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The determination of acceptability prices of contingent claims requires the choice of a stochastic model for the underlying asset price dynamics. Given this model, optimal bid and ask prices can be found by stochastic optimization. However,…

Pricing of Securities · Quantitative Finance 2019-01-31 Martin Glanzer , Georg Ch. Pflug , Alois Pichler

The paper studies average consensus with random topologies (intermittent links) \emph{and} noisy channels. Consensus with noise in the network links leads to the bias-variance dilemma--running consensus for long reduces the bias of the…

Information Theory · Computer Science 2008-09-08 Soummya Kar , José M. F. Moura

Several real-world classification problems are example-dependent cost-sensitive in nature, where the costs due to misclassification vary between examples and not only within classes. However, standard classification methods do not take…

Machine Learning · Computer Science 2015-05-19 Alejandro Correa Bahnsen , Djamila Aouada , Bjorn Ottersten

This paper studies the remote state estimation problem of linear time-invariant systems with stochastic event-triggered sensor schedules in the presence of packet drops between the sensor and the estimator. It is shown that the system state…

Optimization and Control · Mathematics 2019-04-04 Liang Xu , Yilin Mo , Lihua Xie

This paper considers the problem of design-based inference for the average treatment effect in finely stratified experiments. Here, by "design-based'' we mean that the only source of uncertainty stems from the randomness in treatment…

Econometrics · Economics 2025-05-08 Yuehao Bai , Xun Huang , Joseph P. Romano , Azeem M. Shaikh , Max Tabord-Meehan

The pairwise winning indices, computed in the Stochastic Multicriteria Acceptability Analysis, give the probability with which an alternative is preferred to another taking into account all the instances of the assumed preference model…

Optimization and Control · Mathematics 2022-03-29 Sally Giuseppe Arcidiacono , Salvatore Corrente , Salvatore Greco

The analyses of many algorithms and data structures (such as digital search trees) for searching and sorting are based on the representation of the keys involved as bit strings and so count the number of bit comparisons. On the other hand,…

Probability · Mathematics 2012-02-14 James Allen Fill , Svante Janson

Despite the subjective nature of semantic textual similarity (STS) and pervasive disagreements in STS annotation, existing benchmarks have used averaged human ratings as the gold standard. Averaging masks the true distribution of human…

Computation and Language · Computer Science 2023-08-09 Yuxia Wang , Shimin Tao , Ning Xie , Hao Yang , Timothy Baldwin , Karin Verspoor

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler

Stochastic network calculus is a theory for stochastic service guarantee analysis of computer communication networks. In the current stochastic network calculus literature, its traffic and server models are typically based on the cumulative…

Networking and Internet Architecture · Computer Science 2009-06-11 J. Xie , Y. Jiang

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

Focusing on the bipartite Stable Marriage problem, we investigate different robustness measures related to stable matchings. We analyze the computational complexity of computing them and analyze their behavior in extensive experiments on…

Computer Science and Game Theory · Computer Science 2024-08-20 Kimon Boehmer , Niclas Boehmer

Variational inference has recently emerged as a popular alternative to the classical Markov chain Monte Carlo (MCMC) in large-scale Bayesian inference. The core idea is to trade statistical accuracy for computational efficiency. In this…

Machine Learning · Statistics 2023-08-08 Kush Bhatia , Nikki Lijing Kuang , Yi-An Ma , Yixin Wang

In computing, as in many aspects of life, changes incur cost. Many optimization problems are formulated as a one-time instance starting from scratch. However, a common case that arises is when we already have a set of prior assignments, and…

Data Structures and Algorithms · Computer Science 2013-02-11 Edith Cohen , Graham Cormode , Nick Duffield , Carsten Lund

We consider the problem of learning the true ordering of a set of alternatives from largely incomplete and noisy rankings. We introduce a natural generalization of both the classical Mallows model of ranking distributions and the…

Machine Learning · Computer Science 2021-06-29 Dimitris Fotakis , Alkis Kalavasis , Konstantinos Stavropoulos

Statistical and structural modeling represent two distinct approaches to data analysis. In this paper, we propose a set of novel methods for combining statistical and structural models for improved prediction and causal inference. Our first…

Econometrics · Economics 2020-06-11 Jiaming Mao , Jingzhi Xu

We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…

Optimization and Control · Mathematics 2021-12-22 Adrien Taylor , Francis Bach

Maximum likelihood estimators are often of limited practical use due to the intensive computation they require. We propose a family of alternative estimators that maximize a stochastic variation of the composite likelihood function. Each of…

Machine Learning · Computer Science 2010-03-04 Joshua V Dillon , Guy Lebanon

Pairwise model comparisons drawn from foundation-model benchmarks ("A is safer than B") are read as quantitative verdicts but hinge on harness choices benchmark papers under-specify. We close one theory-benchmark loop on this primitive: a…

Machine Learning · Computer Science 2026-05-26 Yanhang Li , Zhichao Fan , Zexin Zhuang

The assignment game models a housing market where buyers and sellers are matched, and transaction prices are set so that the resulting allocation is stable. Shapley and Shubik showed that every stable allocation is necessarily built on a…

Computer Science and Game Theory · Computer Science 2026-02-23 Emile Martinez , Felipe Garrido-Lucero , Umberto Grandi
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