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In this paper, we investigate the online allocation problem of maximizing the overall revenue subject to both lower and upper bound constraints. Compared to the extensively studied online problems with only resource upper bounds, the…

Machine Learning · Computer Science 2023-01-31 Qixin Zhang , Wenbing Ye , Zaiyi Chen , Haoyuan Hu , Enhong Chen , Yang Yu

We propose a new finding $k$-minima algorithm and prove that its query complexity is $\mathcal{O}(\sqrt{kN})$, where $N$ is the number of data indices. Though the complexity is equivalent to that of an existing method, the proposed is…

Quantum Physics · Physics 2019-07-09 Kohei Miyamoto , Masakazu Iwamura , Koichi Kise

We consider the problem of uncertainty quantification in change point regressions, where the signal can be piecewise polynomial of arbitrary but fixed degree. That is we seek disjoint intervals which, uniformly at a given confidence level,…

Methodology · Statistics 2024-12-12 Shakeel Gavioli-Akilagun , Piotr Fryzlewicz

We consider the problem of sequential (online) estimation of a single change point in a piecewise linear regression model under a Gaussian setup. We demonstrate that certain CUSUM-type statistics attain the minimax optimal rates for…

Statistics Theory · Mathematics 2026-05-08 Annika Hüselitz , Housen Li , Axel Munk

We study the online metric matching problem. There are $m$ servers and $n$ requests located in a metric space, where all servers are available upfront and requests arrive one at a time. Upon the arrival of a new request, it needs to be…

Data Structures and Algorithms · Computer Science 2025-10-16 Mingwei Yang , Sophie H. Yu

Confidence intervals are a standard technique for analyzing data. When applied to time series, confidence intervals are computed for each time point separately. Alternatively, we can compute confidence bands, where we are required to find…

Machine Learning · Computer Science 2021-12-14 Nikolaj Tatti

Online learning is a model of machine learning where the learner is trained on sequential feedback. We investigate worst-case error for the online learning of real functions that have certain smoothness constraints. Suppose that…

Machine Learning · Computer Science 2025-02-25 Weian Xie

The classical center based clustering problems such as $k$-means/median/center assume that the optimal clusters satisfy the locality property that the points in the same cluster are close to each other. A number of clustering problems arise…

Data Structures and Algorithms · Computer Science 2015-04-13 Anup Bhattacharya , Ragesh Jaiswal , Amit Kumar

A natural goal when designing online learning algorithms for non-stationary environments is to bound the regret of the algorithm in terms of the temporal variation of the input sequence. Intuitively, when the variation is small, it should…

Machine Learning · Computer Science 2021-12-08 Gautam Goel , Babak Hassibi

The problem of scheduling unrelated machines has been studied since the inception of algorithmic mechanism design \cite{NR99}. It is a resource allocation problem that entails assigning $m$ tasks to $n$ machines for execution. Machines are…

Computer Science and Game Theory · Computer Science 2022-04-21 Yansong Gao , Jie Zhang

Bayesian methods are often optimal, yet increasing pressure for fast computations, especially with streaming data, brings renewed interest in faster, possibly sub-optimal, solutions. The extent to which these algorithms approximate Bayesian…

Statistics Theory · Mathematics 2026-02-18 Sandra Fortini , Sonia Petrone

This paper considers using predictions in the context of the online Joint Replenishment Problem with Deadlines (JRP-D). Prior work includes asymptotically optimal competitive ratios of $O(1)$ for the clairvoyant setting and $O(\sqrt{n})$ of…

Data Structures and Algorithms · Computer Science 2025-11-21 Michael Dinitz , Jeremy T. Fineman , Seeun William Umboh

In the online hypergraph matching problem, hyperedges of size $k$ over a common ground set arrive online in adversarial order. The goal is to obtain a maximum matching (disjoint set of hyperedges). A na\"ive greedy algorithm for this…

Data Structures and Algorithms · Computer Science 2024-02-15 Thorben Tröbst , Rajan Udwani

The $k$-mismatch problem consists in computing the Hamming distance between a pattern $P$ of length $m$ and every length-$m$ substring of a text $T$ of length $n$, if this distance is no more than $k$. In many real-world applications, any…

K-Nearest Neighbours (k-NN) is a popular classification and regression algorithm, yet one of its main limitations is the difficulty in choosing the number of neighbours. We present a Bayesian algorithm to compute the posterior probability…

Machine Learning · Computer Science 2017-06-05 Giuseppe Nuti

We consider the online version of the isotonic regression problem. Given a set of linearly ordered points (e.g., on the real line), the learner must predict labels sequentially at adversarially chosen positions and is evaluated by her total…

Machine Learning · Computer Science 2016-10-10 Wojciech Kotłowski , Wouter M. Koolen , Alan Malek

For any given metric space, obtaining an offline optimal solution to the classical $k$-server problem can be reduced to solving a minimum-cost partial bipartite matching between two point sets $A$ and $B$ within that metric space. For…

Computational Geometry · Computer Science 2025-04-09 Sharath Raghvendra , Pouyan Shirzadian , Rachita Sowle

An on-line chain partitioning algorithm receives the points of the poset from some externally determined list. Being presented with a new point the algorithm learns the comparability status of this new point to all previously presented…

Data Structures and Algorithms · Computer Science 2018-04-06 Bartłomiej Bosek

This paper considers the linear-quadratic dual control problem where the system parameters need to be identified and the control objective needs to be optimized in the meantime. Contrary to existing works on data-driven linear-quadratic…

Systems and Control · Electrical Eng. & Systems 2021-11-22 Yiwen Lu , Yilin Mo

We study the online scheduling problem where the machines need to be calibrated before processing any jobs. To calibrate a machine, it will take $\lambda$ time steps as the activation time, and then the machine will remain calibrated status…

Data Structures and Algorithms · Computer Science 2022-02-18 Zuzhi Chen , Jialin Zhang
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