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We build on theoretical results from the mechanism design literature to analyze empirical models of second-degree price discrimination (2PD). We show that for a random-coefficients discrete choice ("BLP") model to be suitable for studying…
We study a stylized dynamic assortment planning problem during a selling season of finite length $T$. At each time period, the seller offers an arriving customer an assortment of substitutable products and the customer makes the purchase…
In this paper, we propose a computationally tractable and theoretically supported non-linear low-dimensional generative model to represent real-world data in the presence of noise and sparse outliers. The non-linear low-dimensional manifold…
Direct elicitation, guided by theory, is the standard method for eliciting latent preferences. The canonical direct-elicitation approach for measuring individuals' valuations for goods is the Becker-DeGroot-Marschak procedure, which…
Latent Gaussian models have a rich history in statistics and machine learning, with applications ranging from factor analysis to compressed sensing to time series analysis. The classical method for maximizing the likelihood of these models…
We consider the stochastic generalized Nash equilibrium problem (SGNEP) with expected-value cost functions. Inspired by Yi and Pavel (Automatica, 2019), we propose a distributed GNE seeking algorithm based on the preconditioned…
Most recent research in network revenue management incorporates choice behavior that models the customers' buying logic. These models are consequently more complex to solve, but they return a more robust policy that usually generates better…
We provide a near-optimal, computationally efficient algorithm for the unit-demand pricing problem, where a seller wants to price n items to optimize revenue against a unit-demand buyer whose values for the items are independently drawn…
Firms typically cannot observe key consumer actions: whether customers buy from a competitor, choose not to buy, or even fully consider the firm's offer. This missing outside-option information makes market-size and preference estimation…
We consider the problem of approximating the product of $n$ expectations with respect to a common probability distribution $\mu$. Such products routinely arise in statistics as values of the likelihood in latent variable models. Motivated…
Due to massive amounts of data distributed across multiple locations, distributed machine learning has attracted a lot of research interests. Alternating Direction Method of Multipliers (ADMM) is a powerful method of designing distributed…
We consider the problem of efficiently computing the maximum likelihood estimator in Generalized Linear Models (GLMs) when the number of observations is much larger than the number of coefficients ($n \gg p \gg 1$). In this regime,…
In this paper, an algorithm for approximate evaluation of back-propagation in DNN training is considered, which we term Approximate Outer Product Gradient Descent with Memory (Mem-AOP-GD). The Mem-AOP-GD algorithm implements an…
High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While Maximum Mean Discrepancy (MMD) has recently been introduced…
Existing deep learning models for Predictive Process Monitoring (PPM) struggle with temporal irregularities, particularly stochastic event durations and overlapping timestamps, limiting their adaptability across heterogeneous datasets. We…
In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…
Complementary product recommendation, which aims to suggest items that are used together to enhance customer value, is a crucial yet challenging task in e-commerce. While existing graph neural network (GNN) approaches have made significant…
Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications. However, GP kernel design and the associated hyper-parameter…
The generalized persistence (GP) model, developed in the context of estimating ``value added'' by individual teachers to their students' current and future test scores, is one of the most flexible value-added models in the literature.…
In this work we describe the High-Dimensional Matrix Mechanism (HDMM), a differentially private algorithm for answering a workload of predicate counting queries. HDMM represents query workloads using a compact implicit matrix representation…