A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
We study classification problems where features are corrupted by noise and where the magnitude of the noise in each feature is influenced by the resources allocated to its acquisition. This is the case, for example, when multiple sensors share a common resource (power, bandwidth, attention, etc.). We develop a method f…
Driven by the tremendous technological advancement of personal devices and the prevalence of wireless mobile network accesses, the world has witnessed an explosion in crowdsourced live streaming. Ensuring a better viewers quality of experience (QoE) is the key to maximize the audiences number and increase streaming pro…
The paper evaluates index-based allocation policies using data from randomized control trials.
problem Evaluating index-based allocation policies in resource-scarce scenarios.
method Using data from randomized control trials, the paper introduces an efficient estimator and methods for computing asymptotically correct confidence intervals.
result Valid statistical conclusions can be drawn for index-based allocation policies.
We study a sequential resource allocation problem between a fixed number of arms. On each iteration the algorithm distributes a resource among the arms in order to maximize the expected success rate. Allocating more of the resource to a given arm increases the probability that it succeeds, yet with a cut-off. We follow…
In urban environments, supply resources have to be constantly matched to the "right" locations (where customer demand is present) so as to improve quality of life. For instance, ambulances have to be matched to base stations regularly so as to reduce response time for emergency incidents in EMS (Emergency Management Sy…
Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource allocation tasks. By recognizing the central role of Lagrange multipliers, the unde…
Some agent-based models for growth and allocation of resources are described. The first class considered consists of conservative models, where the number of agents and the size of resources are constant during time evolution. The second class is made up of multiplicative noise models and some of their extensions to co…
The virtualization of compute and network resources enables an unseen flexibility for deploying network services. A wide spectrum of emerging technologies allows an ever-growing range of orchestration possibilities in cloud-based environments. But in this context it remains challenging to rhyme dynamic cloud configurat…
This paper considers the design of optimal resource allocation policies in wireless communication systems which are generically modeled as a functional optimization problem with stochastic constraints. These optimization problems have the structure of a learning problem in which the statistical loss appears as a constr…
This paper optimizes cybersecurity resource allocation in networks with heterogeneous attacker and defender valuations.
problem Optimizing cybersecurity resource allocation in networks with heterogeneous attacker and defender valuations.
method Combining strategic behavior of players with contagion dynamics, a method is extended to determine optimal resource allocation based on simple network metrics weighted by risk profiles.
result The asymmetry between attacker and defender valuations drives optimal attack and defense strategies, shaping system resilience.
We show that, in a resource allocation problem, the ex ante aggregate utility of players with cumulative-prospect-theoretic preferences can be increased over deterministic allocations by implementing lotteries. We formulate an optimization problem, called the system problem, to find the optimal lottery allocation. The …
In industrial environments, an increasing amount of wireless devices are used, which utilize license-free bands. As a consequence of these mutual interferences of wireless systems might decrease the state of coexistence. Therefore, a central coexistence management system is needed, which allocates conflict-free resourc…
In this paper, we study censored Semi-Bandits, a novel variant of the semi-bandits problem. The learner is assumed to have a fixed amount of resources, which it allocates to the arms at each time step. The loss observed from an arm is random and depends on the amount of resources allocated to it. More specifically, the…