Related papers: Oracle-Augmented Prophet Inequalities
In our problem, we are given access to a number of sequences of nonnegative i.i.d. random variables, whose realizations are observed sequentially. All sequences are of the same finite length. The goal is to pick one element from each…
In the single stock trading prophet problem formulated by Correa et al.\ (2023), an online algorithm observes a sequence of prices of a stock. At each step, the algorithm can either buy the stock by paying the current price if it doesn't…
This paper studies incomplete-information games in which an information provider, an oracle, publicly discloses information to the players. One oracle is said to dominate another if, in every game, it can replicate the equilibrium outcomes…
The prophet secretary problem is a combination of the prophet inequality and the secretary problem, where elements are drawn from known independent distributions and arrive in uniformly random order. In this work, we design 1) a…
We analyze incomplete-information games where an oracle publicly shares information with players. One oracle dominates another if, in every game, it can match the set of equilibrium outcomes induced by the latter. Distinct characterizations…
Hill and Kertz studied the prophet inequality on iid distributions [The Annals of Probability 1982]. They proved a theoretical bound of $1-\frac{1}{e}$ on the approximation factor of their algorithm. They conjectured that the best…
We initiate the study of incentive-compatible forecasting competitions in which multiple forecasters make predictions about one or more events and compete for a single prize. We have two objectives: (1) to incentivize forecasters to report…
Suppose a customer is faced with a sequence of fluctuating prices, such as for airfare or a product sold by a large online retailer. Given distributional information about what price they might face each day, how should they choose when to…
In this paper, we investigate the optimal strategies in the Werewolf Game-a widely played strategic social deduction game involving two opposing factions-from a game-theoretic perspective. We consider two scenarios: the game without a…
Online contention resolution schemes (OCRSs) were proposed by Feldman, Svensson, and Zenklusen as a generic technique to round a fractional solution in the matroid polytope in an online fashion. It has found applications in several…
The secretary and the prophet inequality problems are central to the field of Stopping Theory. Recently, there has been a lot of work in generalizing these models to multiple items because of their applications in mechanism design. The most…
We investigate the connection between interference and computational power within the operationally defined framework of generalised probabilistic theories. To compare the computational abilities of different theories within this framework…
We present several new examples of speed-ups obtainable by quantum algorithms in the context of property testing. First, motivated by sampling algorithms, we consider probability distributions given in the form of an oracle $f:[n]\to[m]$.…
In this paper,we consider a high-dimensional statistical estimation problem in which the the number of parameters is comparable or larger than the sample size. We present a unified analysis of the performance guarantees of exponential…
We study single-sample prophet inequalities (SSPIs), i.e., prophet inequalities where only a single sample from each prior distribution is available. Besides a direct, and optimal, SSPI for the basic single choice problem [Rubinstein et…
The aim of this paper is to provide some theoretical understanding of quasi-Bayesian aggregation methods non-negative matrix factorization. We derive an oracle inequality for an aggregated estimator. This result holds for a very general…
Chances of a gambler are always lower than chances of a casino in the case of an ideal, mathematically perfect roulette, if the capital of the gambler is limited and the minimum and maximum allowed bets are limited by the casino. However, a…
We analyze general model selection procedures using penalized empirical loss minimization under computational constraints. While classical model selection approaches do not consider computational aspects of performing model selection, we…
Classical game theory treats players as special---a description of a game contains a full, explicit enumeration of all players---even though in the real world, "players" are no more fundamentally special than rocks or clouds. It isn't…
Traditional online algorithms encapsulate decision making under uncertainty, and give ways to hedge against all possible future events, while guaranteeing a nearly optimal solution as compared to an offline optimum. On the other hand,…