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Inspired by Internet ad auction applications, we study the problem of allocating a single item via an auction when bidders place very different values on the item. We formulate this as the problem of prior-free auction and focus on…

Computer Science and Game Theory · Computer Science 2009-09-30 Vahab Mirrokni , S. Muthukrishnan , Uri Nadav

We consider an economic environment where a seller wants to sell an indivisible unit of good to a buyer. We show that revenue from any strategy-proof and individually rational mechanism defined on closed intervals of rich single crossing…

Computer Science and Game Theory · Computer Science 2024-12-12 Mridu Prabal Goswami

An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accuracy, provided that the mixing or mixture…

Other Statistics · Statistics 2018-03-05 Hien D. Nguyen , Geoffrey J. McLachlan

For nearly any challenging scientific problem evaluation of the likelihood is problematic if not impossible. Approximate Bayesian computation (ABC) allows us to employ the whole Bayesian formalism to problems where we can use simulations…

Computation · Statistics 2011-07-04 Chris Barnes , Sarah Filippi , Michael P. H. Stumpf , Thomas Thorne

We study a sequential decision-making model where a set of items is repeatedly matched to the same set of agents over multiple rounds. The objective is to determine a sequence of matchings that either maximizes the utility of the least…

Computer Science and Game Theory · Computer Science 2025-10-07 Eugene Lim , Tzeh Yuan Neoh , Nicholas Teh

Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…

Discrete Mathematics · Computer Science 2021-11-24 Abolfazl Hashemi , Haris Vikalo , Gustavo de Veciana

We consider markets consisting of a set of indivisible items, and buyers that have {\em sharp} multi-unit demand. This means that each buyer $i$ wants a specific number $d_i$ of items; a bundle of size less than $d_i$ has no value, while a…

Computer Science and Game Theory · Computer Science 2015-03-13 Ning Chen , Xiaotie Deng , Paul. W. Goldberg , Jinshan Zhang

Maximum likelihood estimation is a fundamental optimization problem in statistics. We study this problem on manifolds of matrices with bounded rank. These represent mixtures of distributions of two independent discrete random variables. We…

Algebraic Geometry · Mathematics 2013-03-19 Jonathan Hauenstein , Jose Rodriguez , Bernd Sturmfels

We examine the influence of input data representations on learning complexity. For learning, we posit that each model implicitly uses a candidate model distribution for unexplained variations in the data, its noise model. If the model…

Machine Learning · Computer Science 2019-12-21 Julian Zilly , Lorenz Hetzel , Andrea Censi , Emilio Frazzoli

Probabilistic numerics casts numerical tasks, such the numerical solution of differential equations, as inference problems to be solved. One approach is to model the unknown quantity of interest as a random variable, and to constrain this…

Numerical Analysis · Mathematics 2021-10-29 Onur Teymur , Christopher N. Foley , Philip G. Breen , Toni Karvonen , Chris. J. Oates

We present a generalization of the maximal inequalities that upper bound the expectation of the maximum of $n$ jointly distributed random variables. We control the expectation of a randomly selected random variable from $n$ jointly…

Probability · Mathematics 2017-08-31 Jiantao Jiao , Yanjun Han , Tsachy Weissman

This paper studies the sample complexity of searching over multiple populations. We consider a large number of populations, each corresponding to either distribution P0 or P1. The goal of the search problem studied here is to find one…

Information Theory · Computer Science 2016-11-17 Matthew L. Malloy , Gongguo Tang , Robert D. Nowak

This work studies the problem of constructing a representative workload from a given input analytical query workload where the former serves as an approximation with guarantees of the latter. We discuss our work in the context of workload…

Databases · Computer Science 2021-02-04 Shaleen Deep , Anja Gruenheid , Paraschos Koutris , Jeffrey Naughton , Stratis Viglas

In the context of auctions for digital goods, an interesting random sampling auction has been proposed by Goldberg, Hartline, and Wright [2001]. This auction has been analyzed by Feige, Flaxman, Hartline, and Kleinberg [2005], who have…

Computer Science and Game Theory · Computer Science 2013-03-20 Saeed Alaei , Azarakhsh Malekian , Aravind Srinivasan

An unconstrained nonlinear binary optimization problem of selecting a maximum expected value subset of items is considered. Each item is associated with a profit and probability. Each of the items succeeds or fails independently with the…

Computational Complexity · Computer Science 2017-06-23 Noam Goldberg , Gabor Rudolf

This thesis investigates the quality of randomly collected data by employing a framework built on information-based complexity, a field related to the numerical analysis of abstract problems. The quality or power of gathered information is…

Numerical Analysis · Mathematics 2022-09-16 Mathias Sonnleitner

Query tractability has been traditionally defined as a function of input database and query sizes, or of both input and output sizes, where the query result is represented as a bag of tuples. In this report, we introduce a framework that…

Databases · Computer Science 2011-04-06 Dan Olteanu , Jakub Zavodny

The aim of this paper is twofold. First, three theoretical principles are formalized: randomization, overrepresentation and restriction. We develop these principles and give a rationale for their use in choosing the sampling design in a…

Methodology · Statistics 2016-12-16 Yves Tillé , Matthieu Wilhelm

The robust multi-product pricing problem is to determine the prices of a collection of products so as to maximize the worst-case revenue, where the worst case is taken over an uncertainty set of demand models that the firm expects could be…

Optimization and Control · Mathematics 2025-02-17 Xinyi Guan , Velibor V. Mišić

We study a classical Bayesian mechanism design problem where a seller is selling multiple items to multiple buyers. We consider the case where the seller has costs to produce the items, and these costs are private information to the seller.…

Computer Science and Game Theory · Computer Science 2020-04-20 Yang Cai , Mingfei Zhao