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We present new Bayesian methodology for consumer sales forecasting. With a focus on multi-step ahead forecasting of daily sales of many supermarket items, we adapt dynamic count mixture models to forecast individual customer transactions,…

Methodology · Statistics 2022-06-07 Lindsay R. Berry , Paul Helman , Mike West

We consider the optimization problem of a multi-resource, multi-unit VCG auction that produces an optimal, i.e., non-approximated, social welfare. We present an algorithm that solves this optimization problem with pseudo-polynomial…

Computer Science and Game Theory · Computer Science 2019-05-23 Liran Funaro , Orna Agmon Ben-Yehuda , Assaf Schuster

Approximate Bayesian computation (ABC) methods are standard tools for inferring parameters of complex models when the likelihood function is analytically intractable. A popular approach to improving the poor acceptance rate of the basic…

Methodology · Statistics 2025-01-27 Henri Pesonen , Jukka Corander

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

Quantum Physics · Physics 2020-07-08 Iordanis Kerenidis , Alessandro Luongo , Anupam Prakash

We consider the fundamental scenario where a single item is to be sold to one of two agents. Both agents draw their valuation for the item from the same probability distribution. However, only one of them submits a bid to the mechanism. The…

Computer Science and Game Theory · Computer Science 2025-08-26 Ioannis Caragiannis , Georgios Kalantzis

Data as a commodity has always been purchased and sold. Recently, web services that are data marketplaces have emerged that match data buyers with data sellers. So far there are no guidelines how to price queries against a database. We…

Computer Science and Game Theory · Computer Science 2015-08-26 Vasilis Syrgkanis , Johannes Gehrke

We study envy-free pricing mechanisms in matching markets with $m$ items and $n$ budget constrained buyers. Each buyer is interested in a subset of the items on sale, and she appraises at some single-value every item in her preference-set.…

Computer Science and Game Theory · Computer Science 2016-10-31 Riccardo Colini-Baldeschi , Stefano Leonardi , Qiang Zhang

Internet advertisers (buyers) repeatedly procure ad impressions from ad platforms (sellers) with the aim to maximize total conversion (i.e. ad value) while respecting both budget and return-on-investment (ROI) constraints for efficient…

Computer Science and Game Theory · Computer Science 2023-02-08 Negin Golrezaei , Patrick Jaillet , Jason Cheuk Nam Liang , Vahab Mirrokni

In the Demand Strip Packing problem (DSP), we are given a time interval and a collection of tasks, each characterized by a processing time and a demand for a given resource (such as electricity, computational power, etc.). A feasible…

Data Structures and Algorithms · Computer Science 2021-05-20 Waldo Gálvez , Fabrizio Grandoni , Afrouz Jabal Ameli , Kamyar Khodamoradi

We consider a recently introduced fair repetitive scheduling problem involving a set of clients, each asking for their associated job to be daily scheduled on a single machine across a finite planning horizon. The goal is to determine a job…

Data Structures and Algorithms · Computer Science 2026-01-01 Danny Hermelin , Danny Segev , Dvir Shabtay

We consider the problem of designing a revenue-maximizing auction for a single item, when the values of the bidders are drawn from a correlated distribution. We observe that there exists an algorithm that finds the optimal randomized…

Computer Science and Game Theory · Computer Science 2015-03-17 Shahar Dobzinski , Hu Fu , Robert Kleinberg

The Polytope Scheduling Problem (PSP) was introduced by Im, Kulkarni, and Munagala (JACM 2018) as a very general abstraction of resource allocation over time and captures many well-studied problems including classical unrelated machine…

Data Structures and Algorithms · Computer Science 2024-11-19 Sven Jäger , Alexander Lindermayr , Nicole Megow

In this paper, a mathematical negotiation mechanism is designed to minimize the negotiators' costs in a distributed procurement problem at two echelons of an automotive supply chain. The buyer's costs are procurement cost and shortage…

Multiagent Systems · Computer Science 2021-12-21 Zohreh Kaheh , Reza Baradaran Kazemzadeh , Ellips Masehian , Ali Husseinzadeh Kashan

Complements between goods - where one good takes on added value in the presence of another - have been a thorn in the side of algorithmic mechanism designers. On the one hand, complements are common in the standard motivating applications…

Computer Science and Game Theory · Computer Science 2012-05-21 Ittai Abraham , Moshe Babaioff , Shaddin Dughmi , Tim Roughgarden

We develop a novel mathematical programming approximation framework to tackle the stochastic knapsack problem. In this problem, the decision maker considers items for which either weights or values, or both, are random. The aim is to select…

Optimization and Control · Mathematics 2025-12-18 Roberto Rossi , Steven D. Prestwich , S. Armagan Tarim

In this paper, we study $k$-unit single sample prophet inequalities. A seller has $k$ identical, indivisible items to sell. A sequence of buyers arrive one-by-one, with each buyer's private value for the item, $X_i$, revealed to the seller…

Computer Science and Game Theory · Computer Science 2026-03-25 Pranav Nuti , Peter Westbrook

We consider a problem wherein jobs arrive at random times and assume random values. Upon each job arrival, the decision-maker must decide immediately whether or not to accept the job and gain the value on offer as a reward, with the…

Artificial Intelligence · Computer Science 2022-02-03 Danial Dervovic , Parisa Hassanzadeh , Samuel Assefa , Prashant Reddy

We study the capacitated $k$-facility location problem, in which we are given a set of clients with demands, a set of facilities with capacities and a constant number $k$. It costs $f_i$ to open facility $i$, and $c_{ij}$ for facility $i$…

Data Structures and Algorithms · Computer Science 2014-09-15 Karen Aardal , Pieter van den Berg , Dion Gijswijt , Shanfei Li

Generating good revenue is one of the most important problems in Bayesian auction design, and many (approximately) optimal dominant-strategy incentive compatible (DSIC) Bayesian mechanisms have been constructed for various auction settings.…

Computer Science and Game Theory · Computer Science 2020-08-07 Jing Chen , Bo Li , Yingkai Li , Pinyan Lu

Competitive equilibrium with equal income (CEEI) is considered one of the best mechanisms to allocate a set of items among agents fairly and efficiently. In this paper, we study the computation of CEEI when items are chores that are…

Computer Science and Game Theory · Computer Science 2021-07-20 Shant Boodaghians , Bhaskar Ray Chaudhury , Ruta Mehta