arXiv subjects

Retsef Levi

Publications and source records attributed to Retsef Levi.

5 recordsLinked to original sources

arXiv2026

Approximation Algorithms for Inventory Problems with Decomposable Submodular Ordering Costs

This paper develops an approximation algorithm for the submodular joint replenishment problem (SJRP) under a broad family of decomposable submodular ordering cost functions. In the SJRP, a central planner coordinates orders to satisfy deterministic demand for multiple items over a finite discrete planning horizon while minimizing total holding and ordering costs, with the latter modeled as a submodular function of the subset of items ordered in each period. The ordering cost functions considered in this paper are defined based on a decomposition of the items into $k$ categories, where the cost is a function of weighted aggregate quantities within each category and allows for arbitrary interactions across categories through a joint cost function. The proposed algorithm rounds the solution to a linear programming relaxation by partitioning the fractional solution into nested regions according to marginal costs using a novel water-filling procedure, and then selecting one order from each region to obtain a feasible integral schedule. The resulting algorithm achieves an $O(k)$-approximation. When the number of categories $k$ is fixed, this yields the first constant-factor guarantee for this broad class of submodular ordering costs, significantly expanding the class of cost functions for which such guarantees are known.

cs.DS↗

arXiv2024

Heterogeneous Treatment Effects in Panel Data

We address a core problem in causal inference: estimating heterogeneous treatment effects using panel data with general treatment patterns. Many existing methods either do not utilize the potential underlying structure in panel data or have limitations in the allowable treatment patterns. In this work, we propose and evaluate a new method that first partitions observations into disjoint clusters with similar treatment effects using a regression tree, and then leverages the (assumed) low-rank structure of the panel data to estimate the average treatment effect for each cluster. Our theoretical results establish the convergence of the resulting estimates to the true treatment effects. Computation experiments with semi-synthetic data show that our method achieves superior accuracy compared to alternative approaches, using a regression tree with no more than 40 leaves. Hence, our method provides more accurate and interpretable estimates than alternative methods.

stat.ML↗

arXiv2022

Supply Chain Characteristics as Predictors of Cyber Risk: A Machine-Learning Assessment

This paper provides the first large-scale data-driven analysis to evaluate the predictive power of different attributes for assessing risk of cyberattack data breaches. Furthermore, motivated by rapid increase in third party enabled cyberattacks, the paper provides the first quantitative empirical evidence that digital supply-chain attributes are significant predictors of enterprise cyber risk. The paper leverages outside-in cyber risk scores that aim to capture the quality of the enterprise internal cybersecurity management, but augment these with supply chain features that are inspired by observed third party cyberattack scenarios, as well as concepts from network science research. The main quantitative result of the paper is to show that supply chain network features add significant detection power to predicting enterprise cyber risk, relative to merely using enterprise-only attributes. Particularly, compared to a base model that relies only on internal enterprise features, the supply chain network features improve the out-of-sample AUC by 2.3\%. Given that each cyber data breach is a low probability high impact risk event, these improvements in the prediction power have significant value. Additionally, the model highlights several cybersecurity risk drivers related to third party cyberattack and breach mechanisms and provides important insights as to what interventions might be effective to mitigate these risks.

q-fin.RM↗

arXiv2020

The Limits to Learning a Diffusion Model

This paper provides the first sample complexity lower bounds for the estimation of simple diffusion models, including the Bass model (used in modeling consumer adoption) and the SIR model (used in modeling epidemics). We show that one cannot hope to learn such models until quite late in the diffusion. Specifically, we show that the time required to collect a number of observations that exceeds our sample complexity lower bounds is large. For Bass models with low innovation rates, our results imply that one cannot hope to predict the eventual number of adopting customers until one is at least two-thirds of the way to the time at which the rate of new adopters is at its peak. In a similar vein, our results imply that in the case of an SIR model, one cannot hope to predict the eventual number of infections until one is approximately two-thirds of the way to the time at which the infection rate has peaked. This lower bound in estimation further translates into a lower bound in regret for decision-making in epidemic interventions. Our results formalize the challenge of accurate forecasting and highlight the importance of incorporating additional data sources. To this end, we analyze the benefit of a seroprevalence study in an epidemic, where we characterize the size of the study needed to improve SIR model estimation. Extensive empirical analyses on product adoption and epidemic data support our theoretical findings.

stat.ME↗

arXiv2015

Dynamic Allocation Problems in Loss Network Systems with Advanced Reservation

We consider a class of well-known dynamic resource allocation models in loss network systems with advanced reservation. The most important performance measure in any loss network system is to compute its blocking probability, i.e., the probability of an arriving customer in equilibrium finds a fully utilized system (thereby getting rejected by the system). In this paper, we derive upper bounds on the asymptotic blocking probabilities for such systems in high-volume regimes. There have been relatively few results on loss network systems with advanced reservation due to its inherent complexity. The theoretical results find applications in a wide class of revenue management problems in systems with reusable resources and advanced reservation, e.g., hotel room, car rental and workforce management. We propose a simple control policy called the improved class selection policy (ICSP) based on solving a continuous knapsack problem, similar in spirit to the one proposed in Levi and Radovanovic (2010). Using our results derived for loss network systems with advanced reservation, we show the ICSP performs asymptotically near-optimal in high-volume regimes.

math.PR↗