Related papers: Optimizing cluster-based randomized experiments un…
Experimentation is central to modern digital businesses, but many operational decisions cannot be randomized at the user level. In such cases, cluster-level experiments, where clusters are usually geographic, come to the rescue. However,…
We consider the online $k$-median clustering problem in which $n$ points arrive online and must be irrevocably assigned to a cluster on arrival. As there are lower bound instances that show that an online algorithm cannot achieve a…
Deterministic auctions are attractive in practice due to their transparency, simplicity, and ease of implementation, motivating a sharper understanding of when they can attain the same outcomes as randomized mechanisms. We study…
A canonical setting for non-monetary online resource allocation is one where agents compete over multiple rounds for a single item per round, with i.i.d. valuations and additive utilities across rounds. With $n$ symmetric agents, a natural…
The system operator's scheduling problem in electricity markets, called unit commitment, is a non-convex mixed-integer program. The optimal value function is non-convex, preventing the application of traditional marginal pricing theory to…
In this work, we study spectrum auction problem where each request from secondary users has spatial, temporal, and spectral features. With the requests of secondary users and the reserve price of the primary user, our goal is to design…
A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator based on trimming and restrictions. The selected model provides…
This work revisits optimal response-adaptive designs from a type-I error rate perspective, highlighting when and how much these allocations exacerbate type-I error rate inflation - an issue previously undocumented. We explore a range of…
A distinctive feature of a clustered observational study is its multilevel or nested data structure arising from the assignment of treatment, in a non-random manner, to groups or clusters of units or individuals. Examples are ubiquitous in…
This paper studies a two-stage model of experimentation, where the researcher first samples representative units from an eligible pool, then assigns each sampled unit to treatment or control. To implement balanced sampling and assignment,…
This paper develops procedures to combine clusters for the approximate randomization test proposed by Canay, Romano, and Shaikh (2017). Their test can be used to conduct inference with a small number of clusters and imposes weak…
Using statistical learning methods to analyze stochastic simulation outputs can significantly enhance decision-making by uncovering relationships between different simulated systems and between a system's inputs and outputs. We focus on…
We improve current instability-based methods for the selection of the number of clusters $k$ in cluster analysis by developing a normalized cluster instability measure that corrects for the distribution of cluster sizes, a previously…
In this work we focus on efficient heuristics for solving a class of stochastic planning problems that arise in a variety of business, investment, and industrial applications. The problem is best described in terms of future buy and sell…
Web-based services often run randomized experiments to improve their products. A popular way to run these experiments is to use geographical regions as units of experimentation, since this does not require tracking of individual users or…
Evaluating joint probabilities of potential outcomes and observed variables, and their linear combinations, is a fundamental challenge in causal inference. This paper addresses the bounding and identification of these probabilities in…
There is a movement in design of experiments away from the classic randomization put forward by Fisher, Cochran and others to one based on optimization. In fixed-sample trials comparing two groups, measurements of subjects are known in…
Clustering algorithms are fundamental tools across many fields, with density-based methods offering particular advantages in identifying arbitrarily shaped clusters and handling noise. However, their effectiveness is often limited by the…
This work initiates the study of memory-query tradeoffs for graph problems, with a focus on correlation clustering. Correlation clustering asks for a partition of the vertices that minimizes disagreements: non-edges inside clusters plus…
Setting an effective reserve price for strategic bidders in repeated auctions is a central question in online advertising. In this paper, we investigate how to set an anonymous reserve price in repeated auctions based on historical bids in…