Auction learning as a two-player game
J Rahme, S Jelassi, SM Weinberg - arXiv preprint arXiv:2006.05684, 2020 - arxiv.org
Designing an incentive compatible auction that maximizes expected revenue is a central
problem in Auction Design. While theoretical approaches to the problem have hit some …
problem in Auction Design. While theoretical approaches to the problem have hit some …
From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains
Given ap-coin that lands heads with unknown probability p, we wish to produce an f (p)-coin
for a given function f:(0, 1)→(0, 1). This problem is commonly known as the Bernoulli factory …
for a given function f:(0, 1)→(0, 1). This problem is commonly known as the Bernoulli factory …
Welfare-Preserving -BIC to BIC Transformation with Negligible Revenue Loss
In this paper, we provide a transform from an ε-BIC mechanism into an exactly BIC
mechanism without any loss of social welfare and with additive and negligible revenue loss …
mechanism without any loss of social welfare and with additive and negligible revenue loss …
Revenue maximization via machine learning with noisy data
E Vitercik, T Yan - Advances in Neural Information …, 2021 - proceedings.neurips.cc
Increasingly, copious amounts of consumer data are used to learn high-revenue
mechanisms via machine learning. Existing research on mechanism design via machine …
mechanisms via machine learning. Existing research on mechanism design via machine …
Combinatorial Bernoulli factories: Matchings, flows, and other polytopes
A Bernoulli factory is an algorithmic procedure for exact sampling of certain random
variables having only Bernoulli access to their parameters. Bernoulli access to a parameter …
variables having only Bernoulli access to their parameters. Bernoulli access to a parameter …
A game-theoretic analysis of the empirical revenue maximization algorithm with endogenous sampling
Abstract The Empirical Revenue Maximization (ERM) is one of the most important price
learning algorithms in auction design: as the literature shows it can learn approximately …
learning algorithms in auction design: as the literature shows it can learn approximately …
Multiparameter Bernoulli factories
R Paes Leme, J Schneider - The Annals of Applied Probability, 2023 - projecteuclid.org
We consider the problem of computing with many coins of unknown bias. We are given
access to samples of n coins with unknown biases p 1,…, pn and are asked to sample from …
access to samples of n coins with unknown biases p 1,…, pn and are asked to sample from …
Bernoulli Factories for Flow-Based Polytopes
We construct explicit combinatorial Bernoulli factories for the following class of flow-based
polytopes: integral 0/1-polytopes defined by a set of network flow constraints. This …
polytopes: integral 0/1-polytopes defined by a set of network flow constraints. This …