In this paper, computational aspects of the panel aggregation problem are addressed. Motivated primarily by applications of risk assessment, an algorithm is developed for aggregating large corpora of internally incoherent probability assessments. The algorithm is characterized by a provable performance guarantee, and is demonstrated to be orders of magnitude faster than existing tools when tested on several real-world data-sets. In addition, unexpected connections between research in risk assessment and wireless sensor networks are exposed, as several key ideas are illustrated to be useful in both fields.
Finally, proponents of Dempster-Shafer theory @cite_7 (and associated fusion rules) object to probability as an idiom for belief, in part because of its inability to distinguish uncertainty from ignorance. The merits of Dempster-Shafer aside, one could argue for abstention as an expression of ignorance. As the preceding examples illustrate, even abstaining experts may disagree (i.e., experts' forecasts may be mutually incoherent), and therefore the panel aggregation problem remains. Thus, CAP is a natural aggregation principle in the setting where judges express uncertainty with probability and ignorance through abstention, and thereby extends the utility of probabilistic forecasts by affording experts more expressive beliefs with abstention.
@cite_7
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Both in science and in practical affairs we reason by combining facts only inconclusively supported by evidence. Building on an abstract understanding of this process of combination, this book constructs a new theory of epistemic probability. The theory draws on the work of A. P. Dempster but diverges from Depster's viewpoint by identifying his "lower probabilities" as epistemic probabilities and taking his rule for combining "upper and lower probabilities" as fundamental. The book opens with a critique of the well-known Bayesian theory of epistemic probability. It then proceeds to develop an alternative to the additive set functions and the rule of conditioning of the Bayesian theory: set functions that need only be what Choquet called "monotone of order of infinity." and Dempster's rule for combining such set functions. This rule, together with the idea of "weights of evidence," leads to both an extensive new theory and a better understanding of the Bayesian theory. The book concludes with a brief treatment of statistical inference and a discussion of the limitations of epistemic probability. Appendices contain mathematical proofs, which are relatively elementary and seldom depend on mathematics more advanced that the binomial theorem. We propose an extended relational database model which can model both uncertainty and imprecision in data. This model is based on Dempster-Shafer theory which has become popular in AI as an uncertainty reasoning tool. The definitions of Be1 and Pls functions in Dempster-Shafer theory are extended to compute the beliefs of various comparisons (e.g., equality, less than, etc.) between two basic probability assignments. Based on these new definitions of Be1 and Pls functions and the Boolean combinations of Be1 and Pls values for two events, five relational operators such as Select, Cartesian Product, Join, Projection Intersect, and Union are defined. This paper concerns the combination of experts' probability distributions in risk analysis, discussing a variety of combination methods and attempting to highlight the important conceptual and practical issues to be considered in designing a combination process in practice. The role of experts is important because their judgments can provide valuable information, particularly in view of the limited availability of “hard data” regarding many important uncertainties in risk analysis. Because uncertainties are represented in terms of probability distributions in probabilistic risk analysis (PRA), we consider expert information in terms of probability distributions. The motivation for the use of multiple experts is simply the desire to obtain as much information as possible. Combining experts' probability distributions summarizes the accumulated information for risk analysts and decision-makers. Procedures for combining probability distributions are often compartmentalized as mathematical aggregation methods or behavioral approaches, and we discuss both categories. However, an overall aggregation process could involve both mathematical and behavioral aspects, and no single process is best in all circumstances. An understanding of the pros and cons of different methods and the key issues to consider is valuable in the design of a combination process for a specific PRA. The output, a “combined probability distribution,” can ideally be viewed as representing a summary of the current state of expert opinion regarding the uncertainty of interest. Extracting useful information from high-dimensional data is an important focus of today's statistical research and practice. Penalized loss function minimization has been shown to be effective for this task both theoretically and empirically. With the virtues of both regularization and sparsity, the L 1 -penalized squared error minimization method Lasso has been popular in regression models and beyond. In this paper, we combine different norms including L 1 to form an intelligent penalty in order to add side information to the fitting of a regression or classification model to obtain reasonable estimates. Specifically, we introduce the Composite Absolute Penalties (CAP) family, which allows given grouping and hierarchical relationships between the predictors to be expressed. CAP penalties are built by defining groups and combining the properties of norm penalties at the across-group and within-group levels. Grouped selection occurs for nonoverlapping groups. Hierarchical variable selection is reached by defining groups with particular overlapping patterns. We propose using the BLASSO and cross-validation to compute CAP estimates in general. For a subfamily of CAP estimates involving only the L 1 and L ∞ norms, we introduce the iCAP algorithm to trace the entire regularization path for the grouped selection problem. Within this subfamily, unbiased estimates of the degrees of freedom (df) are derived so that the regularization parameter is selected without cross-validation. CAP is shown to improve on the predictive performance of the LASSO in a series of simulated experiments, including cases with p » n and possibly mis-specified groupings. When the complexity of a model is properly calculated, iCAP is seen to be parsimonious in the experiments. This paper is motivated by two applications, namely i) generalizations of cuckoo hashing, a computationally simple approach to assigning keys to objects, and ii) load balancing in content distribution networks, where one is interested in determining the impact of content replication on performance. These two problems admit a common abstraction: in both scenarios, performance is characterized by the maximum weight of a generalization of a matching in a bipartite graph, featuring node and edge capacities. Our main result is a law of large numbers characterizing the asymptotic maximum weight matching in the limit of large bipartite random graphs, when the graphs admit a local weak limit that is a tree. This result specializes to the two application scenarios, yielding new results in both contexts. In contrast with previous results, the key novelty is the ability to handle edge capacities with arbitrary integer values. An analysis of belief propagation algorithms (BP) with multivariate belief vectors underlies the proof. In particular, we show convergence of the corresponding BP by exploiting monotonicity of the belief vectors with respect to the so-called upshifted likelihood ratio stochastic order. This auxiliary result can be of independent interest, providing a new set of structural conditions which ensure convergence of BP. A decision philosophy that seeks the avoidance of error by trading off belief of truth and value of information is applied to the problem of recognizing tracks from multiple targets (MTT). A successful MTT methodology should be robust in that its performance degrades gracefully as the conditions of the collection become less favorable to optimal operation. By stressing the avoidance, rather than the explicit minimization, of error, the authors obtain a decision rule for trajectory-data association that does not require the resolution of all conflicting hypotheses when the database does not contain sufficient information to do so reliably. This rule, coupled with a set-valued Kalman filter for trajectory estimation, results in a methodology that does not attempt to extract more information from the database than it contains. > The problem of deciding the satisfiability of a quantifier-free formula with respect to a background theory, also known as Satisfiability Modulo Theories (SMT), is gaining increasing relevance in verification: representation capabilities beyond propositional logic allow for a natural modeling of real-world problems (e.g., pipeline and RTL circuits verification, proof obligations in software systems). In this paper, we focus on the case where the background theory is the combination T1∪T2 of two simpler theories. Many SMT procedures combine a boolean model enumeration with a decision procedure for T1∪T2, where conjunctions of literals can be decided by an integration schema such as Nelson-Oppen, via a structured exchange of interface formulae (e.g., equalities in the case of convex theories, disjunctions of equalities otherwise). We propose a new approach for SMT(T1∪T2), called Delayed Theory Combination, which does not require a decision procedure for T1∪T2, but only individual decision procedures for T1 and T2, which are directly integrated into the boolean model enumerator. This approach is much simpler and natural, allows each of the solvers to be implemented and optimized without taking into account the others, and it nicely encompasses the case of non-convex theories. We show the effectiveness of the approach by a thorough experimental comparison. The multi-armed bandit (MAB) problem features the classical tradeoff between exploration and exploitation. The input specifies several stochastic arms which evolve with each pull, and the goal is to maximize the expected reward after a fixed budget of pulls. The celebrated work of , surveyed in [8], presumes a condition on the arms called the martingale assumption. In [9], A. obtained an LP-based 1 48-approximation for the problem with the martingale assumption removed. We improve the algorithm to a 4 27-approximation, with simpler analysis. Our algorithm also generalizes to the case of MAB superprocesses with (stochastic) multi-period actions. This generalization captures the framework introduced by Guha and Munagala in [11], and yields new results for their budgeted learning problems. Also, we obtain a (1 2 -- e)-approximation for the variant of MAB where preemption (playing an arm, switching to another arm, then coming back to the first arm) is not allowed. This contains the stochastic knapsack problem of Dean, Goemans, and Vondrak in [6] with correlated rewards, where we are given a knapsack of fixed size, and a set of jobs each with a joint distribution for its size and reward. The actual size and reward of a job can only be discovered in real-time as it is being scheduled, and the objective is to maximize expected reward before the knapsack size is exhausted. Our (1 2 -- e)-approximation improves the 1 16 and 1 8 approximations in [9] for correlated stochastic knapsack with cancellation and no cancellation, respectively, providing to our knowledge the first tight algorithm for these problems that matches the integrality gap of 2. We sample probabilities from an exponential-sized dynamic programming solution, whose existence is guaranteed by an LP projection argument. We hope this technique can also be applied to other dynamic programming problems which can be projected down onto a small LP. We give a general technique to obtain approximation mechanisms that are truthful in expectation. We show that for packing domains, any spl alpha -approximation algorithm that also bounds the integrality gap of the IF relaxation of the problem by a can be used to construct an spl alpha -approximation mechanism that is truthful in expectation. This immediately yields a variety of new and significantly improved results for various problem domains and furthermore, yields truthful (in expectation) mechanisms with guarantees that match the best known approximation guarantees when truthfulness is not required. In particular, we obtain the first truthful mechanisms with approximation guarantees for a variety of multi-parameter domains. We obtain truthful (in expectation) mechanisms achieving approximation guarantees of O( spl radic m) for combinatorial auctions (CAs), (1 + spl epsi ) for multiunit CAs with B = spl Omega (log m) copies of each item, and 2 for multiparameter knapsack problems (multiunit auctions). Our construction is based on considering an LP relaxation of the problem and using the classic VCG mechanism by W. Vickrey (1961), E. Clarke (1971) and T. Groves (1973) to obtain a truthful mechanism in this fractional domain. We argue that the (fractional) optimal solution scaled down by a, where a is the integrality gap of the problem, can be represented as a convex combination of integer solutions, and by viewing this convex combination as specifying a probability distribution over integer solutions, we get a randomized, truthful in expectation mechanism. Our construction can be seen as a way of exploiting VCG in a computational tractable way even when the underlying social-welfare maximization problem is NP-hard. First-order probabilistic models combine the power of first-order logic, the de facto tool for handling relational structure, with probabilistic graphical models, the de facto tool for handling uncertainty. Lifted probabilistic inference algorithms for them have been the subject of much recent research. The main idea in these algorithms is to improve the accuracy and scalability of existing graphical models' inference algorithms by exploiting symmetry in the first-order representation. In this paper, we consider blocked Gibbs sampling, an advanced MCMC scheme, and lift it to the first-order level. We propose to achieve this by partitioning the first-order atoms in the model into a set of disjoint clusters such that exact lifted inference is polynomial in each cluster given an assignment to all other atoms not in the cluster. We propose an approach for constructing the clusters and show how it can be used to trade accuracy with computational complexity in a principled manner. Our experimental evaluation shows that lifted Gibbs sampling is superior to the propositional algorithm in terms of accuracy, scalability and convergence. Convolutional LDPC ensembles, introduced by Felstrom and Zigangirov, have excellent thresholds and these thresholds are rapidly increasing as a function of the average degree. Several variations on the basic theme have been proposed to date, all of which share the good performance characteristics of convolutional LDPC ensembles. We describe the fundamental mechanism which explains why “convolutional-like” or “spatially coupled” codes perform so well. In essence, the spatial coupling of the individual code structure has the effect of increasing the belief-propagation (BP) threshold of the new ensemble to its maximum possible value, namely the maximum-a-posteriori (MAP) threshold of the underlying ensemble. For this reason we call this phenomenon “threshold saturation”. This gives an entirely new way of approaching capacity. One significant advantage of such a construction is that one can create capacity-approaching ensembles with an error correcting radius which is increasing in the blocklength. Our proof makes use of the area theorem of the BP-EXIT curve and the connection between the MAP and BP threshold recently pointed out by Measson, Montanari, Richardson, and Urbanke. Although we prove the connection between the MAP and the BP threshold only for a very specific ensemble and only for the binary erasure channel, empirically the same statement holds for a wide class of ensembles and channels. More generally, we conjecture that for a large range of graphical systems a similar collapse of thresholds occurs once individual components are coupled sufficiently strongly. This might give rise to improved algorithms as well as to new techniques for analysis. We consider the following problem. At each point of discrete time the learner must make a prediction; he is given the predictions made by a pool of experts. Each prediction and the outcome, which is disclosed after the learner has made his prediction, determine the incurred loss. It is known that, under weak regularity, the learner can ensure that his cumulative loss never exceedscL+alnn, wherecandaare some constants,nis the size of the pool, andLis the cumulative loss incurred by the best expert in the pool. We find the set of those pairs (c, a) for which this is true. Different formalisms for solving problems of inference under uncertainty have been developed so far. The most popular numerical approach is the theory of Bayesian inference [Lauritzen and Spiegelhalter, 1988]. More general approaches are the Dempster-Shafer theory of evidence [Shafer, 1976], and possibility theory [Dubois and Prade, 1990], which is closely related to fuzzy systems. For these systems computer implementations are available. In competition with these numerical methods are different symbolic approaches. Many of them are based on different types of non-monotonic logic. We consider a task of scheduling with a common deadline on a single machine. Every player reports to a scheduler the length of his job and the scheduler needs to finish as many jobs as possible by the deadline. For this simple problem, there is a truthful mechanism that achieves maximum welfare in dominant strategies. The new aspect of our work is that in our setting players are uncertain about their own job lengths, and hence are incapable of providing truthful reports (in the strict sense of the word). For a probabilistic model for uncertainty we show that even with relatively little uncertainty, no mechanism can guarantee a constant fraction of the maximum welfare. To remedy this situation, we introduce a new measure of economic efficiency, based on a notion of a fair share of a player, and design mechanisms that are Ω(1)-fair. In addition to its intrinsic appeal, our notion of fairness implies good approximation of maximum welfare in several cases of interest. In our mechanisms the machine is sometimes left idle even though there are jobs that want to use it. We show that this unfavorable aspect is unavoidable, unless one gives up other favorable aspects (e.g., give up Ω(1)-fairness). We also consider a qualitative approach to uncertainty as an alternative to the probabilistic quantitative model. In the qualitative approach we break away from solution concepts such as dominant strategies (they are no longer well defined), and instead suggest an axiomatic approach, which amounts to listing desirable properties for mechanisms. We provide a mechanism that satisfies these properties. We consider the problem of learning an unknown Markov Decision Process (MDP) that is weakly communicating in the infinite horizon setting. We propose a Thompson Sampling-based reinforcement learning algorithm with dynamic episodes (TSDE). At the beginning of each episode, the algorithm generates a sample from the posterior distribution over the unknown model parameters. It then follows the optimal stationary policy for the sampled model for the rest of the episode. The duration of each episode is dynamically determined by two stopping criteria. The first stopping criterion controls the growth rate of episode length. The second stopping criterion happens when the number of visits to any state-action pair is doubled. We establish @math bounds on expected regret under a Bayesian setting, where @math and @math are the sizes of the state and action spaces, @math is time, and @math is the bound of the span. This regret bound matches the best available bound for weakly communicating MDPs. Numerical results show it to perform better than existing algorithms for infinite horizon MDPs. This paper begins by presenting a simple model of the way in which experts estimate probabilities. The model is then used to construct a likelihood-based aggregation formula for combining multiple probability forecasts. The resulting aggregator has a simple analytical form that depends on a single, easily-interpretable parameter. This makes it computationally simple, attractive for further development, and robust against overfitting. Based on a large-scale dataset in which over 1300 experts tried to predict 69 geopolitical events, our aggregator is found to be superior to several widely-used aggregation algorithms. Many mal-practices in stock market trading--e.g., circular trading and price manipulation--use the modus operandi of collusion. Informally, a set of traders is a candidate collusion set when they have "heavy trading" among themselves, as compared to their trading with others. We formalize the problem of detection of collusion sets, if any, in the given trading database. We show that naive approaches are inefficient for real-life situations. We adapt and apply two well-known graph clustering algorithms for this problem. We also propose a new graph clustering algorithm, specifically tailored for detecting collusion sets. A novel feature of our approach is the use of Dempster---Schafer theory of evidence to combine the candidate collusion sets detected by individual algorithms. Treating individual experiments as evidence, this approach allows us to quantify the confidence (or belief) in the candidate collusion sets. We present detailed simulation experiments to demonstrate effectiveness of the proposed algorithms. In this paper, we provide a simple game-theoretic model of an online question and answer forum. We focus on factual questions in which user responses aggregate while a question remains open. Each user has a unique piece of information and can decide when to report this information. The asker prefers to receive information sooner rather than later, and will stop the process when satisfied with the cumulative value of the posted information. We consider two distinct cases: a complements case, in which each successive piece of information is worth more to the asker than the previous one; and a substitutes case, in which each successive piece of information is worth less than the previous one. A best-answer scoring rule is adopted to model Yahoo! Answers, and is effective for substitutes information, where it isolates an equilibrium in which all users respond in the first round. But we find that this rule is ineffective for complements information, isolating instead an equilibrium in which all users respond in the final round. In addressing this, we demonstrate that an approval-voting scoring rule and a proportional-share scoring rule can enable the most efficient equilibrium with complements information, under certain conditions, by providing incentives for early responders as well as the user who submits the final answer. The VCG mechanism is the gold standard for combinatorial auctions (CAs), and it maximizes social welfare. In contrast, the revenue-maximizing (aka optimal) CA is unknown, and designing one is NP-hard. Therefore, research on optimal CAs has progressed into special settings. Notably, Levin [1997] derived the optimal CA for complements when each agent's private type is one-dimensional. (This does not fall inside the well-studied "single-parameter environment".) We introduce a new research avenue for increasing revenue where we poke holes in the allocation space--based on the bids--and then use a welfare-maximizing allocation rule within the remaining allocation set. In this paper, the first step down this avenue, we introduce a new form of "reserve pricing" into CAs. We show that Levin's optimal revenue can be 2-approximated by using "monopoly reserve prices" to curtail the allocation set, followed by welfare-maximizing allocation and Levin's payment rule. A key lemma of potential independent interest is that the expected revenue from any truthful allocation-monotonic mechanism equals the expected virtual valuation; this generalizes Myerson's lemma [1981] from the single-parameter environment. Our mechanism is close to the gold standard and thus easier to adopt than Levin's. It also requires less information about the prior over the bidders' types, and is always more efficient. Finally, we show that the optimal revenue can be 6- approximated even if the "reserve pricing" is required to be symmetric across bidders. Random constraint satisfaction problems (CSPs) are known to exhibit threshold phenomena: given a uniformly random instance of a CSP with @math variables and @math clauses, there is a value of @math beyond which the CSP will be unsatisfiable with high probability. Strong refutation is the problem of certifying that no variable assignment satisfies more than a constant fraction of clauses; this is the natural algorithmic problem in the unsatisfiable regime (when @math ). Intuitively, strong refutation should become easier as the clause density @math grows, because the contradictions introduced by the random clauses become more locally apparent. For CSPs such as @math -SAT and @math -XOR, there is a long-standing gap between the clause density at which efficient strong refutation algorithms are known, @math , and the clause density at which instances become unsatisfiable with high probability, @math . In this paper, we give spectral and sum-of-squares algorithms for strongly refuting random @math -XOR instances with clause density @math in time @math or in @math rounds of the sum-of-squares hierarchy, for any @math and any integer @math . Our algorithms provide a smooth transition between the clause density at which polynomial-time algorithms are known at @math , and brute-force refutation at the satisfiability threshold when @math . We also leverage our @math -XOR results to obtain strong refutation algorithms for SAT (or any other Boolean CSP) at similar clause densities. Our algorithms match the known sum-of-squares lower bounds due to Grigoriev and Schonebeck, up to logarithmic factors. Additionally, we extend our techniques to give new results for certifying upper bounds on the injective tensor norm of random tensors.