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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

Computing and storing probabilities is a hard problem as soon as one has to deal with complex distributions over multiple random variables. The problem of efficient representation of probability distributions is central in term of…

Artificial Intelligence · Computer Science 2016-08-16 David Bellot , Pierre Bessiere

We consider a stochastic online problem where $n$ applicants arrive over time, one per time step. Upon arrival of each applicant their cost per time step is revealed, and we have to fix the duration of employment, starting immediately. This…

Data Structures and Algorithms · Computer Science 2017-05-31 Yann Disser , John Fearnley , Martin Gairing , Oliver Göbel , Max Klimm , Daniel Schmand , Alexander Skopalik , Andreas Tönnis

The objective of this paper is to show that the so-called unified approach to stopping problems with unknown cardinality introduced in Bruss (1984) proves to be efficient for solving other types of best-choice problems. We show that what we…

Probability · Mathematics 2016-10-03 Rémi Dendievel

We study the problem of computing maximin share guarantees, a recently introduced fairness notion. Given a set of $n$ agents and a set of goods, the maximin share of a single agent is the best that she can guarantee to herself, if she would…

Computer Science and Game Theory · Computer Science 2018-06-12 Georgios Amanatidis , Evangelos Markakis , Afshin Nikzad , Amin Saberi

In the classical optimal stopping problem, a player is given a sequence of random variables $X_1\ldots X_n$ with known distributions. After observing the realization of $X_i$, the player can either accept the observed reward from $X_i$ and…

Discrete Mathematics · Computer Science 2020-07-24 Shipra Agrawal , Jay Sethuraman , Xingyu Zhang

Prophet inequalities are a central object of study in optimal stopping theory. A gambler is sent values in an online fashion, sampled from an instance of independent distributions, in an adversarial, random or selected order, depending on…

Data Structures and Algorithms · Computer Science 2024-11-05 Giordano Giambartolomei , Frederik Mallmann-Trenn , Raimundo Saona

Optimal stopping problems give rise to random distributions describing how many applicants the decision-maker will sample or interview before choosing one, a quantity sometimes referred to as the search time or process duration. This…

Applications · Statistics 2019-12-13 Simon Demers

We give a general unified method that can be used for $L_1$ {\em closeness testing} of a wide range of univariate structured distribution families. More specifically, we design a sample optimal and computationally efficient algorithm for…

Data Structures and Algorithms · Computer Science 2015-08-25 Ilias Diakonikolas , Daniel M. Kane , Vladimir Nikishkin

Imagine a large firm with multiple departments that plans a large recruitment. Candidates arrive one-by-one, and for each candidate the firm decides, based on her data (CV, skills, experience, etc), whether to summon her for an interview.…

Machine Learning · Computer Science 2019-06-03 Alon Cohen , Avinatan Hassidim , Haim Kaplan , Yishay Mansour , Shay Moran

We model the joint distribution of choice probabilities and decision times in binary choice tasks as the solution to a problem of optimal sequential sampling, where the agent is uncertain of the utility of each action and pays a constant…

Neurons and Cognition · Quantitative Biology 2015-05-14 Drew Fudenberg , Philipp Strack , Tomasz Strzalecki

We study a new framework for property testing of probability distributions, by considering distribution testing algorithms that have access to a conditional sampling oracle.* This is an oracle that takes as input a subset $S \subseteq [N]$…

Data Structures and Algorithms · Computer Science 2015-01-19 Clement Canonne , Dana Ron , Rocco A. Servedio

We give an improved algorithm for drawing a random sample from a large data stream when the input elements are distributed across multiple sites which communicate via a central coordinator. At any point in time the set of elements held by…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-03-29 Srikanta Tirthapura , David P. Woodruff

We consider a Bayesian forecast aggregation model where $n$ experts, after observing private signals about an unknown binary event, report their posterior beliefs about the event to a principal, who then aggregates the reports into a single…

Machine Learning · Computer Science 2023-10-11 Tao Lin , Yiling Chen

The study proposes a new decision theoretic sampling plan (DSP) for Type-I and Type-I hybrid censored samples when the lifetimes of individual items are exponentially distributed with a scale parameter. The DSP is based on an estimator of…

Methodology · Statistics 2018-07-03 Deepak Prajapati , Sharmistha Mitra , Debasis Kundu

Rejection sampling is a common tool for low dimensional problems ($d \leq 2$), often touted as an "easy" way to obtain valid samples from a distribution $f(\cdot)$ of interest. In practice it is non-trivial to apply, often requiring…

Computation · Statistics 2023-10-03 Edward Raff , Mark McLean , James Holt

The Possible-Winner problem asks, given an election where the voters' preferences over the set of candidates is partially specified, whether a distinguished candidate can become a winner. In this work, we consider the computational…

Computer Science and Game Theory · Computer Science 2018-02-27 Batya Kenig

We consider the problem of learning a discrete distribution in the presence of an $\epsilon$ fraction of malicious data sources. Specifically, we consider the setting where there is some underlying distribution, $p$, and each data source…

Machine Learning · Computer Science 2017-11-23 Mingda Qiao , Gregory Valiant

We consider the problem of repetitive scenario design where one has to solve repeatedly a scenario design problem and can adjust the sample size (number of scenarios) to obtain a desired level of risk (constraint violation probability). We…

Optimization and Control · Mathematics 2025-09-08 Guillaume O. Berger , Raphaël M. Jungers

We study the following distribution clustering problem: Given a hidden partition of $k$ distributions into two groups, such that the distributions within each group are the same, and the two distributions associated with the two clusters…

Data Structures and Algorithms · Computer Science 2025-12-10 Gunjan Kumar , Yash Pote , Jonathan Scarlett