1 citations · 1 across the 2 of their papers we have counts for
5 papers
Analytical solution of th price auction
Martin Mihelich, Yan Shu
We provide an exact analytical solution of the Nash equilibrium for the th price auction by using inverse of distribution functions. As applications, we identify the unique symm…
A Characterization of Mean Squared Error for Estimator with Bagging
Martin Mihelich, Charles Dognin, Yan Shu +1
Bagging can significantly improve the generalization performance of unstable machine learning algorithms such as trees or neural networks. Though bagging is now widely used in prac…
k-price auctions and Combination auctions
Martin Mihelich, Yan Shu
We provide an exact analytical solution of the Nash equilibrium for - price auctions. We also introduce a new type of auction and demonstrate that it has fair solutions other th…
Maximum Kolmogorov-Sinai entropy vs minimum mixing time in Markov chains
Martin Mihelich, Berengere Dubrulle, Didier Paillard +2
Many modern techniques employed in physics, such a computation of path integrals, rely on random walks on graphs that can be represented as Markov chains. Traditionally, estimates…
Statistical optimization for passive scalar transport: maximum entropy production vs maximum Kolmogorov-Sinay entropy
Martin Mihelich, Berengere Dubrulle, Didier Paillard +1
We derive rigorous results on the link between the principle of maximum entropy production and the principle of maximum Kolmogorov-Sinai entropy using a Markov model of the passive…