Zobrazeno 1 - 10
of 29
pro vyhledávání: '"Zimin, Alexander P."'
We characterize optimal policies in a multidimensional nonlinear taxation model with bunching. We develop an empirically relevant model with cognitive and manual skills, firm heterogeneity, and labor market sorting. The analysis of optimal policy is
Externí odkaz:
http://arxiv.org/abs/2204.13481
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 the problem of continuous optimal transportation introduced by Beckmann
Externí odkaz:
http://arxiv.org/abs/2203.06837
We fully solve an assignment problem with heterogeneous firms and multiple heterogeneous workers whose skills are imperfect substitutes, that is, when production is submodular. We show that sorting is neither positive nor negative and is characterize
Externí odkaz:
http://arxiv.org/abs/2109.02730
Autor:
Zimin, Alexander P.
Let $\{\mu_k\}_{k = 1}^N$ be absolutely continuous probability measures on the real line such that every measure $\mu_k$ is supported on the segment $[l_k, r_k]$ and the density function of $\mu_k$ is nonincreasing on that segment for all $k$. We pro
Externí odkaz:
http://arxiv.org/abs/2010.07263
The multistsochastic Monge--Kantorovich problem on the product $X = \prod_{i=1}^n X_i$ of $n$ spaces is a generalization of the multimarginal Monge--Kantorovich problem. For a given integer number $1 \le k
Externí odkaz:
http://arxiv.org/abs/2008.07926
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 dependence structure, namely the existence of independent components. Bo
Externí odkaz:
http://arxiv.org/abs/1811.01404
We construct an explicit solution for the multimarginal transportation problem on the unit cube $[0,1]^3$ with the cost function $xyz$ and one-dimensional uniform projections. We show that the primal problem is concentrated on a set with non-constant
Externí odkaz:
http://arxiv.org/abs/1809.08554
The multistochastic $ (n,k)$-Monge--Kantorovich problem on a product space $\prod_{i=1}^n X_i$ is an extension of the classical Monge--Kantorovich problem. This problem is considered on the space of measures with fixed projections onto $X_{i_1} \time
Externí odkaz:
http://arxiv.org/abs/1803.10447
Autor:
Zimin, Alexander, Lampert, Christoph
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. Despite it being a fundamental problem, successful learning in the CRM se
Externí odkaz:
http://arxiv.org/abs/1801.00507
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 of the predictor on the next point conditioned on the set of training
Externí odkaz:
http://arxiv.org/abs/1510.02706