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We consider a data analyst's problem of purchasing data from strategic agents to compute an unbiased estimate of a statistic of interest. Agents incur private costs to reveal their data and the costs can be arbitrarily correlated with their…

Computer Science and Game Theory · Computer Science 2018-09-06 Yiling Chen , Nicole Immorlica , Brendan Lucier , Vasilis Syrgkanis , Juba Ziani

We consider the problem of purchasing data for machine learning or statistical estimation. The data analyst has a budget to purchase datasets from multiple data providers. She does not have any test data that can be used to evaluate the…

Computer Science and Game Theory · Computer Science 2020-10-30 Yiling Chen , Yiheng Shen , Shuran Zheng

We consider the problem of designing a survey to aggregate non-verifiable information from a privacy-sensitive population: an analyst wants to compute some aggregate statistic from the private bits held by each member of a population, but…

Computer Science and Game Theory · Computer Science 2014-04-25 Arpita Ghosh , Katrina Ligett , Aaron Roth , Grant Schoenebeck

We study statistical parameter estimation in the setting of data markets. A buyer seeks to estimate a parameter based on samples that can be purchased from competing providers that differ in their data quality and provision costs. When…

Computer Science and Game Theory · Computer Science 2026-04-13 Yuchen Hu , Martin J. Wainwright , Stephen Bates

We consider the problem of conducting a survey with the goal of obtaining an unbiased estimator of some population statistic when individuals have unknown costs (drawn from a known prior) for participating in the survey. Individuals must be…

Computer Science and Game Theory · Computer Science 2012-03-05 Aaron Roth , Grant Schoenebeck

Distributed estimation that recruits potentially large groups of humans to collect data about a phenomenon of interest has emerged as a paradigm applicable to a broad range of detection and estimation tasks. However, it also presents a…

Signal Processing · Electrical Eng. & Systems 2020-01-28 Kewei Chen , Donya Ghavidel , Vijay Gupta , Yih-Fang Huang

We consider a platform's problem of collecting data from privacy sensitive users to estimate an underlying parameter of interest. We formulate this question as a Bayesian-optimal mechanism design problem, in which an individual can share…

Computer Science and Game Theory · Computer Science 2023-09-07 Alireza Fallah , Ali Makhdoumi , Azarakhsh Malekian , Asuman Ozdaglar

Statistical estimation in many contemporary settings involves the acquisition, analysis, and aggregation of datasets from multiple sources, which can have significant differences in character and in value. Due to these variations, the…

Applications · Statistics 2014-12-23 Quentin Berthet , Venkat Chandrasekaran

We study a market for private data in which a data analyst publicly releases a statistic over a database of private information. Individuals that own the data incur a cost for their loss of privacy proportional to the differential privacy…

Computer Science and Game Theory · Computer Science 2012-10-01 Pranav Dandekar , Nadia Fawaz , Stratis Ioannidis

We introduce a framework for statistical estimation that leverages knowledge of how samples are collected but makes no distributional assumptions on the data values. Specifically, we consider a population of elements $[n]={1,\ldots,n}$ with…

Data Structures and Algorithms · Computer Science 2020-10-27 Justin Y. Chen , Gregory Valiant , Paul Valiant

Data collection is a critical component of modern statistical and machine learning pipelines, particularly when data must be gathered from multiple heterogeneous sources to study a target population of interest. In many use cases, such as…

Machine Learning · Statistics 2026-02-23 Michael O. Harding , Vikas Singh , Kirthevasan Kandasamy

We study the problem faced by a data analyst or platform that wishes to collect private data from privacy-aware agents. To incentivize participation, in exchange for this data, the platform provides a service to the agents in the form of a…

Computer Science and Game Theory · Computer Science 2022-09-15 Rachel Cummings , Hadi Elzayn , Vasilis Gkatzelis , Emmanouil Pountourakis , Juba Ziani

We consider a scenario in which a database stores sensitive data of users and an analyst wants to estimate statistics of the data. The users may suffer a cost when their data are used in which case they should be compensated. The analyst…

Computer Science and Game Theory · Computer Science 2012-04-19 Lisa Fleischer , Yu-Han Lyu

The proliferation of real-time applications has spurred much interest in data freshness, captured by the {\it age-of-information} (AoI) metric. When strategic data sources have private market information, a fundamental economic challenge is…

Networking and Internet Architecture · Computer Science 2020-12-17 Meng Zhang , Ahmed Arafa , Ermin Wei , Randall A. Berry

Uncertainty quantification for estimation through stochastic optimization solutions in an online setting has gained popularity recently. This paper introduces a novel inference method focused on constructing confidence intervals with…

Machine Learning · Statistics 2026-03-24 Wanrong Zhu , Zhipeng Lou , Ziyang Wei , Wei Biao Wu

This paper tackles challenges in pricing and revenue projections due to consumer uncertainty. We propose a novel data-based approach for firms facing unknown consumer type distributions. Unlike existing methods, we assume firms only observe…

Theoretical Economics · Economics 2024-05-28 Duarte Gonçalves , Bruno A. Furtado

An important question that often arises in the operation of networked systems is whether to collect the real-time data or to estimate them based on the previously collected data. Various factors should be taken into account such as how…

Optimization and Control · Mathematics 2021-03-30 Jalal Arabneydi , Amir G. Aghdam

While many works have studied statistical data fusion, they typically assume that the various datasets are given in advance. However, in practice, estimation requires difficult data collection decisions like determining the available data…

Machine Learning · Statistics 2024-11-06 Shantanu Gupta , Zachary C. Lipton , David Childers

We consider the problem of collaborative personalized mean estimation under a privacy constraint in an environment of several agents continuously receiving data according to arbitrary unknown agent-specific distributions. In particular, we…

Machine Learning · Computer Science 2024-12-02 Yauhen Yakimenka , Chung-Wei Weng , Hsuan-Yin Lin , Eirik Rosnes , Jörg Kliewer

We present a method for producing unbiased parameter estimates and valid confidence intervals under the constraints of differential privacy, a formal framework for limiting individual information leakage from sensitive data. Prior work in…

Methodology · Statistics 2024-02-15 Christian Covington , Xi He , James Honaker , Gautam Kamath
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