4 papers
Matching Queues, Flexibility and Incentives
Chiwei Yan, Francisco Castro, Peter Frazier +2
Problem definition: In many matching markets, some agents are fully flexible, while others only accept a subset of jobs. For example, ridesharing drivers can specify on the platfor…
Correlation Improves Group Testing: Modeling Concentration-Dependent Test Errors
Jiayue Wan, Yujia Zhang, Peter I. Frazier
Population-wide screening is a powerful tool for controlling infectious diseases. Group testing enables such screening despite limited resources. Viral concentration of pooled samp…
Cost-aware Bayesian Optimization via the Pandora's Box Gittins Index
Qian Xie, Raul Astudillo, Peter I. Frazier +2
Bayesian optimization is a technique for efficiently optimizing unknown functions in a black-box manner. To handle practical settings where gathering data requires use of finite re…
Smooth Non-Stationary Bandits
Su Jia, Qian Xie, Nathan Kallus +1
In many applications of online decision making, the environment is non-stationary and it is therefore crucial to use bandit algorithms that handle changes. Most existing approaches…