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作者:Ghossoub, Mario
作者单位:Imperial College London
摘要:In the classical theory of monotone equimeasurable rearrangements of functions, equimeasurability (i.e., that two functions have the same distribution) is defined relative to a given additive probability measure. These rearrangement tools have been successfully used in many problems in economic theory dealing with uncertainty where the monotonicity of a solution is desired. However, in all of these problems, uncertainty refers to the classical Bayesian understanding of the term, where the idea...
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作者:Cohen, Asaf
作者单位:Technion Israel Institute of Technology
摘要:This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior distribution processes is, in general, not equal to the posterior distribution process of the mentioned Brownian motion with the unknown drift. Instead, it is equal to the posterior distribution process associated with a Brownian motion with the same unknown drift an...
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作者:Krishnaswamy, Ravishankar; Kumar, Amit; Nagarajan, Viswanath; Sabharwal, Yogish; Saha, Barna
作者单位:Princeton University; Indian Institute of Technology System (IIT System); Indian Institute of Technology (IIT) - Delhi; University of Michigan System; University of Michigan; International Business Machines (IBM); IBM India; AT&T
摘要:In the classical k-median problem, we are given a metric space and want to open k centers so as to minimize the sum (over all the vertices) of the distance of each vertex to its nearest open center. In this paper we present the first constant-factor approximation algorithms for two natural generalizations of this problem that handle matroid or knapsack constraints. In the matroid median problem, there is an underlying matroid on the vertices and the set of open centers is constrained to be ind...