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We give the first polynomial-time approximation scheme (PTAS) for the stochastic load balancing problem when the job sizes follow Poisson distributions. This improves upon the 2-approximation algorithm due to Goel and Indyk (FOCS'99).…

Data Structures and Algorithms · Computer Science 2020-06-24 Anindya De , Sanjeev Khanna , Huan Li , Hesam Nikpey

We study memory-bounded algorithms for the $k$-secretary problem. The algorithm of Kleinberg (SODA 2005) achieves an optimal competitive ratio of $1 - O(1/\sqrt{k})$, yet a straightforward implementation requires $\Omega(k)$ memory. Our…

Data Structures and Algorithms · Computer Science 2026-05-11 Mingda Qiao , Wei Zhang

We consider the algorithmic question of choosing a subset of candidates of a given size $k$ from a set of $m$ candidates, with knowledge of voters' ordinal rankings over all candidates. We consider the well-known and classic scoring rule…

Computer Science and Game Theory · Computer Science 2021-06-02 Kamesh Munagala , Zeyu Shen , Kangning Wang

The $k$-opt algorithm is one of the simplest and most widely used heuristics for solving the traveling salesman problem. Starting from an arbitrary tour, the $k$-opt algorithm improves the current tour in each iteration by exchanging up to…

Data Structures and Algorithms · Computer Science 2025-07-17 Sophia Heimann , Hung P. Hoang , Stefan Hougardy

We extend the standard online worst-case model to accommodate past experience which is available to the online player in many practical scenarios. We do this by revealing a random sample of the adversarial input to the online player ahead…

Data Structures and Algorithms · Computer Science 2019-07-12 Haim Kaplan , David Naori , Danny Raz

Steinke (2025) recently asked the following intriguing open question: Can we solve the differentially private selection problem with nearly-optimal error by only (adaptively) invoking Gaussian mechanism on low-sensitivity queries? We…

Cryptography and Security · Computer Science 2025-11-11 Ethan Leeman , Pasin Manurangsi

We study the problem of estimating the score function of an unknown probability distribution $\rho^*$ from $n$ independent and identically distributed observations in $d$ dimensions. Assuming that $\rho^*$ is subgaussian and has a…

Statistics Theory · Mathematics 2024-06-13 Andre Wibisono , Yihong Wu , Kaylee Yingxi Yang

The Pandora's Box Problem, originally formalized by Weitzman in 1979, models selection from set of random, alternative options, when evaluation is costly. This includes, for example, the problem of hiring a skilled worker, where only one…

Computer Science and Game Theory · Computer Science 2024-02-20 Shant Boodaghians , Federico Fusco , Philip Lazos , Stefano Leonardi

We introduce a new decomposition technique for random variables that maps a generic instance of the prophet inequalities problem to a new instance where all but a constant number of variables have a tractable structure that we refer to as…

Data Structures and Algorithms · Computer Science 2020-11-10 Allen Liu , Renato Paes Leme , Martin Pal , Jon Schneider , Balasubramanian Sivan

We examine strategy-proof elections to select a winner amongst a set of agents, each of whom cares only about winning. This impartial selection problem was introduced independently by Holzman and Moulin and Alon et al. Fisher and Klimm…

Computer Science and Game Theory · Computer Science 2014-08-01 Nicolas Bousquet , Sergey Norin , Adrian Vetta

This paper presents a stochastic approach to theorems concerning the behavior of iterations of the Bernstein operator $B_n$ taking a continuous function $f \in C[0,1]$ to a degree-$n$ polynomial when the number of iterations $k$ tends to…

Probability · Mathematics 2016-01-19 Takis Konstantopoulos , Linglong Yuan , Michael A. Zazanis

Poisson's equation plays a fundamental role as a tool for performance evaluation and optimization of Markov chains. For continuous-time birth-death chains with possibly unbounded transition and cost rates as addressed herein, when…

Probability · Mathematics 2022-07-28 José Niño-Mora

Consider the following multi-phase project management problem. Each project is divided into several phases. All projects enter the next phase at the same point chosen by the decision maker based on observations up to that point. Within each…

Statistics Theory · Mathematics 2007-06-13 Hock Peng Chan , Cheng-Der Fuh , Inchi Hu

We study a continuous and infinite time horizon counterpart to the classic prophet inequality, which we term the stationary prophet inequality problem. Here, copies of a good arrive and perish according to Poisson point processes. Buyers…

Data Structures and Algorithms · Computer Science 2021-07-23 Kristen Kessel , Amin Saberi , Ali Shameli , David Wajc

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…

Data Structures and Algorithms · Computer Science 2024-11-05 Ziyun Chen , Zhiyi Huang , Dongchen Li , Zhihao Gavin Tang

In a matroid secretary problem, one is presented with a sequence of objects of various weights in a random order, and must choose irrevocably to accept or reject each item. There is a further constraint that the set of items selected must…

Computer Science and Game Theory · Computer Science 2013-01-22 David Harris , Manish Purohit

We are interested in estimating the location of what we call "smooth change-point" from $n$ independent observations of an inhomogeneous Poisson process. The smooth change-point is a transition of the intensity function of the process from…

Statistics Theory · Mathematics 2021-02-17 A. Amiri , S Dachian

During recent years the interest of optimization and machine learning communities in high-probability convergence of stochastic optimization methods has been growing. One of the main reasons for this is that high-probability complexity…

We consider the classical problems of estimating the mean of an $n$-dimensional normally (with identity covariance matrix) or Poisson distributed vector under the squared loss. In a Bayesian setting the optimal estimator is given by the…

Statistics Theory · Mathematics 2021-09-13 Yury Polyanskiy , Yihong Wu

In this paper, we discuss a stochastic decision problem of optimally selecting the order in which to try $n$ opportunities that may yield an uncertain reward in the future. The motivation came out from pure curiosity, after an informal…

Computer Science and Game Theory · Computer Science 2016-09-27 Giuseppe C. Calafiore