8 accepted papers
A/B testing is widely used in the internet industry. For online marketplaces (such as advertising markets), standard approaches to A/B testing may lead to biased results when buyers have budget constraints, as budget consumption in one arm of the experiment impacts performance of the other arm. Thi…
Data-driven stochastic optimization is ubiquitous in machine learning and operational decision-making problems. Sample average approximation (SAA) and model-based approaches such as estimate-then-optimize (ETO) or integrated estimation-optimization (IEO) are all popular, with model-based approaches…
Linear Fisher market (LFM) is an equilibrium model for fair and efficient resource allocation, and first-price pacing equilibrium (FPPE) is a model for budget-management in first-price auctions. One thing they have in common is that both have a corresponding Eisenberg-Gale convex program characteriz…
We study an online allocation problem with sequentially arriving items and adversarially chosen agent values, with the goal of balancing fairness and efficiency. Our goal is to study the performance of algorithms that achieve strong guarantees under other input models such as stochastic inputs, in o…
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 management. Such markets arise in the context of internet advertis…
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 donations and budget management in large-scale Internet ad auc…
We consider the problem of fairly allocating sequentially arriving items to a set of individuals. For this problem, the recently-introduced PACE algorithm leverages the dual averaging algorithm to approximate competitive equilibria and thus generate online fair allocations. PACE is simple, distribut…
Structural equation models (SEMs) are widely used in sciences, ranging from economics to psychology, to uncover causal relationships underlying a complex system under consideration and estimate structural parameters of interest. We study estimation in a class of generalized SEMs where the object…