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We study generalizations of the "Prophet Inequality" and "Secretary Problem", where the algorithm is restricted to an arbitrary downward-closed set system. For {0,1}-values, we give O(log n)-competitive algorithms for both problems. This is…

Data Structures and Algorithms · Computer Science 2024-09-05 Aviad Rubinstein

We study online fair division when there are a finite number of item types and the player values for the items are drawn randomly from distributions with unknown means. In this setting, a sequence of indivisible items arrives according to a…

Computer Science and Game Theory · Computer Science 2025-01-14 Benjamin Schiffer , Shirley Zhang

Matching is one of the most fundamental and broadly applicable problems across many domains. In these diverse real-world applications, there is often a degree of uncertainty in the input which has led to the study of stochastic matching…

Data Structures and Algorithms · Computer Science 2026-04-21 Brian Brubach , Nathaniel Grammel , Will Ma , Calum MacRury , Aravind Srinivasan

In the classical online model, the maximum independent set problem admits an $\Omega(n)$ lower bound on the competitive ratio even for interval graphs, motivating the study of the problem under additional assumptions. We first study the…

Computational Geometry · Computer Science 2026-04-17 Minati De , Satyam Singh

Numerous recent papers have studied the tension between thickening and clearing a market in (uncertain, online) long-time horizon Markovian settings. In particular, (Aouad and Sarita{\c{c}} EC'20, Collina et al. WINE'20, Kessel et al.…

Computer Science and Game Theory · Computer Science 2024-01-23 Neel Patel , David Wajc

We present a generalization of the maximal inequalities that upper bound the expectation of the maximum of $n$ jointly distributed random variables. We control the expectation of a randomly selected random variable from $n$ jointly…

Probability · Mathematics 2017-08-31 Jiantao Jiao , Yanjun Han , Tsachy Weissman

We show an essentially tight bound on the number of adaptively chosen statistical queries that a computationally efficient algorithm can answer accurately given $n$ samples from an unknown distribution. A statistical query asks for the…

Cryptography and Security · Computer Science 2015-02-23 Thomas Steinke , Jonathan Ullman

Prediction algorithms assign numbers to individuals that are popularly understood as individual "probabilities" -- what is the probability of 5-year survival after cancer diagnosis? -- and which increasingly form the basis for life-altering…

Machine Learning · Computer Science 2020-11-30 Cynthia Dwork , Michael P. Kim , Omer Reingold , Guy N. Rothblum , Gal Yona

Consider the problem of nonparametric estimation of an unknown $\beta$-H\"older smooth density $p_{XY}$ at a given point, where $X$ and $Y$ are both $d$ dimensional. An infinite sequence of i.i.d.\ samples $(X_i,Y_i)$ are generated…

Information Theory · Computer Science 2023-08-29 Jingbo Liu

Algorithms with predictions is a recent framework that has been used to overcome pessimistic worst-case bounds in incomplete information settings. In the context of scheduling, very recent work has leveraged machine-learned predictions to…

Data Structures and Algorithms · Computer Science 2022-12-08 Eric Balkanski , Tingting Ou , Clifford Stein , Hao-Ting Wei

Classical probabilistic models of (noisy) quantum systems are not only relevant for understanding the non-classical features of quantum mechanics, but they are also useful for determining the possible advantage of using quantum resources…

Quantum Physics · Physics 2020-03-16 Iman Marvian

Let $X_1,X_2,\ldots$ be independent identically distributed nonnegative random variables. Wald's identity states that the random sum $S_T:=X_1+\cdots+X_T$ has expectation $E(T)) E(X_1)$ provided $T$ is a stopping time. We prove here that…

Probability · Mathematics 2014-05-13 Alexander E. Holroyd , Yuval Peres , Jeffrey E. Steif

We study the problem of selling identical goods to n unit-demand bidders in a setting in which the total supply of goods is unknown to the mechanism. Items arrive dynamically, and the seller must make the allocation and payment decisions…

Computer Science and Game Theory · Computer Science 2009-05-22 Moshe Babaioff , Liad Blumrosen , Aaron L. Roth

We consider the \textsf{Unit Interval Selection} problem in the one-pass random order streaming model. Here, an algorithm is presented a sequence of $n$ unit-length intervals on the line that arrive in uniform random order, and the…

Data Structures and Algorithms · Computer Science 2026-03-11 Cezar-Mihail Alexandru , Adithya Diddapur , Magnús M. Halldórsson , Christian Konrad , Kheeran K. Naidu

The study of the prophet inequality problem in the limited information regime was initiated by Azar et al. [SODA'14] in the pursuit of prior-independent posted-price mechanisms. As they show, $O(1)$-competitive policies are achievable using…

Computer Science and Game Theory · Computer Science 2021-11-24 Constantine Caramanis , Matthew Faw , Orestis Papadigenopoulos , Emmanouil Pountourakis

We study a fundamental stochastic selection problem involving $n$ independent random variables, each of which can be queried at some cost. Given a tolerance level $\delta$, the goal is to find a value that is $\delta$-approximately minimum…

Data Structures and Algorithms · Computer Science 2025-04-25 Hessa Al-Thani , Viswanath Nagarajan

Applying a machine learning model for decision-making in the real world requires to distinguish what the model knows from what it does not. A critical factor in assessing the knowledge of a model is to quantify its predictive uncertainty.…

Machine Learning · Computer Science 2023-11-15 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

We investigate prophet inequalities with competitive ratios approaching $1$, seeking to generalize $k$-uniform matroids. We first show that large girth does not suffice: for all $k$, there exists a matroid of girth $\geq k$ and a prophet…

Data Structures and Algorithms · Computer Science 2024-11-21 Noga Alon , Nick Gravin , Tristan Pollner , Aviad Rubinstein , Hongao Wang , S. Matthew Weinberg , Qianfan Zhang

Motivated by applications in online bidding and sleeping bandits, we examine the problem of contextual bandits with cross learning, where the learner observes the loss associated with the action across all possible contexts, not just the…

Machine Learning · Computer Science 2025-01-27 Ruiyuan Huang , Zengfeng Huang

In Hotelling's model of spatial competition, a unit mass of voters is distributed in the interval $[0,1]$ (with their location corresponding to their political persuasion), and each of $m$ candidates selects as a strategy his distinct…

Computer Science and Game Theory · Computer Science 2024-05-09 Umang Bhaskar , Soumyajit Pyne