Related papers: Resilience for the Littlewood-Offord Problem
We consider a multi-armed bandit problem motivated by situations where only the extreme values, as opposed to expected values in the classical bandit setting, are of interest. We propose distribution free algorithms using robust statistics…
For a class of quasi-variational inequalities (QVIs) of obstacle-type the stability of its solution set and associated optimal control problems are considered. These optimal control problems are non-standard in the sense that they involve…
We present a new algorithm for exactly solving decision making problems represented as influence diagrams. We do not require the usual assumptions of no forgetting and regularity; this allows us to solve problems with simultaneous decisions…
We consider the game-theoretic approach to time-inconsistent stopping of a one-dimensional diffusion where the time-inconsistency is due to the presence of a non-exponential (weighted) discount function. In particular, we study (weak)…
This paper studies explicit and theoretical bounds for several interesting quantities in number theory, conditionally on the Generalized Riemann Hypothesis. Specifically, we improve the existing explicit bounds for the least quadratic…
We derive a new residual-type a posteriori estimator for a singularly perturbed reaction-diffusion problem with obstacle constraints. It generalizes robust residual estimators for unconstrained singularly perturbed equations. Upper and…
Residuation theory concerns the study of partially ordered algebraic structures, most often monoids, equipped with a weak inverse for the monoidal operator. One of its area of application has been constraint programming, whose key…
A main problem of "Follow the Perturbed Leader" strategies for online decision problems is that regret bounds are typically proven against oblivious adversary. In partial observation cases, it was not clear how to obtain performance…
Let $(X_{i}, i\in J)$ be a family of locally dependent nonnegative integer-valued random variables, and consider the sum $W=\sum\nolimits_{i\in J}X_i$. We first establish a general error upper bound for $d_{TV}(W, M)$ using Stein's method,…
Traditionally, the Bayesian optimal auction design problem has been considered either when the bidder values are i.i.d., or when each bidder is individually identifiable via her value distribution. The latter is a reasonable approach when…
In this paper, we investigate the adversarial robustness of multivariate $M$-Estimators. In the considered model, after observing the whole dataset, an adversary can modify all data points with the goal of maximizing inference errors. We…
Many important optimization problems, such as the minimum spanning tree and minimum-cost flow, can be solved optimally by a greedy method. In this work, we study a learning variant of these problems, where the model of the problem is…
Modern platforms leverage randomized experiments to make informed decisions from a given set of items (``treatments''). As a particularly challenging scenario, these items may (i) arrive in high volume, with thousands of new items being…
Offline reinforcement learning and offline inverse reinforcement learning aim to recover near-optimal value functions or reward models from a fixed batch of logged trajectories, yet current practice still struggles to enforce Bellman…
Current research on defending against adversarial examples focuses primarily on achieving robustness against a single attack type such as $\ell_2$ or $\ell_{\infty}$-bounded attacks. However, the space of possible perturbations is much…
We identify a trade-off between robustness and accuracy that serves as a guiding principle in the design of defenses against adversarial examples. Although this problem has been widely studied empirically, much remains unknown concerning…
We consider the unit-demand envy-free pricing problem, which is a unit-demand auction where each bidder receives an item that maximizes his utility, and the goal is to maximize the auctioneer's profit. This problem is NP-hard and unlikely…
We study the stability of amorphous solids, focusing on the distribution P(x) of the local stress increase x that would lead to an instability. We argue that this distribution is singular P(x)x^{\theta}, where the exponent {\theta} is…
In this paper we provide a theoretical analysis of Variable Annuities with a focus on the holder's right to an early termination of the contract. We obtain a rigorous pricing formula and the optimal exercise boundary for the surrender…
We study the minimum number of constraints needed to formulate random instances of the maximum stable set problem via linear programs (LPs), in two distinct models. In the uniform model, the constraints of the LP are not allowed to depend…