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Roulette-wheel selection is a frequently used method in genetic and evolutionary algorithms or in modeling of complex networks. Existing routines select one of N individuals using search algorithms of O(N) or O(log(N)) complexity. We…
Randomized mechanisms, which map a set of bids to a probability distribution over outcomes rather than a single outcome, are an important but ill-understood area of computational mechanism design. We investigate the role of randomized…
Chance constrained program is computationally intractable due to the existence of chance constraints, which are randomly disturbed and should be satisfied with a probability. This paper proposes a two-layer randomized algorithm to address…
This paper considers the multi-armed thresholding bandit problem -- identifying all arms whose expected rewards are above a predefined threshold via as few pulls (or rounds) as possible -- proposed by Locatelli et al. [2016] recently.…
This work addresses the uniform parallel machine scheduling problem within an optimistic bilevel optimization framework. The leader seeks to minimize the weighted number of tardy jobs, while the follower aims to minimize the total…
The problem of peer selection, which randomly selects a peer from a set, is commonplace in Proof-of-Stake (PoS) protocols. In PoS, peers are chosen randomly with probability proportional to the amount of stake that they possess. This paper…
We consider learning problems over training sets in which both, the number of training examples and the dimension of the feature vectors, are large. To solve these problems we propose the random parallel stochastic algorithm (RAPSA). We…
The goal of ranking and selection (R&S) procedures is to identify the best stochastic system from among a finite set of competing alternatives. Such procedures require constructing estimates of each system's performance, which can be…
Algorithmic pricing is the computational problem that sellers (e.g., in supermarkets) face when trying to set prices for their items to maximize their profit in the presence of a known demand. Guruswami et al. (2005) propose this problem…
The purpose of this research paper it is to present a new approach in the framework of a biased roulette wheel. It is used the approach of a quantitative trading strategy, commonly used in quantitative finance, in order to assess the…
Random walks are a fundamental primitive used in many machine learning algorithms with several applications in clustering and semi-supervised learning. Despite their relevance, the first efficient parallel algorithm to compute random walks…
We model stochastic choice as environment-dependent switching among a small library of deterministic decision rules. A Random Rule Model generates menu-level choice probabilities via named, interpretable rules weighted by observable menu…
Improvement of statistical learning models in order to increase efficiency in solving classification or regression problems is still a goal pursued by the scientific community. In this way, the support vector machine model is one of the…
We propose a novel Bayesian approach to the problem of variable selection in multiple linear regression models. In particular, we present a hierarchical setting which allows for direct specification of a-priori beliefs about the number of…
Balanced knockout tournaments are ubiquitous in sports competitions and are also used in decision-making and elections. The traditional computational question, that asks to compute a draw (optimal draw) that maximizes the winning…
We consider learning problems over training sets in which both, the number of training examples and the dimension of the feature vectors, are large. To solve these problems we propose the random parallel stochastic algorithm (RAPSA). We…
We present a parallel algorithm that computes the ask and bid prices of an American option when proportional transaction costs apply to the trading of the underlying asset. The algorithm computes the prices on recombining binomial trees,…
In the matroid buyback problem, an algorithm observes a sequence of bids and must decide whether to accept each bid at the moment it arrives, subject to a matroid constraint on the set of accepted bids. Decisions to reject bids are…
Many academic disciplines - including information systems, computer science, and operations management - face scheduling problems as important decision making tasks. Since many scheduling problems are NP-hard in the strong sense, there is a…
There are many distributed systems which use a leader in their logic. When such systems need to be fault tolerant and the current leader suffers a technical problem, it is necesary to apply a special algorithm in order to choose a new…