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Maximum consensus estimation plays a critically important role in robust fitting problems in computer vision. Currently, the most prevalent algorithms for consensus maximization draw from the class of randomized hypothesize-and-verify…

Computer Vision and Pattern Recognition · Computer Science 2018-10-24 Huu Le , Tat-Jun Chin , Anders Eriksson , Thanh-Toan Do , David Suter

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-05-21 Jiashuo Jiang

We analyze the problem of job scheduling with preempting on weighted jobs that can have either linear or exponential penalties. We review relevant literature on the problem and create and describe a few online algorithms that perform…

Data Structures and Algorithms · Computer Science 2023-01-26 Frederick Tang , Fareed Sheriff , Andrew Wang

We consider the problem of estimating the number of distinct elements in a large data set (or, equivalently, the support size of the distribution induced by the data set) from a random sample of its elements. The problem occurs in many…

Machine Learning · Computer Science 2021-06-17 Talya Eden , Piotr Indyk , Shyam Narayanan , Ronitt Rubinfeld , Sandeep Silwal , Tal Wagner

We consider the online version of the isotonic regression problem. Given a set of linearly ordered points (e.g., on the real line), the learner must predict labels sequentially at adversarially chosen positions and is evaluated by her total…

Machine Learning · Computer Science 2016-10-10 Wojciech Kotłowski , Wouter M. Koolen , Alan Malek

Online learning algorithms are widely used in strategic multi-agent settings, including repeated auctions, contract design, and pricing competitions, where agents adapt their strategies over time. A key question in such environments is how…

Computer Science and Game Theory · Computer Science 2025-03-07 Angelos Assos , Yuval Dagan , Nived Rajaraman

Motivated primarily by applications in cloud computing, we study a simple, yet powerful, online allocation problem in which jobs of varying durations arrive over continuous time and must be assigned immediately and irrevocably to one of the…

Data Structures and Algorithms · Computer Science 2025-06-10 Farbod Ekbatani , Yiding Feng , Ian Kash , Rad Niazadeh

We consider chance-constrained binary knapsack problems, where the weights of items are independent random variables with the means and standard deviations known. The chance constraint can be reformulated as a second-order cone constraint…

Optimization and Control · Mathematics 2021-05-26 Jaehyeon Ryu , Sungsoo Park

We consider the algorithm by Ferson et al. (Reliable computing 11(3), p. 207-233, 2005) designed for solving the NP-hard problem of computing the maximal sample variance over interval data, motivated by robust statistics (in fact, the…

Optimization and Control · Mathematics 2022-07-28 Miroslav Rada , Michal Černý , Ondřej Sokol

We contribute the first randomized algorithm that is an integration of arbitrarily many deterministic algorithms for the fully online multiprocessor scheduling with testing problem. When there are two machines, we show that with two…

Data Structures and Algorithms · Computer Science 2023-06-29 Mingyang Gong , Zhi-Zhong Chen , Guohui Lin , Lusheng Wang

This paper studies distributed online convex optimization with time-varying coupled constraints, motivated by distributed online control in network systems. Most prior work assumes a separability condition: the global objective and coupled…

Optimization and Control · Mathematics 2026-02-18 Zhaoye Pan , Haozhe Lei , Fan Zuo , Zilin Bian , Tao Li

Accurate uncertainty quantification is necessary to enhance the reliability of deep learning models in real-world applications. In the case of regression tasks, prediction intervals (PIs) should be provided along with the deterministic…

Machine Learning · Computer Science 2024-03-26 Giorgio Morales , John W. Sheppard

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…

Computation · Statistics 2023-04-07 Wei Zheng , Ting Tian , Xueqin Wang

Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

Motivated by bursty bandwidth allocation and by the allocation of virtual machines to servers in the cloud, we consider the online problem of packing items with random sizes into unit-capacity bins. Items arrive sequentially, but upon…

Optimization and Control · Mathematics 2021-02-08 Sebastian Perez-Salazar , Mohit Singh , Alejandro Toriello

We consider the online convex optimization problem. In the setting of arbitrary sequences and finite set of parameters, we establish a new fast-rate quantile regret bound. Then we investigate the optimization into the L1-ball by…

Statistics Theory · Mathematics 2018-05-24 Pierre Gaillard , Olivier Wintenberger

Having a regression model, we are interested in finding two-sided intervals that are guaranteed to contain at least a desired proportion of the conditional distribution of the response variable given a specific combination of predictors. We…

Machine Learning · Computer Science 2016-03-22 Mohammad Ghasemi Hamed , Mathieu Serrurier , Nicolas Durand

We consider the on-line predictive version of the standard problem of linear regression; the goal is to predict each consecutive response given the corresponding explanatory variables and all the previous observations. The standard…

Statistics Theory · Mathematics 2009-06-18 Vladimir Vovk , Ilia Nouretdinov , Alex Gammerman

We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…

Methodology · Statistics 2014-02-03 Frédéric Ferraty , Peter Hall

This essay looks at decision-making with interval-valued probability measures. Existing decision methods have either supplemented expected utility methods with additional criteria of optimality, or have attempted to supplement the…

Artificial Intelligence · Computer Science 2013-04-15 Ronald P. Loui