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Posted price mechanisms (PPM) constitute one of the predominant practices to price goods in online marketplaces and their revenue guarantees have been a central object of study in the last decade. We consider a basic setting where the…

Optimization and Control · Mathematics 2021-08-24 José Correa , Dana Pizarro , Victor Verdugo

Encouraged by decision makers' appetite for future information on topics ranging from elections to pandemics, and enabled by the explosion of data and computational methods, model based forecasts have garnered increasing influence on a…

Applications · Statistics 2022-07-22 Carl Boettiger

We study the problem of designing replication-proof bandit mechanisms when agents strategically register or replicate their own arms to maximize their payoff. Specifically, we consider Bayesian agents who only know the distribution from…

Computer Science and Game Theory · Computer Science 2025-02-04 Suho Shin , Seyed A. Esmaeili , MohammadTaghi Hajiaghayi

Machine learning is often used in competitive scenarios: Participants learn and fit static models, and those models compete in a shared platform. The common assumption is that in order to win a competition one has to have the best…

Machine Learning · Computer Science 2018-03-14 Amin Khajehnejad , Shima Hajimirza

We study revenue maximization through sequential posted-price (SPP) mechanisms in single-dimensional settings with $n$ buyers and independent but not necessarily identical value distributions. We construct the SPP mechanisms by considering…

Computer Science and Game Theory · Computer Science 2021-01-11 Hedyeh Beyhaghi , Negin Golrezaei , Renato Paes Leme , Martin Pal , Balasubramanian Sivan

This note records a common threshold/surplus decomposition for single-threshold stopping rules in the classical prophet inequality. The same decomposition is used to certify several deterministic thresholds, including the median, half-mean,…

Probability · Mathematics 2026-05-28 Jiechen Zhang

A gambler walks into a hypothetical fair casino with a very real dollar bill, but by the time he leaves he's exchanged the dollar for a random amount of money. What is lost in the process? It may be that the gambler walks out at the end of…

Probability · Mathematics 2015-03-20 Paul Cuff , Thomas Cover , Gowtham Kumar , Lei Zhao

We provide new upper and lower bounds on the minimum possible ratio of the spectral and Frobenius norms of a (partially) symmetric tensor. In the particular case of general tensors our result recovers a known upper bound. For symmetric…

Functional Analysis · Mathematics 2024-03-05 Khazhgali Kozhasov , Josué Tonelli-Cueto

We introduce a way to parameterize automata and games on finite graphs with natural numbers. The parameters are accessed essentially by allowing counting down from the parameter value to 0 and branching depending on whether 0 has been…

Computer Science and Game Theory · Computer Science 2018-09-11 Arno Pauly

The problem of online matching with stochastic rewards is a generalization of the online bipartite matching problem where each edge has a probability of success. When a match is made it succeeds with the probability of the corresponding…

Data Structures and Algorithms · Computer Science 2022-05-12 Vineet Goyal , Rajan Udwani

A tight upper bound is given on the distribution of the maximum of a supermartingale. Specifically, it is shown that if $Y$ is a semimartingale with initial value zero and quadratic variation process $[Y,Y]$ such that $Y + [Y,Y]$ is a…

Probability · Mathematics 2014-08-15 Bruce Hajek

Constrained maximization of submodular functions poses a central problem in combinatorial optimization. In many realistic scenarios, a number of agents need to maximize multiple submodular objectives over the same ground set. We study such…

Data Structures and Algorithms · Computer Science 2024-07-22 Georgios Amanatidis , Georgios Birmpas , Philip Lazos , Stefano Leonardi , Rebecca Reiffenhäuser

The ``impossibility theorem'' -- which is considered foundational in algorithmic fairness literature -- asserts that there must be trade-offs between common notions of fairness and performance when fitting statistical models, except in two…

Machine Learning · Computer Science 2023-02-14 Andrew Bell , Lucius Bynum , Nazarii Drushchak , Tetiana Herasymova , Lucas Rosenblatt , Julia Stoyanovich

In frequently repeated matching scenarios, individuals may require diversification in their choices. Therefore, when faced with a set of potential outcomes, each individual may have an ideal lottery over outcomes that represents their…

Computer Science and Game Theory · Computer Science 2024-04-29 Rasoul Ramezanian

The Matroid Secretary Conjecture is a notorious open problem in online optimization. It claims the existence of an $O(1)$-competitive algorithm for the Matroid Secretary Problem (MSP). Here, the elements of a weighted matroid appear…

Data Structures and Algorithms · Computer Science 2023-05-10 Richard Santiago , Ivan Sergeev , Rico Zenklusen

We study the problem of vertex-weighted online bipartite matching with stochastic rewards where matches may fail with some known probability and the decision maker has to adapt to the sequential realization of these outcomes. Recent works…

Data Structures and Algorithms · Computer Science 2024-01-10 Rajan Udwani

The Lottery Ticket Hypothesis is a conjecture that every large neural network contains a subnetwork that, when trained in isolation, achieves comparable performance to the large network. An even stronger conjecture has been proven recently:…

Machine Learning · Computer Science 2020-10-27 Laurent Orseau , Marcus Hutter , Omar Rivasplata

We provide a simple $(1-O(\frac{1}{\sqrt{k}}))$-selectable Online Contention Resolution Scheme for $k$-uniform matroids against a fixed-order adversary. If $A_i$ and $G_i$ denote the set of selected elements and the set of realized active…

Data Structures and Algorithms · Computer Science 2023-11-28 Atanas Dinev , S. Matthew Weinberg

We propose a version of the follow-the-perturbed-leader online prediction algorithm in which the cumulative losses are perturbed by independent symmetric random walks. The forecaster is shown to achieve an expected regret of the optimal…

Machine Learning · Computer Science 2013-02-26 Luc Devroye , Gábor Lugosi , Gergely Neu

We show that the matroid secretary problem is equivalent to correlated contention resolution in the online random-order model. Specifically, the matroid secretary conjecture is true if and only if every matroid admits an online random-order…

Data Structures and Algorithms · Computer Science 2022-01-04 Shaddin Dughmi
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