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This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…

Optimization and Control · Mathematics 2023-12-05 Yurii Nesterov

Proportional ranking rules aggregate approval-style preferences of agents into a collective ranking such that groups of agents with similar preferences are adequately represented. Motivated by the application of live Q&A platforms, where…

Computer Science and Game Theory · Computer Science 2021-05-18 Jonas Israel , Markus Brill

The classical problem of moments is addressed by the maximum entropy approach for one-dimensional discrete distributions. The numerical technique of adaptive support approximation is proposed to reconstruct the distributions in the region…

Numerical Analysis · Mathematics 2014-09-02 Alexander Andreychenko , Linar Mikeev , Verena Wolf

We present several new characterizations of correlated equilibria in games with continuous utility functions. These have the advantage of being more computationally and analytically tractable than the standard definition in terms of…

Computer Science and Game Theory · Computer Science 2011-06-06 Noah D. Stein , Pablo A. Parrilo , Asuman Ozdaglar

Evolutionary processes proved very useful for solving optimization problems. In this work, we build a formalization of the notion of cooperation and competition of multiple systems working toward a common optimization goal of the population…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Mark Burgin , Eugene Eberbach

We consider different choice procedures such as scoring rules, rules, using majority relation, value function and tournament matrix, which are used in social and multi-criteria choice problems. We focus on the study of the properties that…

Optimization and Control · Mathematics 2016-11-03 Sergey Shvydun

We consider the general problem of estimating probabilities which arise as a union of dependent events. We propose a flexible series of estimators for such probabilities, and describe variance reduction schemes applied to the proposed…

Probability · Mathematics 2016-10-10 Lars Nørvang Andersen , Patrick J. Laub , Leonardo Rojas-Nandayapa

In this paper we revisit an open problem posed by Aldous on the max-entropy win-probability martingale: given two players of equal strength, such that the win-probability is a martingale diffusion, which of these processes has maximum…

Probability · Mathematics 2023-09-21 Gaoyue Guo , Sam D. Howison , Dylan Possamaï , Christoph Reisinger

Max-stable distributions and processes are important models for extreme events and the assessment of tail risks. The full, multivariate likelihood of a parametric max-stable distribution is complicated and only recent advances enable its…

Statistics Theory · Mathematics 2017-08-08 Clement Dombry , Sebastian Engelke , Marco Oesting

In this paper we present efficient algorithmic solutions for several constrained resource allocation, management and discovery problems. We consider new types of resource allocation models and constraints, and we present new geometric…

Data Structures and Algorithms · Computer Science 2009-06-09 Mugurel Ionut Andreica , Madalina Ecaterina Andreica , Daniel Ardelean

We study how to incentivize agents in a target group to produce a higher output in the context of incomplete information, by means of rank-order allocation contests. We describe a symmetric Bayes--Nash equilibrium for contests that have two…

Computer Science and Game Theory · Computer Science 2022-05-02 Edith Elkind , Abheek Ghosh , Paul Goldberg

In this paper, we analyze the problem of how to adapt the concept of proportionality to situations where several perfectly divisible resources have to be allocated among certain set of agents that have exactly one claim which is used for…

Optimization and Control · Mathematics 2022-02-22 Rick K. Acosta-Vega , Encarnación Algaba , Joaquín Sánchez-Soriano

This paper connects discrete optimal transport to a certain class of multi-objective optimization problems. In both settings, the decision variables can be organized into a matrix. In the multi-objective problem, the notion of Pareto…

Optimization and Control · Mathematics 2017-12-04 Johannes M. Schumacher

Weighted cone-volume functionals are introduced for the convex polytopes in $\mathbb{R}^n$. For these functionals, geometric inequalities are proved and the equality conditions are characterized. A variety of corollaries are derived,…

Metric Geometry · Mathematics 2023-07-07 Steven Hoehner , Jeff Ledford

A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…

Optimization and Control · Mathematics 2018-01-23 Jonathan Korman , Robert J. McCann

A simple estimator for the finite right endpoint of a distribution function in the Gumbel max-domain of attraction is proposed. Large sample properties such as consistency and the asymptotic distribution are derived. A simulation study is…

Statistics Theory · Mathematics 2015-06-16 Isabel Fraga Alves , Cláudia Neves

A simple yet efficient computational algorithm for computing the continuous optimal experimental design for linear models is proposed. An alternative proof the monotonic convergence for $D$-optimal criterion on continuous design spaces are…

Computation · Statistics 2018-04-10 Jiangtao Duan , Wei Gao , Hon Keung Tony Ng

We study a class of elliptic competition-diffusion systems of long range segregation models for two and more competing species. The existence and uniqueness of the solution are shown. We prove that as the competition rate goes to infinity…

Analysis of PDEs · Mathematics 2017-11-07 Farid Bozorgnia

We provide symmetrization results in the form of mass concentration comparisons for fractional singular elliptic equations in bounded domains, coupled with homogeneous external Dirichlet conditions. Two types of comparison results are…

Analysis of PDEs · Mathematics 2022-11-16 Barbara Brandolini , Ida de Bonis , Vincenzo Ferone , Bruno Volzone

In this paper we study the Exponentiated Hypoexponential Distribution with different parameters. The distribution added a parameter to the n parameters of the Hypoexponenial distribution. We first derive a closed expression of the…

Methodology · Statistics 2023-08-03 Anass Nassabein , Therrar Kadri , Seifideen Kadry , Khaled Smaili
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