Related papers: Optimality of Correlated Sampling Strategies
We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…
This paper considers the problem of minimizing the time average of a controlled stochastic process subject to multiple time average constraints on other related processes. The probability distribution of the random events in the system is…
Suppose Alice has a distribution $P$ and Bob has a distribution $Q$. Alice wants to draw a sample $a\sim P$ and Bob a sample $b \sim Q$ such that $a = b$ with as high of probability as possible. It is well-known that, by sampling from an…
Independent samples from an unknown probability distribution $\bf p$ on a domain of size $k$ are distributed across $n$ players, with each player holding one sample. Each player can communicate $\ell$ bits to a central referee in a…
We consider learning in an adversarial environment, where an $\varepsilon$-fraction of samples from a distribution $P$ are arbitrarily modified (global corruptions) and the remaining perturbations have average magnitude bounded by $\rho$…
We study the scenario approach for solving chance-constrained optimization in time-coupled dynamic environments. Scenario generation methods approximate the true feasible region from scenarios generated independently and identically from…
We study in this paper a generalized coupon collector problem, which consists in analyzing the time needed to collect a given number of distinct coupons that are drawn from a set of coupons with an arbitrary probability distribution. We…
We present a data-driven approach for distributionally robust chance constrained optimization problems (DRCCPs). We consider the case where the decision maker has access to a finite number of samples or realizations of the uncertainty. The…
We propose information-directed sampling -- a new approach to online optimization problems in which a decision-maker must balance between exploration and exploitation while learning from partial feedback. Each action is sampled in a manner…
We consider the problem of closeness testing for two discrete distributions in the practically relevant setting of \emph{unequal} sized samples drawn from each of them. Specifically, given a target error parameter $\varepsilon > 0$, $m_1$…
Distributionally robust optimization (DRO) has emerged as a powerful paradigm for reliable decision-making under uncertainty. This paper focuses on DRO with ambiguity sets defined via the Sinkhorn discrepancy: an entropy-regularized…
We show that for all $\varepsilon>0$, for sufficiently large $q\in\mathbb{N}$ power of $2$, for all $\delta>0$, it is NP-hard to distinguish whether a given $2$-Prover-$1$-Round projection game with alphabet size $q$ has value at least…
We provide a tight bound on the amount of experimentation under the optimal strategy in sequential decision problems. We show the applicability of the result by providing a bound on the cut-off in a one-arm bandit problem.
We consider the optimal experimental design problem of allocating subjects to treatment or control when subjects participate in multiple, separate controlled experiments within a short time-frame and subject covariate information is…
We present decidability results for a sub-class of "non-interactive" simulation problems, a well-studied class of problems in information theory. A non-interactive simulation problem is specified by two distributions $P(x,y)$ and $Q(u,v)$:…
Experimental design is an approach for selecting samples among a given set so as to obtain the best estimator for a given criterion. In the context of linear regression, several optimal designs have been derived, each associated with a…
In this paper, assuming the low-degree conjecture, we provide evidence of computational hardness for two problems: (1) the (partial) matching recovery problem in the sparse correlated Erd\H{o}s-R\'enyi graphs $\mathcal G(n,q;\rho)$ when the…
In this article we consider the problem of choosing an optimal sampling scheme for the regression problem simultaneously with that of model selection. We consider a batch type approach and an on-line approach following algorithms recently…
In this work, we study the maximum matching problem from the perspective of sensitivity. The sensitivity of an algorithm $A$ on a graph $G$ is defined as the maximum Wasserstein distance between the output distributions of $A$ on $G$ and on…
This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes…