4期

最新文章

• Comparing Sequential Forecasters AI翻译
  作者：Choe, Yo Joong; Ramdas, Aaditya
  作者单位：University of Chicago; Carnegie Mellon University
  摘要：Consider two forecasters, each making a single prediction for a sequence of events over time. We ask a relatively basic question: how might we compare these forecasters, either online or post hoc, avoiding unverifiable assumptions on how the forecasts and outcomes were generated? In this paper, we present a rigorous answer to this question by designing novel sequential inference procedures for estimating the time-varying difference in forecast scores. To do this, we employ confidence sequences...
• Reshaping National Organ Allocation Policy AI翻译
  作者：Papalexopoulos, Theodore; Alcorn, James; Bertsimas, Dimitris; Goff, Rebecca; Stewart, Darren; Trichakis, Nikolaos
  作者单位：Massachusetts Institute of Technology (MIT); United Network for Organ Sharing; New York University
  摘要：The Organ Procurement & Transplantation Network (OPTN) initiated in 2018 a major overhaul of all U.S. deceased-donor organ allocation policies, aiming to gradually migrate them to a so-called continuous distribution model, with the goal of creating an allocation system that is more efficient, more equitable, and more inclusive. Development of policies within this model, however, represents a major challenge because multiple efficiency and fairness objectives need to be delicately balanced. We ...
• Unified Moment-Based Modeling of Integrated Stochastic Processes AI翻译
  作者：Kyriakou, Ioannis; Brignone, Riccardo; Fusai, Gianluca
  作者单位：City St Georges, University of London; University of Freiburg; University of Eastern Piedmont Amedeo Avogadro; City St Georges, University of London
  摘要：In this paper, we present a new method for simulating integrals of stochastic processes. We focus on the nontrivial case of time integrals, conditional on the state variable levels at the endpoints of a time interval through a moment-based probability distribution construction. We present different classes of models with important uses in finance, medicine, epidemiology, climatology, bioeconomics, and physics. The method is generally applicable in well-posed moment problem settings. We study i...
• Harvesting Solar Power Foments Prices in a Vicious Cycle: Breaking the Cycle with Price Mechanisms AI翻译
  作者：Mamaghani, Fariba F.; Cakanyildirim, Metin
  作者单位：Tulane University; University of Texas System; University of Texas Dallas
  摘要：Distributed solar power generation is growing but not necessarily benefiting the utility firms. Reducing the demand, it hinders the coverage of utility costs with reasonable retail electricity prices. Utilities raise prices, unintentionally reducing both demand and affordability of electricity, and are said to be caught in a utility (death) spiral. The reduced affordability adversely affects consumers who cannot invest in solar generation. Environmentally desirable solar power paradoxically ca...
• Best of Both Worlds: Ex Ante and Ex Post Fairness in Resource Allocation AI翻译
  作者：Aziz, Haris; Freeman, Rupert; Shah, Nisarg; Vaish, Rohit
  作者单位：University of New South Wales Sydney; University of Virginia; University of Toronto; Indian Institute of Technology System (IIT System); Indian Institute of Technology (IIT) - Delhi
  摘要：We study the problem of allocating indivisible goods among agents with additive valuations. When randomization is allowed, it is possible to achieve compelling notions of fairness such as envy-freeness, which states that no agent should prefer any other agent's allocation to their own. When allocations must be deterministic, achieving exact fairness is impossible but approximate notions such as envy-freeness up to one good can be guaranteed. Our goal in this work is to achieve both simultaneou...
• New Algorithms for Hierarchical Optimization in Kidney Exchange Programs AI翻译
  作者：Delorme, Maxence; Garcia, Sergio; Gondzio, Jacek; Kalcsics, Jörg; Manlove, David; Pettersson, William
  作者单位：Tilburg University; University of Edinburgh; University of Glasgow
  摘要：Many kidney exchange programs (KEPs) use integer linear programming (ILP) based on a hierarchical set of objectives to determine optimal sets of transplants. We propose innovative techniques to remove barriers in existing mathematical models, vastly reducing solution times and allowing significant increases in potential KEP pool sizes. Our techniques include two methods to avoid unnecessary variables, and a diving algorithm that reduces the need to solve multiple complex ILP models while still...
• Robust Assortment Optimization Under the Markov Chain Choice Model AI翻译
  作者：Desir, Antoine; Goyal, Vineet; Jiang, Bo; Xie, Tian; Zhang, Jiawei
  作者单位：INSEAD Business School; Columbia University; Shanghai University of Finance & Economics; New York University
  摘要：Assortment optimization arises widely in many practical applications, such as retailing and online advertising. In this problem, the goal is to select a subset from a universe of substitutable products to offer customers in order to maximize the expected revenue. We study a robust assortment optimization problem under the Markov chain choice model. In this formulation, the parameters of the choice model are assumed to be uncertain, and the goal is to maximize the worst case expected revenue ov...