirement by smoothing the loss distribution \(U′\) with a Gaussian kernel of specified bandwidth \(bw\) to assign a little bit probability mass to all locations in all cases. This is the meaning of the two parameters** \(smoothing = \;" \!\!always\!", bw = 0.2\)**. From a game theoretic perspective, this is nothing else than the addition of a small "tremble" to the adversary's play: like in a *trembling hands equilibrium*, it merely means that we enforce mixed strategies, by assuming that no matter of whether the attacker intends to play \(j\), there is always a tiny chance to end up playing \(j'\)≠\(j\) with some likelihood \(ε>0\). This quantity is explicitly assigned by kernel smoothing within the \(HyRiM\) package, and letting \(ε → 0\) is the same as specifying a vanishing sequence of values for the parameter \(bw\) here.

Comments, Follow-up work, Updates and Corrections

**The package is availabe from the official CRAN repository, opens an external URL in a new window. The following is a list of updates and versions:**

**06.12.2022 (version 2.0.2)**

- CHANGE: updated manual pages by adding new (recent) literature references and revising explanations

**09.05.2022**

- CHANGE: fixed dependency on "orthopolynom", due to some checking issues with this package (published on cran.r-project.org/web/checks/check_results_orthopolynom.html), opens an external URL in a new window.

**09.06.2021 (version 2.0.1)**

- BUGFIX: added tolerance parameter "tol" to function mgss, to account for roundoff errors behind the 5th digit after the comma when solving the linear programs

**05.05.2021**

- BUGFIX: in some cases, numeric roundoff errors encountered internally in the constraints of the LPs made the linear programs infeasible. Added an optional tolerance parameter "tol", defaulting to zero for exact solutions, but usable to fix the roundoff errors if needed.

- CHANGE: replaced fictitious play to compute approximate security strategies by an exact algorithm using linear programming. This will be version 2.0.0 of the package, pending for release over CRAN. It is no longer downwards compatible regarding the function \(mgss\) to code using version 1.x.x. Thanks to Ali Alshawish and Vincent Bürgin for reporting the convergence issues with fictitious play that led to this change.
- FEATURE: added support for real-valued multi-criteria games that use lexicographically ordered payoffs.
- FEATURE: extended the function \(disappointmentRate\) to take matrix games over the reals and compute the disappointment rate directly for them, or for a given equilibrium therein.
- FEATURE: added convenience function for extraction and replacement of parts of a game's payoff structure (in the usual R-syntax \(x[i,j,..] <-\; replacement\), or \(x[i,j,k] \) for extraction).
- FEATURE: added an option \(cleanUp = FALSE\) to plot.mosg to retain the SVG file for subsequent use elsewhere (e.g., in papers)

- BUGFIX: error in \(moment\) function; thankfully submitted (with correction) by Ali Alshawish.

- FEATURE: added vignette paper (displayable via \(RShowDoc("\!\!vignette\!", type=\;"\!\!pdf\!", package=\;"\!\!\!HyRiM\!")\))

- BUGFIX: function \(mosg\) incorrectly handled the parameter setting \(byrow = FALSE\).
- BUGFIX: \(moment\) was on categorical distributions incorrectly using \( range\) rather than \(supp\).

- BUGFIX: games with numeric payoffs fail if one of the payoffs is an integer power of 10 (so that the internal distributions become degenerate in this case).
- BUGFIX: \(preference\) function incorrectly ignored all but the last goal.

- FEATURE: added "disappointment rate" function.

- BUGFIX: preference function returned wrong results for relations between numbers and distributions.

- BUGFIX: preference among discrete distributions with different ranges but equal support was occasionally computed incorrectly.

- FEATURE:\( plot.mosg\) now takes arguments xlim and ylim to make all plots comparable by identical axes ranges.
- BUGFIX: improvement to the implementation of density (now returns zero only for categories as they are specified; nothing more).
- BUGFIX: \(print.mosg\) did not list the goals by name (now does).
- BUGFIX: density, when applied to continuous distributions, returned zero for vector arguments in some occasions.

- BUGFIX: \(range\) now properly updated after smoothing a density (previously, the range was set based on the data, but not updated after smoothing, which caused errors when moments were computed (visible by warning messages)).
- FEATURE: if loss distributions with empty categories are supplied, the error now tells where the problem occurred in the game (row, column and goal).

Comments, Follow-up work, Updates and Corrections

The new version as of April 2020 is a refinement of the concept of a unique neighborhood network (UNN) towards distinguishing *weak* from *strong* UNNs, and with distinct algebraic conditions to classify the two types. The two classes lend themselves differently well to authentication matters, which motivated this refinement.

Comments, Follow-up work and Supplementary material

Throughout the text, the term "equilibrium" is to be understood as "lexicographic Nash equilibrium", as defined in this arxiv preprint, opens an external URL in a new window. A corresponding correction, opens an external URL in a new window has been uploaded on arxiv, opens an external URL in a new window, and been submitted to the journal, where it is currently pending for review and publication.

Comments, Follow-up work, Updates and Corrections

- Lemma 2.1 and Theorem 2.2 both need the additional hypothesis of \(f_1(a)≠f_2(a)\) at \(a=max(Ω)\) and with \(Ω\) being the union of both supports. (Thanks to Vincent Bürgin for pointing this out by providing a respective example). Since this condition is satisfiable by truncating the distributions at any smaller value \(a−ε\) for some \(ε>0\), Theorem 2.1 only asserts the invariance w.r.t. the ultrafilter on a dense subset of the whole space of probability distributions. See also the respectively updated preprint on arxiv, opens an external URL in a new window for more details.

Comments, Follow-up work, Updates and Corrections

Comments, Follow-up work, Updates and Corrections

Lemma 2.1 and Theorem 2.2 both need the additional hypothesis of \(f_1(a)≠f_2(a)\) at \(a=max(Ω)\) and with \(Ω\) being the union of both supports. (Thanks to Vincent Bürgin for pointing this out by providing a respective example). Since this condition is satisfiable by truncating the distributions at any smaller value \(a−ε\) for some \(ε>0\), Theorem 2.1 only asserts the invariance w.r.t. the ultrafilter on a dense subset of the whole space of probability distributions. See the correction to the paper uploaded on arxiv, opens an external URL in a new window, as well as a prior work preprint on arxiv, opens an external URL in a new window for more details.

Comments, Follow-up work, Updates and Corrections

Lemma 1 and Theorem 1 both need a more restricted set of distributions, requiring that for all densities \(f_1, f_2\) that \(f_1(a)≠f_2(a)\) at \(a=max(Ω)\) and with \(Ω\) being the union of both supports. (Thanks to Vincent Bürgin for pointing this out by providing a respective example). Since this condition is satisfiable by truncating the distributions at any smaller value \(a−ε\) for some \(ε>0\), Theorem 1 only asserts the invariance w.r.t. the ultrafilter on a dense subset of the whole space of probability distributions. See also the respectively updated preprint on arxiv, opens an external URL in a new window for more details. Theorem 2 is to be understood as asserting the existence of Nash equilibria inside the hyperreal numbers, i.e., the probabilities are themselves hyperreal and do not necessarily correspond (nor are convertible to) Nash equilibrium distributions expressed in real numbers.

Comments, Follow-up work, Updates and Corrections

- The system has been implemented and is freely available on github, opens an external URL in a new window, as well as running as a cloud service found here., opens an external URL in a new window.
- The implementation of pairings was anticipated in this past paper, but later was done slightly different in the actual implementation. In the paper, it was proposed as the declaration of its own data type, whereas the actual system now offers a built-in function \( TLPairing\) for that purpose. This is a small change to what the paper said.

Comments, Follow-up work, Updates and Corrections

The system has been implemented as an experimental prototype and is available on gituhb, opens an external URL in a new window.

Comments, Follow-up work, Updates and Corrections

The system has been implemented and is freely available on github, opens an external URL in a new window, as well as running as a cloud service found here., opens an external URL in a new window

Comments, Follow-up work, Updates and Corrections

In section II, the user inputs were modeled as Gaussian variables, whose variance should be \(\frac 1 3\left(\frac{i_{\max}-i_{\min}}2\right)\), and \(\frac 1 3\left(\frac{\ell_{\max}-\ell_{\min}}2\right)\), i.e., it should read \(\begin{align} X_I&\sim \mathcal{N}\left(\frac 1 2(i_{\max}+i_{\min}), \frac 1 3\Big(\frac 1 2 (i_{\max}-i_{\min})\Big)\right),\\ X_L&\sim \mathcal{N}\left(\frac 1 2(\ell_{\max}+\ell_{\min}), \frac 1 3\Big(\frac 1 2 (\ell_{\max}-\ell_{\min})\Big)\right) \end{align} \)

on page 3 of the paper. The same correction is also necessary in Section III.A in the opinion pooling method, with the implied changes to the pictures illustrating the method by examples. The error is only in the numbers, not in the concept, however.