Related papers: Robust forecast aggregation via additional queries
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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).…
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…
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…
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,…