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We propose a novel statistical learning method for multi-item auctions that incorporates credible intervals. Our approach employs nonparametric density estimation to estimate credible intervals for bidder types based on historical data. We…

Computer Science and Game Theory · Computer Science 2026-03-10 Jiale Han , Xiaowu Dai

We provide a general framework to improve trade-offs between the number of full batch and sample queries used to solve structured optimization problems. Our results apply to a broad class of randomized optimization algorithms that…

Data Structures and Algorithms · Computer Science 2025-09-03 Yujia Jin , Ishani Karmarkar , Aaron Sidford , Jiayi Wang

How should statistical procedures be designed so as to be scalable computationally to the massive datasets that are increasingly the norm? When coupled with the requirement that an answer to an inferential question be delivered within a…

Machine Learning · Statistics 2013-10-01 Michael I. Jordan

The literature on bandit learning and regret analysis has focused on contexts where the goal is to converge on an optimal action in a manner that limits exploration costs. One shortcoming imposed by this orientation is that it does not…

Machine Learning · Computer Science 2017-05-01 Daniel Russo , David Tse , Benjamin Van Roy

This paper studies a joint design problem where a seller can design both the signal structures for the agents to learn their values, and the allocation and payment rules for selling the item. In his seminal work, Myerson (1981) shows how to…

Computer Science and Game Theory · Computer Science 2024-03-14 Yang Cai , Yingkai Li , Jinzhao Wu

We consider a private distributed multiplication problem involving N computation nodes and T colluding nodes. Shamir's secret sharing algorithm provides perfect information-theoretic privacy, while requiring an honest majority, i.e., N \ge…

Information Theory · Computer Science 2025-12-10 Haoyang Hu , Viveck R. Cadambe

The Job-shop Scheduling Problem (JSP) is a well-known and challenging combinatorial optimization problem in which tasks sharing a machine are to be arranged in a sequence such that encompassing jobs can be completed as early as possible. In…

Artificial Intelligence · Computer Science 2025-08-13 Mohammed M. S. El-Kholany , Martin Gebser , Konstantin Schekotihin

Today's massively-sized datasets have made it necessary to often perform computations on them in a distributed manner. In principle, a computational task is divided into subtasks which are distributed over a cluster operated by a…

Information Theory · Computer Science 2017-06-20 Wael Halbawi , Navid Azizan-Ruhi , Fariborz Salehi , Babak Hassibi

Subset-Sum is an NP-complete problem where one must decide if a multiset of $n$ integers contains a subset whose elements sum to a target value $m$. The best-known classical and quantum algorithms run in time $\tilde{O}(2^{n/2})$ and…

Quantum Physics · Physics 2022-09-12 Jonathan Allcock , Yassine Hamoudi , Antoine Joux , Felix Klingelhöfer , Miklos Santha

We consider a time-fractional subdiffusion equation with a Caputo derivative in time, a general second-order elliptic spatial operator, and a right-hand side that is non-smooth in time. The presence of the latter may lead to locking…

Numerical Analysis · Mathematics 2024-01-04 Sebastian Franz , Natalia Kopteva

One approach with rising popularity in analyzing time-dependent problems in science and engineering is the so-called space-time finite-element method that utilized finiteelements in both space and time. A common ansatz in this context is to…

Computational Engineering, Finance, and Science · Computer Science 2022-05-04 Eugen Salzmann , Florian Zwicke , Stefanie Elgeti

We prove a general upper bound on the tradeoff between time and space that suffices for the reversible simulation of irreversible computation. Previously, only simulations using exponential time or quadratic space were known. The tradeoff…

Quantum Physics · Physics 2009-11-07 Harry Buhrman , J. Tromp , Paul Vitanyi

We introduce a novel approach to reduce the computational effort of solving mixed-integer convex chance constrained programs through the scenario approach. Instead of reducing the number of required scenarios, we directly minimize the…

Optimization and Control · Mathematics 2020-02-05 Damian Frick , Pier Giuseppe Sessa , Tony A. Wood , Maryam Kamgarpour

We study differentially private (DP) algorithms for smooth stochastic minimax optimization, with stochastic minimization as a byproduct. The holy grail of these settings is to guarantee the optimal trade-off between the privacy and the…

Machine Learning · Computer Science 2022-10-20 Liang Zhang , Kiran Koshy Thekumparampil , Sewoong Oh , Niao He

We consider combinatorial semi-bandits over a set of arms ${\cal X} \subset \{0,1\}^d$ where rewards are uncorrelated across items. For this problem, the algorithm ESCB yields the smallest known regret bound $R(T) = {\cal O}\Big( {d (\ln…

Machine Learning · Statistics 2021-01-14 Thibaut Cuvelier , Richard Combes , Eric Gourdin

The Chance-Constrained Parallel Machine Scheduling Problem (CC-PMSP) assigns jobs with uncertain processing times to machines, ensuring that each machine's availability constraints are met with a certain probability. We present a…

Optimization and Control · Mathematics 2025-04-30 Nicolás Casassus , Margarita Castro , Gustavo Angulo

Recently developed survival analysis methods improve upon existing approaches by predicting the probability of event occurrence in each of a number pre-specified (discrete) time intervals. By avoiding placing strong parametric assumptions…

Machine Learning · Statistics 2023-10-25 Jimmy Hickey , Ricardo Henao , Daniel Wojdyla , Michael Pencina , Matthew M. Engelhard

The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…

Optimization and Control · Mathematics 2023-10-18 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen

We present new Dirichlet-Neumann and Neumann-Dirichlet algorithms with a time domain decomposition applied to unconstrained parabolic optimal control problems. After a spatial semi-discretization, we use the Lagrange multiplier approach to…

Numerical Analysis · Mathematics 2023-08-25 Martin Jakob Gander , Liu-Di Lu

We consider the problem of finding a low-cost allocation and ordering of tasks between a team of robots in a d-dimensional, uncertain, landscape, and the sensitivity of this solution to changes in the cost function. Various algorithms have…

Optimization and Control · Mathematics 2023-06-29 Katie Clinch , Tony A. Wood , Chris Manzie
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