[Forum SIS] Next DEC Statistics Seminar - May 25

[Raffaella Piccarreta]

Dear all, we are glad to announce the next statistics seminar, which concludes this 2017 spring's series. 



DEC - Statistics Seminar 

Thursday, May 25 th , 2017 

Bocconi University 

12:30 pm 

Room 3-E4-SR03, Via Rontgen 1 - 3rd floor 





Alessandro Arlotto ( Duke University) 



Uniformly Bounded Regret in the Multi-Secretary Problem 



Abstract 

In the well-known secretary problem, n positive numbers are sequentially presented to a decision maker who decides when to stop and select the most recent number. The goal is to maximize the probability of choosing the largest of the n numbers. In the k-choice (multi-secretary) variant, the decision maker is allowed to select k numbers and the goal is to maximize the aggregate value of the chosen elements. Assuming that numbers are i.i.d and drawn from a known distribution of finite support, we prove that the best regret---the gap between the optimal online policy and the offline upper bound---where all n numbers are made visible at time 0---is uniformly bounded in the horizon length n and the budget k. Our proof is constructive: we develop an adaptive Budget-Ratio(BR) policy that achieves this performance. The policy selects or skips values depending on where the budget ratio---the residual budget divided by the remaining horizon---stands relative to multiple thresholds that are simply computed from the distribution. Being adaptive is crucial. We also prove that the minimal regret among non-adaptive policies grows like the square root of n: the difference is the value of adaptiveness. (Joint work with Itai Gurvich.) 



Kind regards, 

Raffaella Piccarreta and Isadora Antoniano 



The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar 



ATTENTION: 

If you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please confirm your participation by sending an email to simona.gagino a unibocconi.it 
In addition, we suggest to print, fill out and send the attached form (to give your consent to personal data handling) via email to the same address. In this way, the check-in procedure at the entrance will be faster and easier. 






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Raffaella Piccarreta 
Associate Professor - Statistics 
DEC - Department of Decision Sciences, 
Universita' L.Bocconi, via Guglielmo Röntgen 1 (3rd floor, room D1-09). 20136, Milano. 
email: piccarreta a unibocconi.it 
tel. +39-02-58365659 / fax +39-02-58365630 

Web page (ENGLISH VERSION): http://faculty.unibocconi.eu/raffaellapiccarreta/ 
(ITALIAN VERSION): http://faculty.unibocconi.it/raffaellapiccarreta/ 
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