相关论文: Bootstrapping Fisher Market Equilibrium and First-…

We initiate the study of statistical inference and A/B testing for two market equilibrium models: linear Fisher market (LFM) equilibrium and first-price pacing equilibrium (FPPE). LFM arises from fair resource allocation systems such as…

We initiate the study of statistical inference and A/B testing for first-price pacing equilibria (FPPE). The FPPE model captures the dynamics resulting from large-scale first-price auction markets where buyers use pacing-based budget…

The Fisher market is one of the most fundamental models for resource allocation problems in economic theory, wherein agents spend a budget of currency to buy goods that maximize their utilities, while producers sell capacity constrained…

The canonical price-adjustment process, t\^atonnement, typically fails to converge to the exact competitive equilibrium (CE) and requires a high iteration complexity of $\tilde{\mathcal{O}}(1/\epsilon)$ to compute $\epsilon$-CE prices in…

Statistical inference under market equilibrium effects has attracted increasing attention recently. In this paper we focus on the specific case of linear Fisher markets. They have been widely use in fair resource allocation of food/blood…

Motivated by autobidding systems in online advertising, we study revenue maximization in markets with divisible goods and budget-constrained buyers with linear valuations. Our aim is to compute a single price for each good and an allocation…

We present the first analysis of Fisher markets with buyers that have budget-additive utility functions. Budget-additive utilities are elementary concave functions with numerous applications in online adword markets and revenue optimization…

We study linear Fisher markets with satiation. In these markets, sellers have earning limits and buyers have utility limits. Beyond natural applications in economics, these markets arise in the context of maximizing Nash social welfare when…

Linear Fisher market is one of the most fundamental economic models. The market is traditionally examined on the basis of individual's price-taking behavior. However, this assumption breaks in markets such as online advertising and…

This manuscript discusses computation of the Partition Function (PF) and the Minimum Weight Perfect Matching (MWPM) on arbitrary, non-bipartite graphs. We present two novel problem formulations - one for computing the PF of a Perfect…

In this work, we study a generalized Fisher market model that incorporates social influence. In this extended model, a buyer's utility depends not only on their own resource allocation but also on the allocations received by their…

In 2009, Gentry proposed the first Fully Homomorphic Encryption (FHE) scheme, an extremely powerful cryptographic primitive that enables to perform computations, i.e., to evaluate circuits, on encrypted data without decrypting them first.…

A Fisher market is an economic model of buyer and seller interactions in which each buyer's utility depends only on the bundle of goods she obtains. Many people's interests, however, are affected by their social interactions with others. In…

The expectation-maximization (EM) algorithm is an iterative computational method to calculate the maximum likelihood estimators (MLEs) from the sample data. It converts a complicated one-time calculation for the MLE of the incomplete data…

T\^atonnement is a simple, intuitive market process where prices are iteratively adjusted based on the difference between demand and supply. Many variants under different market assumptions have been studied and shown to converge to a…

We study the equilibrium computation problem in the Fisher market model with constrained piecewise linear concave (PLC) utilities. This general class captures many well-studied special cases, including markets with PLC utilities, markets…

The supply function equilibrium (SFE) is a model for competition in markets where each firm offers a schedule of prices and quantities to face demand uncertainty, and has been successfully applied to wholesale electricity markets. However,…

Fisher markets are those where buyers with budgets compete for scarce items, a natural model for many real world markets including online advertising. A market equilibrium is a set of prices and allocations of items such that supply meets…

Background and Objective: Uncertainty in non-linear mixed effect models is often assessed using the Fisher information matrix to derive the standard errors of estimation. The bootstrap is an alternative to the asymptotic method, with…

Inference for functional linear models in the presence of heteroscedastic errors has received insufficient attention given its practical importance; in fact, even a central limit theorem has not been studied in this case. At issue,…