arXiv subjects

Felipe Simon

Publications and source records attributed to Felipe Simon.

3 recordsLinked to original sources

arXiv2026

Dynamic Matching with Abandonment: Optimal Guarantees via Static Priority Policies

We study stochastic dynamic matching with abandonment, a fundamental model in which agents of different types arrive over time, may abandon the market while waiting, and can be matched in pairs for rewards that depend on their types. No online policy can guarantee more than $0.5$ of the omniscient benchmark, which knows all arrival and departure times. Whether this guarantee is achievable has been a central open problem, even in special cases. We resolve this problem by showing that, on every instance, a simple static priority policy, which is computable in polynomial time, earns at least $0.5$ of the omniscient benchmark. This establishes that the optimal competitive ratio is exactly $0.5$, improving the previous best guarantee of 0.192 for the general model [Li et al. 2026; Collina et al. 2020] Our analysis rests on a key stochastic result, which is a new lower bound on the probability that some agent from a given set of types is available. Building on this bound, we develop two approaches: a primal approach that reads the priorities from an optimal solution of a novel linear program, and a dual approach that assigns a ``value'' to each type, and prioritizes matches with high ``surplus'' (reward minus value of involved agents). These values are the unique solution of a fixed-point equation derived from linear programming duality. We also show that the two approaches are closely connected.

cs.DS↗

arXiv2025

Greedy Dynamic Matching

We study a foundational model of dynamic matching market with abandonment. This model has been studied by Collina et al (2020) and Aouad and Saritac (2022), and many other papers have considered special cases. We compare the performance of greedy policies -- which identify a set of "acceptable" matches up front, and perform these matches as soon as possible -- to that of an omniscient benchmark which knows the full arrival and departure sequence. We use a novel family of linear programs ($LP^{ALG}$) to identify which greedy policy to follow. We show that the value of $LP^{ALG}$ is a *lower bound* on the value of the greedy policy that it identifies in two settings of interest: -When all types have the same departure rate. -The bipartite case where types on the same side of the market have the same departure rate. The proofs of these results use a new result (Lemma 1), which relates the *probability* that at least one agent from a set of types is present in the system to the expected number of such agents. We also show that the value of $LP^{ALG}$ is at least 1/2 of the reward rate earned by the omniscient policy (Proposition 4). Therefore, for both settings above, our greedy policy provably earns at least half of the omniscient reward rate. This improves upon the bound of 1/8 from Collina (2020). In both settings our competitive ratio of 1/2 is the best possible: no online policy can provide a better guarantee (Theorem 2). To show these results we introduce a new linear program that upper bounds the objective value of the omniscient policy (Proposition 3). This improves upon the upper bounds presented by Collina et al (2020) and Kessel et al (2022).

cs.DS↗

arXiv2025

Equitable Discrimination in Survival Prediction: The Maximum Expected C-Index

The C-Index measures the discrimination performance of survival prediction models. C-Index scores are often well below the upperbound of 1 that represents perfect prediction and closer to 0.5 as achieved by random prediction. Our first objective is to provide a tighter C-Index upperbound for proportional hazards models. Our second research objective is to measure discrimination performance for subpopulations, also relative to subpopulation specific upperbounds. We present the expected C-Index (ECI) as a tight upperbound for proportional hazards models. Moreover, we define the subpopulation C-Index (SUBCI) and a sub-population specific expected C-Index (SUBECI). The metrics are applied to predict death censored graft survival (DCGF) after deceased donor kidney transplant in the US with a Cox model using standard donor (KDPI), patient (EPTS), and (Class 1) mismatch predictors. With an ECI of 0.75 for 10-year survival, the new upperbound is well below 1. A C-Index performance around 0.61 or slightly above as commonly reported in literature and replicated in this study therefore closes almost half of the gap between the ECI and the 0.5 threshold. SUBECIs don't vary significantly from the overall ECI but there are substantial and significant differences among the SUBCIs. Extending this upperbound and C-Index to subpopulations enables to identify differences in discrimination upperbounds across subpopulations and in prediction model biases. A standard Cox model for DCGF in the US can be ethnically biased.

stat.AP↗