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We consider budget constrained combinatorial auctions where bidder $i$ has a private value $v_i$, a budget $b_i$, and is interested in all the items in $S_i$. The value to agent $i$ of a set of items $R$ is $|R \cap S_i| \cdot v_i$. Such…

Computer Science and Game Theory · Computer Science 2010-04-21 Amos Fiat , Stefano Leonardi , Jared Saia , Piotr Sankowski

Sponsored search auctions constitute one of the most successful applications of microeconomic mechanisms. In mechanism design, auctions are usually designed to incentivize advertisers to bid their truthful valuations and to assure both the…

Computer Science and Game Theory · Computer Science 2014-05-13 Nicola Gatti , Alessandro Lazaric , Marco Rocco , Francesco Trovò

With the increasing use of auctions in online advertising, there has been a large effort to study seller revenue maximization, following Myerson's seminal work, both theoretically and practically. We take the point of view of the buyer in…

Computer Science and Game Theory · Computer Science 2019-03-27 Marc Abeille , Clément Calauzènes , Noureddine El Karoui , Thomas Nedelec , Vianney Perchet

We study two standard multi-unit auction formats for allocating multiple units of a single good to multi-demand bidders. The first one is the Discriminatory Auction, which charges every winner his winning bids. The second is the Uniform…

Computer Science and Game Theory · Computer Science 2016-05-02 Bart de Keijzer , Evangelos Markakis , Guido Schäfer , Orestis Telelis

We study \emph{combinatorial procurement auctions}, where a buyer with a valuation function $v$ and budget $B$ wishes to buy a set of items. Each item $i$ has a cost $c_i$ and the buyer is interested in a set $S$ that maximizes $v(S)$…

Computer Science and Game Theory · Computer Science 2015-03-19 Ashwinkumar Badanidiyuru , Shahar Dobzinski , Sigal Oren

We introduce a novel characterization of all Walrasian price vectors in terms of forbidden over- and under demanded sets for monotone gross substitute combinatorial auctions. For ascending and descending auctions we suggest a universal…

Computer Science and Game Theory · Computer Science 2016-05-13 Oren Ben-Zwi

Combinatorial auctions (CA) are a well-studied area in algorithmic mechanism design. However, contrary to the standard model, empirical studies suggest that a bidder's valuation often does not depend solely on the goods assigned to him. For…

Computer Science and Game Theory · Computer Science 2015-10-01 Yun Kuen Cheung , Monika Henzinger , Martin Hoefer , Martin Starnberger

Variational Bayesian Monte Carlo (VBMC) is a recently introduced framework that uses Gaussian process surrogates to perform approximate Bayesian inference in models with black-box, non-cheap likelihoods. In this work, we extend VBMC to deal…

Machine Learning · Statistics 2020-10-20 Luigi Acerbi

Data clustering, including problems such as finding network communities, can be put into a systematic framework by means of a Bayesian approach. The application of Bayesian approaches to real problems can be, however, quite challenging. In…

Data Analysis, Statistics and Probability · Physics 2008-09-28 Alexei Vazquez

One of the Multi-Agent Systems that is widely used by various government agencies, buyers and sellers in a market economy, in such a manner so as to attain optimized resource allocation, is the Combinatorial Auctioning System (CAS). We…

Computer Science and Game Theory · Computer Science 2010-05-30 Megha Saini , Shrisha Rao

We study the problem of a buyer (aka auctioneer) who gains stochastic rewards by procuring multiple units of a service or item from a pool of heterogeneous strategic agents. The reward obtained for a single unit from an allocated agent…

Computer Science and Game Theory · Computer Science 2015-04-30 Satyanath Bhat , Shweta Jain , Sujit Gujar , Y. Narahari

A digital goods auction is a type of auction where potential buyers bid the maximal price that they are willing to pay for a certain item, which a seller can produce at a negligible cost and in unlimited quantity. To maximise her benefits,…

Information Theory · Computer Science 2020-09-22 Patrick Ah-Fat , Michael Huth

Classical Bayesian mechanism design relies on the common prior assumption, but such prior is often not available in practice. We study the design of prior-independent mechanisms that relax this assumption: the seller is selling an…

Theoretical Economics · Economics 2024-12-12 Jerry Anunrojwong , Santiago R. Balseiro , Omar Besbes

Efficient selection among multiple generative models is increasingly important in modern generative AI, where sampling from suboptimal models is costly. This problem can be formulated as a multi-armed bandit task. Under diversity-aware…

Machine Learning · Computer Science 2026-03-24 Bahar Dibaei Nia , Farzan Farnia

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

We present a deep learning solution to address the challenges of simulating realistic synthetic first-price sealed-bid auction data. The complexities encountered in this type of auction data include high-cardinality discrete feature spaces…

General Economics · Economics 2024-11-13 Igor Sadoune , Andrea Lodi , Marcelin Joanis

The Competition Complexity of an auction measures how much competition is needed for the revenue of a simple auction to surpass the optimal revenue. A classic result from auction theory by Bulow and Klemperer [9], states that the…

Computer Science and Game Theory · Computer Science 2017-10-31 Siqi Liu , Christos-Alexandros Psomas

In classic auction theory, reserve prices are known to be effective for improving revenue for the auctioneer against quasi-linear utility maximizing bidders. The introduction of reserve prices, however, usually do not help improve total…

Computer Science and Game Theory · Computer Science 2021-11-05 Santiago Balseiro , Yuan Deng , Jieming Mao , Vahab Mirrokni , Song Zuo

Algorithmic mechanism design (AMD) studies the delicate interplay between computational efficiency, truthfulness, and optimality. We focus on AMD's paradigmatic problem: combinatorial auctions. We present a new generalization of the VC…

Computer Science and Game Theory · Computer Science 2015-04-07 Amit Daniely , Michael Schapira , Gal Shahaf

Consider an abstract social choice setting with incomplete information, where the number of alternatives is large. Albeit natural, implementing VCG mechanisms may not be feasible due to the prohibitive communication constraints. However, if…

Computer Science and Game Theory · Computer Science 2012-11-15 Rakefet Rozen , Rann Smorodinsky