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We consider a variant of sequential testing by betting where, at each time step, the statistician is presented with multiple data sources (arms) and obtains data by choosing one of the arms. We consider the composite global null hypothesis…
Financial portfolio optimization is a widely studied problem in mathematics, statistics, financial and computational literature. It adheres to determining an optimal combination of weights associated with financial assets held in a…
This paper introduces a systematic methodological framework to design and analyze distributed algorithms for optimization and games over networks. Starting from a centralized method, we identify an aggregation function involving all the…
A combinatorial simplex algorithm is an instance of the simplex method in which the pivoting depends on combinatorial data only. We show that any algorithm of this kind admits a tropical analogue which can be used to solve mean payoff…
Ensuring the security of networked systems is a significant problem, considering the susceptibility of modern infrastructures and technologies to adversarial interference. A central component of this problem is how defensive resources…
Soccer is a sparse rewarding game: any smart or careless action in critical situations can change the result of the match. Therefore players, coaches, and scouts are all curious about the best action to be performed in critical situations,…
In this paper we examine problems motivated by on-line financial problems and stochastic games. In particular, we consider a sequence of entirely arbitrary distinct values arriving in random order, and must devise strategies for selecting…
The best subset selection (or "best subsets") estimator is a classic tool for sparse regression, and developments in mathematical optimization over the past decade have made it more computationally tractable than ever. Notwithstanding its…
The field of quantitative analytics has transformed the world of sports over the last decade. To date, these analytic approaches are statistical at their core, characterizing what is and what was, while using this information to drive…
How do different alliance mechanisms compare? In this work, we analyze various methods of forming an alliance in the Coalitional General Lotto game, a simple model of competitive resource allocation. In the game, Players 1 and 2…
A binary game is introduced and analysed. N players have to choose one of the two sides independently and those on the minority side win. Players uses a finite set of ad hoc strategies to make their decision, based on the past record. The…
We introduce and analyze a natural game formulated as follows. In this one-person game, the player is given a random permutation $A=(a_1,\dots, a_n)$ of a multiset $M$ of $n$ reals that sum up to $0$, where each of the $n!$ permutation…
The $\mathscr{P}$-position sets of some combinatorial games have special combinatorial structures. For example, the $\mathscr{P}$-position set of the hexad game, first investigated by Conway and Ryba, is the block set of the Steiner system…
We propose a novel mixture model for football event data that clusters entire possessions to reveal their temporal, sequential, and spatial structure. Each mixture component models possessions as marked spatio-temporal point processes:…
With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…
Sequences of repeated gambles provide an experimental tool to characterize the risk preferences of humans or artificial decision-making agents. The difficulty of this inference depends on factors including the details of the gambles offered…
In this work we consider an agent based model in order to study the wealth distribution problem where the interchange is determined with a symmetric zero sum game. Simultaneously, the agents update their way of play trying to learn the…
In participatory budgeting we are given a set of projects---each with a cost, an available budget, and a set of voters who in some form express their preferences over the projects. The goal is to select---based on voter preferences---a…
We propose a game-theoretic framework that incorporates both incomplete information and general ambiguity attitudes on factors external to all players. Our starting point is players' preferences on payoff-distribution vectors, essentially…
In M-open problems where no true model can be conceptualized, it is common to back off from modeling and merely seek good prediction. Even in M-complete problems, taking a predictive approach can be very useful. Stacking is a model…