Related papers: An Empirical Comparison of Algorithms for Aggregat…
In recent years, researchers in decision analysis and artificial intelligence (Al) have used Bayesian belief networks to build models of expert opinion. Using standard methods drawn from the theory of computational complexity, workers in…
A frequently studied performance measure in online optimization is competitive analysis. It corresponds to the worst-case ratio, over all possible inputs of an algorithm, between the performance of the algorithm and the optimal offline…
We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…
Approximate Bayesian computation (ABC) is a popular likelihood-free inference method for models with intractable likelihood functions. As ABC methods usually rely on comparing summary statistics of observed and simulated data, the choice of…
We consider the problem of information aggregation in federated decision making, where a group of agents collaborate to infer the underlying state of nature without sharing their private data with the central processor or each other. We…
Bayesian inference provides an attractive online-learning framework to analyze sequential data, and offers generalization guarantees which hold even with model mismatch and adversaries. Unfortunately, exact Bayesian inference is rarely…
Past research on pedestrian trajectory forecasting mainly focused on deterministic predictions which provide only point estimates of future states. These future estimates can help an autonomous vehicle plan its trajectory and avoid…
Mixture of experts is a prediction aggregation method in machine learning that aggregates the predictions of specialized experts. This method often outperforms Bayesian methods despite the Bayesian having stronger inductive guarantees. We…
We study the problem of prediction of binary sequences with expert advice in the online setting, which is a classic example of online machine learning. We interpret the binary sequence as the price history of a stock, and view the predictor…
Daily fantasy sports (DFS) are weekly or daily online contests where real-game performances of individual players are converted to fantasy points (FPTS). Users select players for their lineup to maximize their FPTS within a set player…
Combining forecasts from multiple experts often yields more accurate results than relying on a single expert. In this paper, we introduce a novel regularized ensemble method that extends the traditional linear opinion pool by leveraging…
In this paper, we aim to design a distributed approximate algorithm for seeking Nash equilibria of an aggregative game. Due to the local set constraints of each player, projectionbased algorithms have been widely employed for solving such…
Though athletics statistics are abundant, it is a difficult task to quantitatively compare performances from different events of track, field, and road running in a meaningful way. There are several commonly-used methods, but each has its…
Models in which the number of goals scored by a team in a soccer match follow a Poisson distribution, or a closely related one, have been widely discussed. We here consider a soccer match as an experiment to assess which of two teams is…
If several independent algorithms for a computer-calculated quantity exist, then one can expect their results (which differ because of numerical errors) to follow approximately Gaussian distribution. The mean of this distribution,…
The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…
Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…
In this paper, we study the problem of learning the skill distribution of a population of agents from observations of pairwise games in a tournament. These games are played among randomly drawn agents from the population. The agents in our…
Approximate Bayesian Computation (ABC) has become increasingly prominent as a method for conducting parameter inference in a range of challenging statistical problems, most notably those characterized by an intractable likelihood function.…
We study stochastic optimization problems with objective function given by the expectation of the maximum of two linear functions defined on the component random variables of a multivariate Gaussian distribution. We consider random…