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math.ST2024
Adversarial Estimation of Binary Configuration Probabilities under Sparse Dependence
Alexandre Belloni, Yan Chen, Matthew Harding
We consider the problem of estimating binary configuration probabilities, which is common in operations management applications, including product bundling, advertising, etc. Exist…
math.ST2024
Anti-Concentration Inequalities for the Difference of Maxima of Gaussian Random Vectors
Alexandre Belloni, Ethan X. Fang, Shuting Shen
We derive novel anti-concentration bounds for the difference between the maximal values of two Gaussian random vectors across various settings. Our bounds are dimension-free, scali…