activity
20142024
most citedGeneralized Risk-Aversion in Stochastic Multi-Armed Bandits

20 citations · 43 across the 11 of their papers we have counts for

collaborators

12 papers

math.PR2024★ 1 cited

Bond percolation does not simulate site percolation

Nikita Gladkov, Aleksandr Zimin

We show that a site percolation is a stronger model than a bond percolation. We use the van den Berg -- Kesten (vdBK) inequality to prove that site percolation on a neighborhood of…

econ.GN2022★ 2 cited

Bunching and Taxing Multidimensional Skills

Job Boerma, Aleh Tsyvinski, Alexander P. Zimin

We characterize optimal policy in a multidimensional nonlinear taxation model with bunching. We develop an empirically relevant model with cognitive and manual skills, firm heterog…

econ.TH2022★ 4 cited

Beckmann's approach to multi-item multi-bidder auctions

Alexander V. Kolesnikov, Fedor Sandomirskiy, Aleh Tsyvinski +1

We consider the problem of revenue-maximizing Bayesian auction design with several bidders having independent private values over several items. We show that it can be reduced to t…

econ.GN2021

Sorting with Teams

Job Boerma, Aleh Tsyvinski, Alexander P. Zimin

We fully solve a sorting problem with heterogeneous firms and multiple heterogeneous workers whose skills are imperfect substitutes. We show that optimal sorting, which we call mix…

math.PR2020

On existence of measure with given marginals supported on a hyperplane

Alexander P. Zimin

Let be absolutely continuous probability measures on the real line such that every measure is supported on the segment and the density functi…

math.FA2020

The multistochastic Monge-Kantorovich problem

Nikita A. Gladkov, Alexander V. Kolesnikov, Alexander P. Zimin

The multistsochastic Monge--Kantorovich problem on the product of spaces is a generalization of the multimarginal Monge--Kantorovich problem. For a give…

math.PR2018★ 5 cited

Dependency-dependent Bounds for Sums of Dependent Random Variables

Christoph H. Lampert, Liva Ralaivola, Alexander Zimin

We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific de…

math.OC2018★ 7 cited

An explicit solution for a multimarginal mass transportation problem

Nikita A. Gladkov, Alexander P. Zimin

We construct an explicit solution for the multimarginal transportation problem on the unit cube with the cost function and one-dimensional uniform projections. We s…

math.FA2018

On multistochastic Monge-Kantorovich problem, bitwise operations, and fractals

Nikita A. Gladkov, Alexander V. Kolesnikov, Alexander P. Zimin

The multistochastic -Monge--Kantorovich problem on a product space is an extension of the classical Monge--Kantorovich problem. This problem is consider…

stat.ML2018

MACRO: A Meta-Algorithm for Conditional Risk Minimization

Alexander Zimin, Christoph Lampert

We study conditional risk minimization (CRM), i.e. the problem of learning a hypothesis of minimal risk for prediction at the next step of sequentially arriving dependent data. Des…

stat.ML2015★ 4 cited

Conditional Risk Minimization for Stochastic Processes

Alexander Zimin, Christoph H. Lampert

We study the task of learning from non-i.i.d. data. In particular, we aim at learning predictors that minimize the conditional risk for a stochastic process, i.e. the expected loss…

cs.LG2014★ 20 cited

Generalized Risk-Aversion in Stochastic Multi-Armed Bandits

Alexander Zimin, Rasmus Ibsen-Jensen, Krishnendu Chatterjee

We consider the problem of minimizing the regret in stochastic multi-armed bandit, when the measure of goodness of an arm is not the mean return, but some general function of the m…