相关论文: Reading policies for joins: An asymptotic analysis
We consider the problem of group testing with sum observations and noiseless answers, in which we aim to locate multiple objects by querying the number of objects in each of a sequence of chosen sets. We study a probabilistic setting with…
This paper presents a general asymptotic theory of sequential Bayesian estimation giving results for the strongest, almost sure convergence. We show that under certain smoothness conditions on the probability model, the greedy information…
We study the problem of choosing optimal policy rules in uncertain environments using models that may be incomplete and/or partially identified. We consider a policymaker who wishes to choose a policy to maximize a particular counterfactual…
We consider a hidden Markov model with multiple observation processes, one of which is chosen at each point in time by a policy---a deterministic function of the information state---and attempt to determine which policy minimises the…
We analyze the problem of learning a single user's preferences in an active learning setting, sequentially and adaptively querying the user over a finite time horizon. Learning is conducted via choice-based queries, where the user selects…
Consider the problem of a controller sampling sequentially from a finite number of $N \geq 2$ populations, specified by random variables $X^i_k$, $ i = 1,\ldots , N,$ and $k = 1, 2, \ldots$; where $X^i_k$ denotes the outcome from population…
We study periodic review stochastic inventory control in the data-driven setting where the retailer makes ordering decisions based only on historical demand observations without any knowledge of the probability distribution of the demand.…
We study a Bayesian binary sequential hypothesis testing problem with multiple large language models (LLMs). Each LLM $j$ has per-query cost $c_j>0$, random waiting time with mean $\mu_j>0$ and sub-Gaussian tails, and \emph{asymmetric}…
We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…
Understanding information exchange and aggregation on networks is a central problem in theoretical economics, probability and statistics. We study a standard model of economic agents on the nodes of a social network graph who learn a binary…
Consider a decision maker who is responsible to collect observations so as to enhance his information in a speedy manner about an underlying phenomena of interest. The policies under which the decision maker selects sensing actions can be…
This paper examines the problem of adaptive influence maximization in social networks. As adaptive decision making is a time-critical task, a realistic feedback model has been considered, called myopic. In this direction, we propose the…
We study the problem of fairly allocating a set of $m$ goods among $n$ agents in the asymptotic setting, where each item's value for each agent is drawn from an underlying joint distribution. Prior works have shown that if this distribution…
We study the asymptotic optimal control of multi-class restless bandits. A restless bandit is a controllable stochastic process whose state evolution depends on whether or not the bandit is made active. Since finding the optimal control is…
The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…
Simultaneous translation is widely useful but remains challenging. Previous work falls into two main categories: (a) fixed-latency policies such as Ma et al. (2019) and (b) adaptive policies such as Gu et al. (2017). The former are simple…
Distributionally robust policy learning aims to find a policy that performs well under the worst-case distributional shift, and yet most existing methods for robust policy learning consider the worst-case joint distribution of the covariate…
We study an asymptotical behavior of the maximal degree in the degree distribution in an evolving tree model combining the local choice and the Mori's preferential attachment. In the considered model, the random graph is constructed in the…
We consider a node-monitor pair, where the node's state varies with time. The monitor needs to track the node's state at all times; however, there is a fixed cost for each state query. So the monitor may instead predict the state using…
The beneficial effects of treatments vary across individuals in most studies. Treatment heterogeneity motivates practitioners to search for the optimal policy based on personal characteristics. A long-standing common practice in policy…