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Firms are more likely to introduce products in markets where they anticipate stronger demand. They also possess information that is unobserved to researchers. This creates endogenous selection bias in the estimation of demand parameters.…

Econometrics · Economics 2026-04-13 Victor Aguirregabiria , Alessandro Iaria , Senay Sokullu

Consider a network whose nodes have some initial values, and it is desired to design an algorithm that builds on neighbor to neighbor interactions with the ultimate goal of convergence to the average of all initial node values or to some…

Optimization and Control · Mathematics 2014-09-16 Mahmoud El Chamie , Ji Liu , Tamer Başar

We provide the first asymptotic analysis of the Boston Mechanism under equilibrium play in random markets. We provide two results. First, while 63\% of students receive their first preference under truthful reporting-outperforming any other…

Theoretical Economics · Economics 2026-03-25 Josue Ortega

We study the problem of assigning indivisible objects to agents where each is to receive at most one. To ensure fairness in the absence of monetary compensation, we consider random assignments. Random Priority, also known as Random Serial…

Theoretical Economics · Economics 2025-06-24 Christian Basteck

We propose a framework that uses majorization to model diversity and representativeness in school admissions. We generalize the standard notion of majorization to accommodate arbitrary distributional targets, such as a student body that…

Theoretical Economics · Economics 2025-09-19 Federico Echenique , Teddy Mekonnen , M. Bumin Yenmez

Supervised deep-embedding methods project inputs of a domain to a representational space in which same-class instances lie near one another and different-class instances lie far apart. We propose a probabilistic method that treats…

Machine Learning · Statistics 2019-09-27 Tyler R. Scott , Karl Ridgeway , Michael C. Mozer

We study an online version of the max-min fair allocation problem for indivisible items. In this problem, items arrive one by one, and each item must be allocated irrevocably on arrival to one of $n$ agents, who have additive valuations for…

Computer Science and Game Theory · Computer Science 2021-11-16 Yasushi Kawase , Hanna Sumita

The adaptive Metropolis (AM) algorithm of Haario, Saksman and Tamminen [Bernoulli 7 (2001) 223-242] uses the estimated covariance of the target distribution in the proposal distribution. This paper introduces a new robust adaptive…

Computation · Statistics 2011-05-30 Matti Vihola

With model uncertainty characterized by a convex, possibly non-dominated set of probability measures, the agent minimizes the cost of hedging a path dependent contingent claim with given expected success ratio, in a discrete-time,…

Mathematical Finance · Quantitative Finance 2017-09-29 Erhan Bayraktar , Gu Wang

We consider a distributed multi-task learning scheme that accounts for multiple linear model estimation tasks with heterogeneous and/or correlated data streams. We assume that nodes can be partitioned into groups corresponding to different…

Multiagent Systems · Computer Science 2024-10-07 Lingzhou Hong , Alfredo Garcia

A simulation model based on parallel systems is established, aiming to explore the relation between the number of submissions and the overall standard of academic journals within a similar discipline under peer review. The model can…

Digital Libraries · Computer Science 2019-08-22 Zong-Yuan Tan , Ning Cai , Jian Zhou , Sheng-Guo Zhang

Large-scale online recommendation systems must facilitate the allocation of a limited number of items among competing users while learning their preferences from user feedback. As a principled way of incorporating market constraints and…

Machine Learning · Computer Science 2022-12-15 Yigit Efe Erginbas , Soham Phade , Kannan Ramchandran

Motivated by packet routing in computer networks, online queuing systems are composed of queues receiving packets at different rates. Repeatedly, they send packets to servers, each of them treating only at most one packet at a time. In the…

Machine Learning · Statistics 2021-11-05 Flore Sentenac , Etienne Boursier , Vianney Perchet

We focus on an online 2-stage problem, motivated by the following situation: consider a system where students shall be assigned to universities. There is a first round where some students apply, and a first (stable) matching $M_1$ has to be…

Data Structures and Algorithms · Computer Science 2023-05-03 Evripidis Bampis , Bruno Escoffier , Paul Youssef

Conditions are given under which one may prove that the stochastic dynamics of on-line learning can be described by the deterministic evolution of a finite set of order parameters in the thermodynamic limit. A global constraint on the…

Disordered Systems and Neural Networks · Physics 2009-10-31 G. Reents , R. Urbanczik

This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important…

Statistics Theory · Mathematics 2018-08-29 Stanislav Minsker , Nate Strawn

Randomized experiments have been the gold standard for assessing the effectiveness of a treatment or policy. The classical complete randomization approach assigns treatments based on a prespecified probability and may lead to inefficient…

Methodology · Statistics 2023-10-26 Waverly Wei , Xinwei Ma , Jingshen Wang

In this paper we consider stable matchings subject to assignment constraints. These are matchings that require certain assigned pairs to be included, insist that some other assigned pairs are not, and, importantly, are stable. Our main…

Theoretical Economics · Economics 2024-06-14 Gregory Gutin , Philip R. Neary , Anders Yeo

To guarantee all agents are matched in general, the classic Deferred Acceptance algorithm needs complete preference lists. In practice, preference lists are short, yet stable matching still works well. This raises two questions: $\bullet$…

Computer Science and Game Theory · Computer Science 2023-05-02 Ishan Agarwal , Richard Cole

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen