Related papers: Using stochastic order to compare different Euclid…
Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…
We address the problem of computing distances between rankings that take into account similarities between candidates. The need for evaluating such distances is governed by applications as diverse as rank aggregation, bioinformatics, social…
We propose and analyze a specific asymptotic stochastic order for random processes based on the measure of departure discussed in the literature. As applications, we stochastically compare mixtures of order statistics and record values…
Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…
For any constant $d$ and parameter $\varepsilon > 0$, we show the existence of (roughly) $1/\varepsilon^d$ orderings on the unit cube $[0,1)^d$, such that any two points $p,q\in [0,1)^d$ that are close together under the Euclidean metric…
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…
In a recent paper by the authors, a new approach--called the "embedding method"--was introduced, which allows to make use of exchangeable pairs for normal and multivariate normal approximation with Stein's method in cases where the…
This paper revisits the well known single machine scheduling problem to minimize total weighted completion times. The twist is that job sizes are stochastic from unknown distributions, and the scheduler has access to only a single sample…
We analyze the Gaussian approximation as a method to obtain the first and second moments of a stochastic process described by a master equation. We justify the use of this approximation with ideas coming from van Kampen's expansion approach…
We study a general stochastic ranking problem where an algorithm needs to adaptively select a sequence of elements so as to "cover" a random scenario (drawn from a known distribution) at minimum expected cost. The coverage of each scenario…
$ $In many optimization problems, a feasible solution induces a multi-dimensional cost vector. For example, in load-balancing a schedule induces a load vector across the machines. In $k$-clustering, opening $k$ facilities induces an…
We consider the problem of learning how to optimally allocate treatments whose cost is uncertain and can vary with pre-treatment covariates. This setting may arise in medicine if we need to prioritize access to a scarce resource that…
Whether the goal is to analyze voting behavior, locate facilities, or recommend products, the problem of translating between (ordinal) rankings and (numerical) utilities arises naturally in many contexts. This task is commonly approached by…
In this paper we consider the Stochastic Matching problem, which is motivated by applications in kidney exchange and online dating. We are given an undirected graph in which every edge is assigned a probability of existence and a positive…
This paper compares statistical experiments in discounted problems, ranging from the simplest ones where the state is fixed and the flow of information exogenous to more complex ones, where the decision-maker controls the flow of…
Minimum cost homomorphism problems can be viewed as a generalization of list homomorphism problems. They also extend two well-known graph colouring problems: the minimum colour sum problem and the optimum cost chromatic partition problem.…
The curse of dimensionality is a common phenomenon which affects analysis of datasets characterized by large numbers of variables associated with each point. Problematic scenarios of this type frequently arise in classification algorithms…
We propose a simple yet very predictive form, based on a Poisson's equation, for the functional dependence of the cost from the density of points in the Euclidean bipartite matching problem. This leads, for quadratic costs, to the analytic…
The random assignment (or bipartite matching) problem studies the random total cost A_n of the optimal assignment of each of n jobs to each of n machines, where the costs of the n^2 possible job-machine matches has exponential (mean 1)…
We propose a randomized a posteriori error estimator for reduced order approximations of parametrized (partial) differential equations. The error estimator has several important properties: the effectivity is close to unity with prescribed…