English
Related papers

Related papers: Information Elicitation for Bayesian Auctions

200 papers

Property elicitation studies which attributes of a probability distribution can be determined by minimizing a risk. We investigate a generalization of property elicitation to imprecise probabilities (IP). This investigation is motivated by…

Machine Learning · Statistics 2025-12-01 James Bailie , Rabanus Derr

Information that is of relevance for decision-making is often distributed, and held by self-interested agents. Decision markets are well-suited mechanisms to elicit such information and aggregate it into conditional forecasts that can be…

Computer Science and Game Theory · Computer Science 2023-03-21 Wenlong Wang , Thomas Pfeiffer

We provide algorithms that learn simple auctions whose revenue is approximately optimal in multi-item multi-bidder settings, for a wide range of valuations including unit-demand, additive, constrained additive, XOS, and subadditive. We…

Computer Science and Game Theory · Computer Science 2017-09-04 Yang Cai , Constantinos Daskalakis

With the widespread application of machine learning technology in recent years, the demand for training data has increased significantly, leading to the emergence of research areas such as data trading. The work in this field is still in…

Computer Science and Game Theory · Computer Science 2024-05-14 Kongyang Chen , Zeming Xu , Bing Mi

We study anonymous posted price mechanisms for combinatorial auctions in a Bayesian framework. In a posted price mechanism, item prices are posted, then the consumers approach the seller sequentially in an arbitrary order, each purchasing…

Computer Science and Game Theory · Computer Science 2014-11-19 Michal Feldman , Nick Gravin , Brendan Lucier

This article introduces a new method for eliciting prior distributions from experts. The method models an expert decision-making process to infer a prior probability distribution for a rare event $A$. More specifically, assuming there…

Methodology · Statistics 2023-07-17 Julia R. Falconer , Eibe Frank , Devon L. L. Polaschek , Chaitanya Joshi

Reinforcement learning systems are often concerned with balancing exploration of untested actions against exploitation of actions that are known to be good. The benefit of exploration can be estimated using the classical notion of Value of…

Artificial Intelligence · Computer Science 2013-01-30 Richard Dearden , Nir Friedman , David Andre

We propose and study a novel mechanism design setup where each bidder holds two kinds of private information: (1) type variable, which can be misreported; (2) information variable, which the bidder may want to conceal or partially reveal,…

Computer Science and Game Theory · Computer Science 2023-01-31 Jibang Wu , Ashwinkumar Badanidiyuru , Haifeng Xu

Information in the form of data, which can be stored and transferred between users, can be viewed as an intangible commodity, which can be traded in exchange for money. Determining the fair price at which a string of data should be traded…

Statistical Mechanics · Physics 2024-09-11 Luca Gamberi , Alessia Annibale , Pierpaolo Vivo

We describe human-subject laboratory experiments on probabilistic auctions based on previously proposed auction protocols involving the simulated manipulation and communication of quantum states. These auctions are probabilistic in…

Quantum Physics · Physics 2009-03-31 Kay-Yut Chen , Tad Hogg

We present a deterministic exploration mechanism for sponsored search auctions, which enables the auctioneer to learn the relevance scores of advertisers, and allows advertisers to estimate the true value of clicks generated at the auction…

Computer Science and Game Theory · Computer Science 2011-11-10 Sudhir Kumar Singh , Vwani P. Roychowdhury , Milan Bradonjić , Behnam A. Rezaei

We investigate revenue guarantees for auction mechanisms in a model where a distribution is specified for each bidder, but only some of the distributions are correct. The subset of bidders whose distribution is correctly specified…

Computer Science and Game Theory · Computer Science 2020-07-22 Makis Arsenis , Odysseas Drosis , Robert Kleinberg

This paper builds a model of interactive belief hierarchies to derive the conditions under which judging an arbitrage opportunity requires Bayesian market participants to exercise their higher-order beliefs. As a Bayesian, an agent must…

Theoretical Economics · Economics 2022-11-08 Ayan Bhattacharya

We present a quantum auction protocol using superpositions to represent bids and distributed search to identify the winner(s). Measuring the final quantum state gives the auction outcome while simultaneously destroying the superposition.…

Quantum Physics · Physics 2007-11-26 Tad Hogg , Pavithra Harsha , Kay-Yut Chen

The auction theory literature has so far focused mostly on the design of mechanisms that takes the revenue or the efficiency as a yardstick. However, scenarios where the {\it capacity}, which we define as \textit{``the number of bidders the…

Computer Science and Game Theory · Computer Science 2007-11-13 Sudhir Kumar Singh , Vwani P. Roychowdhury

Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…

Computer Science and Game Theory · Computer Science 2009-04-17 Patrick Briest , Shuchi Chawla , Robert Kleinberg , S. Matthew Weinberg

In strategic classification, agents modify their features, at a cost, to ideally obtain a positive classification from the learner's classifier. The typical response of the learner is to carefully modify their classifier to be robust to…

Machine Learning · Computer Science 2024-02-15 Lee Cohen , Saeed Sharifi-Malvajerdi , Kevin Stangl , Ali Vakilian , Juba Ziani

Persuasion, defined as the act of exploiting an informational advantage in order to effect the decisions of others, is ubiquitous. Indeed, persuasive communication has been estimated to account for almost a third of all economic activity in…

Computer Science and Game Theory · Computer Science 2016-02-16 Shaddin Dughmi , Haifeng Xu

In this paper we define a new auction, called the Draw auction. It is based on the implementation of a draw when a minimum price of sale is not reached. We find that a Bayesian Nash equilibrium is reached in the Draw auction when each…

Computer Science and Game Theory · Computer Science 2024-03-14 Javier Castro , Rosa Espínola , Inmaculada Gutiérrez , Daniel Gómez

How does one test empirically the hypothesis that a decision maker (DM) is being influenced by information via Bayesian persuasion? In this paper, I consider a DM whose state-dependent preferences are known to an analyst, who sees the…

Theoretical Economics · Economics 2026-05-13 Jeffrey Mensch