arXiv subjects

Kathryn Dullerud

Publications and source records attributed to Kathryn Dullerud.

3 recordsLinked to original sources

arXiv2026

Global convergence analysis of mixtures of Exponential densities

The theoretical foundations of the EM algorithm are often thought of in the context of Gaussian mixture models, However, the practical use cases of the EM algorithm span beyond Gaussian models. This paper establishes the first step towards understanding the behavior of the EM algorithm under mixtures of non-Gaussian densities. We show that a mixture of two Exponential distributions can be approximated by the EM algorithm at the sub-Exponential rate of convergence in at most $\log(n)$ iterations. The results here show that extending away from Gaussian mixture models does not affect the statistical performance of the EM algorithm. Furthermore, we present generalizations of typical assumptions in the Gaussian setting like minimum mean-separation and signal-to-noise ratio to the sub-Exponential setting. A simulation study is used to highlight the empirical performance of EM for mixtures of exponentials with promising results for the extension of existing theory to a larger class of mixture models.

math.ST↗

arXiv2022

Fairness in Contextual Resource Allocation Systems: Metrics and Incompatibility Results

We study critical systems that allocate scarce resources to satisfy basic needs, such as homeless services that provide housing. These systems often support communities disproportionately affected by systemic racial, gender, or other injustices, so it is crucial to design these systems with fairness considerations in mind. To address this problem, we propose a framework for evaluating fairness in contextual resource allocation systems that is inspired by fairness metrics in machine learning. This framework can be applied to evaluate the fairness properties of a historical policy, as well as to impose constraints in the design of new (counterfactual) allocation policies. Our work culminates with a set of incompatibility results that investigate the interplay between the different fairness metrics we propose. Notably, we demonstrate that: 1) fairness in allocation and fairness in outcomes are usually incompatible; 2) policies that prioritize based on a vulnerability score will usually result in unequal outcomes across groups, even if the score is perfectly calibrated; 3) policies using contextual information beyond what is needed to characterize baseline risk and treatment effects can be fairer in their outcomes than those using just baseline risk and treatment effects; and 4) policies using group status in addition to baseline risk and treatment effects are as fair as possible given all available information. Our framework can help guide the discussion among stakeholders in deciding which fairness metrics to impose when allocating scarce resources.

cs.CY↗

arXiv2022

Learning Resource Allocation Policies from Observational Data with an Application to Homeless Services Delivery

We study the problem of learning, from observational data, fair and interpretable policies that effectively match heterogeneous individuals to scarce resources of different types. We model this problem as a multi-class multi-server queuing system where both individuals and resources arrive stochastically over time. Each individual, upon arrival, is assigned to a queue where they wait to be matched to a resource. The resources are assigned in a first come first served (FCFS) fashion according to an eligibility structure that encodes the resource types that serve each queue. We propose a methodology based on techniques in modern causal inference to construct the individual queues as well as learn the matching outcomes and provide a mixed-integer optimization (MIO) formulation to optimize the eligibility structure. The MIO problem maximizes policy outcome subject to wait time and fairness constraints. It is very flexible, allowing for additional linear domain constraints. We conduct extensive analyses using synthetic and real-world data. In particular, we evaluate our framework using data from the U.S. Homeless Management Information System (HMIS). We obtain wait times as low as an FCFS policy while improving the rate of exit from homelessness for underserved or vulnerable groups (7% higher for the Black individuals and 15% higher for those below 17 years old) and overall.

cs.LG↗