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Sketches, polytopes

Category Archives: Computational economics

A Terrible Summary – The Risks of Reporting on Research

23 Thursday Jul 2015

Posted by umayrh in Computational economics, Econometrics, Mathematics

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Tags

econometrics, no-regret learning, sponsored search, value inference

Two reasons why I think that A Beautiful Algorithm? The Risks of Automating Online Transactions is way off in its report on an otherwise interesting paper [Econometrics for Learning Agents].Ratio distribution for one account Continue reading →

Obituaries: Harold Kuhn (1925–2014)

06 Monday Oct 2014

Posted by umayrh in Computational economics, Convex optimization, Mathematicians, Mathematics

≈ 2 Comments

Kuhn enrolled at Princeton in the fall of 1947. He wrote his doctoral dissertation in group theory under the direction of Ralph Fox. Concurrently, he joined mathematics professor A.W. Tucker and fellow graduate student David Gale in a hastily organized summer project to study the suspected equivalence between linear programming and matrix game theory. That project, he later wrote, “set the course of my subsequent academic career, which has centered around the applications of mathematics to economics.” In 1980, the three shared the John von Neumann Theory Prize of the Operations Research Society of America (now part of INFORMS) for their pioneering work in game theory and optimization.

Obituaries: Harold Kuhn (1925–2014).

EC’14 – some intriguing papers

07 Monday Jul 2014

Posted by umayrh in Computational complexity, Computational economics, Convex optimization, Resource allocation

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[1] Bandits with concave rewards and convex knapsacks, Shipra Agrawal and Nikhil R. Devanur

Introduces and gives polynomial-time near-optimal algorithms for a general model for bandit exploration-exploitation. The algorithm is an extension of the Upper Confidence Bound (UCB) algorithm for the multi-armed bandits problem. The new framework allows them to give more efficient algorithms for other problems such as Blackwell approachability, online convex optimization and conditional-gradient/projection-free/Frank-Wolfe algorithm.

Continue reading →

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SAMSI Blog

Exploring Statistics and Applied Mathematical Research

Markus Weimer

matthew arcus

Igor Pak's blog

Views on life and math

Machinations

Distributed Algorithms and Security

Karussell

Thoughts about Java and more

Not so Great Ideas in Theoretical Computer Science

A student blog of MIT CSAIL Theory of Computation Group

Abhinav Aggarwal

Learn. Master. Innovate.

Hydrobates

A mathematician thinks aloud

The Operatunist

Musings on opera, ballet and theatre

Relax and Conquer

A math research blog by Afonso S. Bandeira

Sam Clifford

Postdoctoral Fellow, Bayesian Statistics, Aerosol Science

Blog – dstillery

Online algorithms, optimization, estimation

A Computer Scientist in a Business School

Online algorithms, optimization, estimation

Math ∩ Programming

Sketches of Topology

visualizations of low dimensional topology

Raanan Bar-Cohen

all about the Partnerships

Mathematics of Planet Earth

Online algorithms, optimization, estimation

AI and Social Science - Brendan O'Connor

Online algorithms, optimization, estimation

Adventures in Data Land

Online algorithms, optimization, estimation

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