相关论文: Statistical Inference and A/B Testing for First-Pr…
We study statistical parameter estimation in the setting of data markets. A buyer seeks to estimate a parameter based on samples that can be purchased from competing providers that differ in their data quality and provision costs. When…
Approximate Competitive Equilibrium from Equal Incomes (A-CEEI) is an equilibrium-based solution concept for fair division of discrete items to agents with combinatorial demands. In theory, it is known that in asymptotically large markets:…
In this paper, we examine the biases that arise when firms run A/B tests on continuous parameters to estimate global treatment effects on performance metrics of interest; we particularly focus on price experiments to measure the price…
We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…
The main contribution of this paper is the development of a novel approach to multi-scale analysis that we believe can be used to analyse processes with non-equilibrium dynamics. Our approach will be referred to as \emph{multi-scale…
Bidding in simultaneous auctions is challenging because an agent's value for a good in one auction may depend on the uncertain outcome of other auctions: the so-called exposure problem. Given the gap in understanding of general simultaneous…
We study the revenue comparison problem of auctions when the seller has a maxmin expected utility preference. The seller holds a set of priors around some reference belief, interpreted as an approximating model of the true probability law…
We study a dynamic market setting where an intermediary interacts with an unknown large sequence of agents that can be either sellers or buyers: their identities, as well as the sequence length $n$, are decided in an adversarial, online…
Model monitoring is a critical component of the machine learning lifecycle, safeguarding against undetected drops in the model's performance after deployment. Traditionally, performance monitoring has required access to ground truth labels,…
In recent years, data has played an increasingly important role in the economy as a good in its own right. In many settings, data aggregators cannot directly verify the quality of the data they purchase, nor the effort exerted by data…
A/B testing is ubiquitous within the machine learning and data science operations of internet companies. Generically, the idea is to perform a statistical test of the hypothesis that a new feature is better than the existing platform---for…
Major Internet advertising platforms offer budget pacing tools as a standard service for advertisers to manage their ad campaigns. Given the inherent non-stationarity in an advertiser's value and also competing advertisers' values over…
Estimating generation costs from observed electricity market data is essential for market simulation, strategic bidding, and system planning. To that end, we model the relationship between generation costs and production schedules with a…
In lowest unique bid auctions, $N$ players bid for an item. The winner is whoever places the \emph{lowest} bid, provided that it is also unique. We use a grand canonical approach to derive an analytical expression for the equilibrium…
The problem of allocating scarce items to individuals is an important practical question in market design. An increasingly popular set of mechanisms for this task uses the concept of market equilibrium: individuals report their preferences,…
We study a seller who sells a single good to multiple bidders with uncertainty over the joint distribution of bidders' valuations, as well as bidders' higher-order beliefs about their opponents. The seller only knows the (possibly…
We propose a "small-uniform" statistic for the inference of the functional PCA estimator in a functional linear regression model. The literature has shown two extreme behaviors: on the one hand, the FPCA estimator does not converge in…
We model a system of n asymmetric firms selling a homogeneous good in a common market through a pay-as-bid auction. Every producer chooses as its strategy a supply function returning the quantity S(p) that it is willing to sell at a minimum…
In this work we are concerned with the design of efficient mechanisms while eliciting limited information from the agents. First, we study the performance of sampling approximations in facility location games. Our key result is to show that…
Fisher markets are one of the most fundamental models for resource allocation. However, the problem of computing equilibrium prices in Fisher markets typically relies on complete knowledge of users' budgets and utility functions and…