29 citations · 64 across the 4 of their papers we have counts for
4 papers
Nonlinear Kalman Filtering with Reparametrization Gradients
San Gultekin, Brendan Kitts, Aaron Flores +1
We introduce a novel nonlinear Kalman filter that utilizes reparametrization gradients. The widely used parametric approximation is based on a jointly Gaussian assumption of the st…
An Efficient Deep Distribution Network for Bid Shading in First-Price Auctions
Tian Zhou, Hao He, Shengjun Pan +9
Since 2019, most ad exchanges and sell-side platforms (SSPs), in the online advertising industry, shifted from second to first price auctions. Due to the fundamental difference bet…
Bid Shading by Win-Rate Estimation and Surplus Maximization
Shengjun Pan, Brendan Kitts, Tian Zhou +8
This paper describes a new win-rate based bid shading algorithm (WR) that does not rely on the minimum-bid-to-win feedback from a Sell-Side Platform (SSP). The method uses a modifi…
Bid Shading in The Brave New World of First-Price Auctions
Djordje Gligorijevic, Tian Zhou, Bharatbhushan Shetty +4
Online auctions play a central role in online advertising, and are one of the main reasons for the industry's scalability and growth. With great changes in how auctions are being o…