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A striking result of [Acharya et al. 2017] showed that to estimate symmetric properties of discrete distributions, plugging in the distribution that maximizes the likelihood of observed multiset of frequencies, also known as the profile…

Statistics Theory · Mathematics 2020-11-03 Yanjun Han , Kirankumar Shiragur

We propose a new setting for testing properties of distributions while receiving samples from several distributions, but few samples per distribution. Given samples from $s$ distributions, $p_1, p_2, \ldots, p_s$, we design testers for the…

Data Structures and Algorithms · Computer Science 2019-11-19 Maryam Aliakbarpour , Sandeep Silwal

We study chance constrained optimization problems $\min_x f(x)$ s.t. $P(\left\{ \theta: g(x,\theta)\le 0 \right\})\ge 1-\epsilon$ where $\epsilon\in (0,1)$ is the violation probability, when the distribution $P$ is not known to the decision…

Machine Learning · Computer Science 2024-02-13 A Ch Madhusudanarao , Rahul Singh

This paper considers a variation of the full-information secretary problem where the random variables to be observed are independent but not necessary identically distributed. The main result is a sharp lower bound for the optimal win…

Probability · Mathematics 2018-12-12 Pieter C. Allaart , Jose A. Islas

Over the past two decades, significant strides have been made in stochastic problems such as revenue-optimal auction design and prophet inequalities, traditionally modeled with $n$ independent random variables to represent the values of $n$…

Computer Science and Game Theory · Computer Science 2024-06-11 Vasilis Livanos , Kalen Patton , Sahil Singla

Consider the problem: we are given $n$ boxes, labeled $\{1,2,\ldots, n\}$ by an adversary, each containing a single number chosen from an unknown distribution; these $n$ distributions are not necessarily identical. We are also given an…

Data Structures and Algorithms · Computer Science 2024-05-13 Mohammad Taghi Hajiaghayi , Dariusz R. Kowalski , Piotr Krysta , Jan Olkowski

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

We consider the problem of constructing probabilistic predictions that lead to accurate decisions when employed by downstream users to inform actions. For a single decision maker, designing an optimal predictor is equivalent to minimizing a…

Machine Learning · Computer Science 2025-10-15 Isaac Gibbs , Ryan J. Tibshirani

Prophet inequalities and secretary problems have been extensively studied in recent years due to their elegance, connections to online algorithms, stochastic optimization, and mechanism design problems in game theoretic settings. Rubinstein…

Data Structures and Algorithms · Computer Science 2021-07-09 Chandra Chekuri , Vasilis Livanos

Hypothesis Selection is a fundamental distribution learning problem where given a comparator-class $Q=\{q_1,\ldots, q_n\}$ of distributions, and a sampling access to an unknown target distribution $p$, the goal is to output a distribution…

Machine Learning · Computer Science 2021-08-19 Olivier Bousquet , Mark Braverman , Klim Efremenko , Gillat Kol , Shay Moran

There is a rising interest for studying the online benchmark as an alternative of the classical offline benchmark in online stochastic settings. Ezra, Feldman, Gravin, and Tang (SODA 2023) introduced the notion of order-competitive ratio,…

Data Structures and Algorithms · Computer Science 2024-06-24 Liyan Chen , Nuozhou Sun , Zhihao Gavin Tang

In the subject of optimal stopping, the classical secretary problem is concerned with optimally selecting the best of $n$ candidates when their relative ranks are observed sequentially. This problem has been extended to optimally selecting…

Probability · Mathematics 2017-12-06 Yi-Shen Lin , Shoou-Ren Hsiau , Yi-Ching Yao

In the best choice problem with random arrivals, an unknown number $n$ of rankable items arrive at times sampled from the uniform distribution. As is well known, a real-time player can ensure stopping at the overall best item with…

Probability · Mathematics 2021-03-09 Alexander Gnedin

In this work, we study a scenario where a publisher seeks to maximize its total revenue across two sales channels: guaranteed contracts that promise to deliver a certain number of impressions to the advertisers, and spot demands through an…

Computer Science and Game Theory · Computer Science 2021-07-16 Melika Abolhassani , Hossein Esfandiari , Yasamin Nazari , Balasubramanian Sivan , Yifeng Teng , Creighton Thomas

In this paper, we settle the problem of learning optimal linear contracts from data in the offline setting, where agent types are drawn from an unknown distribution and the principal's goal is to design a contract that maximizes her…

Computer Science and Game Theory · Computer Science 2026-05-28 Mikael Møller Høgsgaard

We investigate the role of commitment in optimal stopping by studying all the variants between Prophet Inequality (PI) and Pandora's Box (PB). Both problems deal with a set of variables drawn from known distributions. In PI the gambler…

Data Structures and Algorithms · Computer Science 2025-09-30 José Correa , Evangelia Gergatsouli , Bruno Ziliotto

We consider generalizations of the classical secretary problem, also known as the problem of optimal choice, to posets where the only information we have is the size of the poset and the number of maximal elements. We show that, given this…

Combinatorics · Mathematics 2012-06-29 Bryn Garrod , Robert Morris

We consider the classical online bipartite matching problem in the probe-commit model. In this problem, when an online vertex arrives, its edges must be probed to determine if they exist, based on known edge probabilities. A probing…

Data Structures and Algorithms · Computer Science 2024-12-16 Allan Borodin , Calum MacRury

In this paper, we survey literature on prophet inequalities for subadditive combinatorial auctions. We give an overview of the previous best $O(\log \log m)$ prophet inequality as well as the preceding $O(\log m)$ prophet inequality. Then,…

Computer Science and Game Theory · Computer Science 2023-05-23 Dwaipayan Saha , Ananya Parashar

We analyze a discrimination problem of a single-qubit unitary gate with two candidates, where the candidates are not provided with their classical description, but their quantum sample is. More precisely, there are three unitary quantum…

Quantum Physics · Physics 2021-08-26 Akihito Soeda , Atsushi Shimbo , Mio Murao
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