Related papers: On the Mabinogion urn model
We revisit a version of the classic occupancy scheme, where balls are thrown until almost all boxes receive a given number of balls. Special cases are widely known as coupon-collectors and dixie cup problems. We show that as the number of…
Recently, a randomized mechanism has been discovered [Dughmi, Roughgarden and Yan; STOC'11] for combinatorial auctions that is truthful in expectation and guarantees a (1-1/e)-approximation to the optimal social welfare when players have…
We propose a distributed optimization method for solving a distributed model predictive consensus problem. The goal is to design a distributed controller for a network of dynamical systems to optimize a coupled objective function while…
Mixtures of generalized normal distributions (MGND) have gained popularity for modelling datasets with complex statistical behaviours. However, the estimation of the shape parameter within the maximum likelihood framework is quite complex,…
A challenge that machine learning practitioners in the industry face is the task of selecting the best model to deploy in production. As a model is often an intermediate component of a production system, online controlled experiments such…
Diffusion models recently proved to be remarkable priors for Bayesian inverse problems. However, training these models typically requires access to large amounts of clean data, which could prove difficult in some settings. In this work, we…
This paper presents a new technique to control highly redundant mechanical systems, such as humanoid robots. We take inspiration from two approaches. Prioritized control is a widespread multi-task technique in robotics and animation: tasks…
We study an urn model introduced in the paper of Chen and Wei, where at each discrete time step $m$ balls are drawn at random from the urn containing colors white and black. Balls are added to the urn according to the inspected colors,…
Discrete choice experiments are frequently used to quantify consumer preferences by having respondents choose between different alternatives. Choice experiments involving mixtures of ingredients have been largely overlooked in the…
We introduce a dynamic mechanism design problem in which the designer wants to offer for sale an item to an agent, and another item to the same agent at some point in the future. The agent's joint distribution of valuations for the two…
The assortment planning problem is a central piece in the revenue management strategy of any company in the retail industry. In this paper, we study a robust assortment optimization problem for substitutable products under a sequential…
The task of learning to pick a single preferred example out a finite set of examples, an "optimal choice problem", is a supervised machine learning problem with complex, structured input. Problems of optimal choice emerge often in various…
By the classical Martingale Representation Theorem, replication of random vectors can be achieved via stochastic integrals or solutions of stochastic differential equations. We introduce a new approach to replication of random vectors via…
We study a continuous time stochastic optimal control problem under partial observations that are available only at discrete time instants. This hybrid setting, with continuous dynamics and intermittent noisy measurements, arises in…
In this paper, we study the problem of expected utility maximization of an agent who, in addition to an initial capital, receives random endowments at maturity. Contrary to previous studies, we treat as the variables of the optimization…
Simulation-based optimal design techniques are a convenient tool for solving a particular class of optimal design problems. The goal is to find the optimal configuration of factor settings with respect to an expected utility criterion. This…
We consider the problem of an agent who faces losses in continuous time over a finite time horizon and may choose to share some of these losses with a counterparty. The agent is uncertain about the true loss distribution and has multiple…
Since its inception in the mid-60s, the inventory staggering problem has been explored and exploited in a wide range of application domains, such as production planning, stock control systems, warehousing, and aerospace/defense logistics.…
The paper considers the optimal control problem of inventory of a discrete product in regeneration scheme with a Poisson flow of customer requirements. In the system deferred demand is allowed, the volume of which is limited by a given…
We study the problem of computing maximin share guarantees, a recently introduced fairness notion. Given a set of $n$ agents and a set of goods, the maximin share of a single agent is the best that she can guarantee to herself, if she would…