Related papers: Multiple sequences Prophet Inequality Under Observ…
In fair division of indivisible goods, using sequences of sincere choices (or picking sequences) is a natural way to allocate the objects. The idea is as follows: at each stage, a designated agent picks one object among those that remain.…
A random sequence having two segments being the homogeneous Markov processes is registered. Each segment has his own transition probability law and the length of the segment is unknown and random. The transition probabilities of each…
We study the prophet secretary problem, a well-studied variant of the classic prophet inequality, where values are drawn from independent known distributions but arrive in uniformly random order. Upon seeing a value at each step, the…
For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…
This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of…
Despite strong performance on a variety of tasks, neural sequence models trained with maximum likelihood have been shown to exhibit issues such as length bias and degenerate repetition. We study the related issue of receiving…
It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time.…
The problem of learning a computational model from examples has been receiving growing attention. For the particularly challenging problem of learning models of distributed systems, existing results are restricted to models with a fixed…
The sequential allocation protocol is a simple and popular mechanism to allocate indivisible goods, in which the agents take turns to pick the items according to a predefined sequence. While this protocol is not strategy-proof, it has been…
We study coverage processes in which each draw reveals a subset of $[n]$, and the goal is to determine the expected number of draws until all items are seen at least once. A classical example is the Coupon Collector's Problem, where each…
We propose a new framework for the detection of change-points in online, sequential data analysis. The approach utilizes nearest neighbor information and can be applied to sequences of multivariate observations or non-Euclidean data…
Sequential tests and their implied confidence sequences, which are valid at arbitrary stopping times, promise flexible statistical inference and on-the-fly decision making. However, strong guarantees are limited to parametric sequential…
In this paper, we consider a generalized longest common subsequence problem with multiple substring exclusion constrains. For the two input sequences $X$ and $Y$ of lengths $n$ and $m$, and a set of $d$ constrains $P=\{P_1,...,P_d\}$ of…
We consider a combinatorial auction setting where buyers have fractionally subadditive (XOS) valuations over the items and the seller's objective is to maximize the social welfare. A prophet inequality in this setting bounds the competitive…
Detectability of failures of linear programming (LP) decoding and the potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the underlying LP problem. In this paper, we…
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…
In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. To…
A common problem in the sciences is that a signal of interest is observed only indirectly, through smooth functionals of the signal whose values are then obscured by noise. In such inverse problems, the functionals dampen or entirely…
We study geometric variations of the discriminating code problem. In the \emph{discrete version} of the problem, a finite set of points $P$ and a finite set of objects $S$ are given in $\mathbb{R}^d$. The objective is to choose a subset…
Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…