English
Related papers

Related papers: Robust forecast aggregation via additional queries

200 papers

Real-world data streams can change unpredictably due to distribution shifts, feedback loops and adversarial actors, which challenges the validity of forecasts. We present a forecasting framework ensuring valid uncertainty estimates…

Machine Learning · Computer Science 2025-03-04 Charles Marx , Volodymyr Kuleshov , Stefano Ermon

When eliciting forecasts from a group of experts, it is important to reward predictions so that market participants are incentivized to tell the truth. Existing mechanisms partially accomplish this but remain susceptible to groups of…

Theoretical Economics · Economics 2024-11-26 Jack Edwards

We propose a simple empirical scaling law that describes load forecasting accuracy at different levels of aggregation. The model is justified based on a simple decomposition of individual consumption patterns. We show that for different…

Applications · Statistics 2017-09-01 Raffi Sevlian , Ram Rajagopal

Gaussian process (GP) models have received increasing attention in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed…

Machine Learning · Statistics 2026-02-11 Haoyuan Chen , Rui Tuo

We consider the problem of eliciting expert assessments of an uncertain parameter. The context is risk control, where there are, in fact, three uncertain parameters to be estimates. Two of these are probabilities, requiring the that the…

Artificial Intelligence · Computer Science 2020-10-23 Paul B. Kantor

Mixture-of-Experts models enable large language models to scale efficiently, as they only activate a subset of experts for each input. Their core mechanisms, Top-k routing and auxiliary load balancing, remain heuristic, however, lacking a…

Machine Learning · Computer Science 2026-01-08 Ye Su , Yong Liu

Uncertainty arises naturally inmany application domains due to, e.g., data entry errors and ambiguity in data cleaning. Prior work in incomplete and probabilistic databases has investigated the semantics and efficient evaluation of ranking…

Databases · Computer Science 2023-05-04 Su Feng , Boris Glavic , Oliver Kennedy

Assortment optimization is a fundamental challenge in modern retail and recommendation systems, where the goal is to select a subset of products that maximizes expected revenue under complex customer choice behaviors. While recent advances…

Machine Learning · Statistics 2026-03-11 Miao Lu , Yuxuan Han , Han Zhong , Zhengyuan Zhou , Jose Blanchet

We consider the problem where a set of individuals has to classify $m$ objects into $p$ categories by aggregating the individual classifications, and no category can be left empty. An aggregator satisfies \emph{Expertise} if individuals are…

Theoretical Economics · Economics 2025-02-07 Federico Fioravanti

We propose a general solution to the problem of robust Bayesian inference in complex settings where outliers may be present. In practice, the automation of robust Bayesian analyses is important in the many applications involving large and…

Methodology · Statistics 2022-04-15 Jeremie Houssineau , David J. Nott

We study a robust contract design problem with deferred inspection, in which a principal allocates a scarce resource to an agent, observes the agent's realized outcome ex post at negligible cost, and conditions transfers on this information…

Theoretical Economics · Economics 2026-01-12 Halil I. Bayrak , Martin Bichler

Robust methods, though ubiquitous in practice, are yet to be fully understood in the context of regularized estimation and high dimensions. Even simple questions become challenging very quickly. For example, classical statistical theory…

Statistics Theory · Mathematics 2023-11-10 Jing Zhou , Gerda Claeskens , Jelena Bradic

Aggregating responses from crowd workers is a fundamental task in the process of crowdsourcing. In cases where a few experts are overwhelmed by a large number of non-experts, most answer aggregation algorithms such as the majority voting…

Social and Information Networks · Computer Science 2021-11-10 Yasushi Kawase , Yuko Kuroki , Atsushi Miyauchi

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

Mixture of experts is a prediction aggregation method in machine learning that aggregates the predictions of specialized experts. This method often outperforms Bayesian methods despite the Bayesian having stronger inductive guarantees. We…

Machine Learning · Computer Science 2026-01-26 Bruce Rushing

We consider the problem of evaluating certain types of functional aggregation queries on relational data subject to additive inequalities. Such aggregation queries, with a smallish number of additive inequalities, arise naturally/commonly…

Data Structures and Algorithms · Computer Science 2020-05-04 Mahmoud Abo-Khamis , Sungjin Im , Benjamin Moseley , Kirk Pruhs , Alireza Samadian

In this paper we analyze judgement aggregation problems in which a group of agents independently votes on a set of complex propositions that has some interdependency constraint between them(e.g., transitivity when describing preferences).…

Computer Science and Game Theory · Computer Science 2013-06-20 Ilan Nehama

The article is devoted to investigating the application of aggregating algorithms to the problem of the long-term forecasting. We examine the classic aggregating algorithms based on the exponential reweighing. For the general Vovk's…

Machine Learning · Computer Science 2019-02-27 Alexander Korotin , Vladimir V'yugin , Evgeny Burnaev

We propose a distributionally robust principal agent formulation, which generalizes some common variants of worst-case and Bayesian principal agent problems. We construct a theoretical framework to certify whether any surjective contract…

Theoretical Economics · Economics 2024-01-17 Peter Zhang

We study a general aggregation problem in which a society has to determine its position on each of several issues, based on the positions of the members of the society on those issues. There is a prescribed set of feasible evaluations,…

Computer Science and Game Theory · Computer Science 2015-03-20 Elad Dokow , Dvir Falik
‹ Prev 1 3 4 5 6 7 10 Next ›