arXiv subjects

Victor Verdugo

Publications and source records attributed to Victor Verdugo.

At least 19 recordsLinked to original sources

arXiv2026

Kernel Methods for Refined Prophet Inequalities

The single-selection prophet inequality is a canonical Bayesian online selection problem in which independent nonnegative values arrive sequentially and the decision-maker must irrevocably select at most one. Classical single-threshold guarantees are tight in the worst case, but the hard instances that prove tightness are highly irregular: the prophet's advantage is driven by rare, very large realizations of the maximum. We refine this worst-case picture by imposing a bound on the relative variance of the prophet's value, $\mathrm{Var}(\max_{i\in[n]}X_i)/\mathbb E[\max_{i\in[n]}X_i]^2$. This yields a nonparametric complexity measure that interpolates between deterministic instances, where the full prophet value can be recovered, and the unrestricted worst-case regime. Our main technical contribution is a general kernel method for single-threshold prophet inequalities. The method represents an instance by the quantile function of the maximum and rewrites the payoff of a threshold as a linear kernel functional of this quantile. This turns the worst-case analysis into an infinite-dimensional convex program, restores strong minimax duality in quantile space, and reduces the bounded-variance adversary's problem to a one-parameter variational family. Applying this framework, we obtain an exact characterization of the IID bounded-variance curve and asymptotically optimal finite-horizon thresholds, a closed-form expression for the fixed-order non-identical model, and a prophet-secretary lower-bound program together with a strict separation from the IID benchmark at every positive finite variance constraint. As a further application of the same kernel viewpoint, we derive an exact formula for IID random horizons under a convexity condition on the horizon pgf, which includes monotone-hazard-rate horizons, highlighting the broad applicability of this new technique for single threshold settings.

cs.GT↗

arXiv2026

Threshold Dynamics and Correlated Prophet Inequalities

Prophet inequalities have become a central tool for analyzing the performance of online algorithms. However, most existing results assume that input random variables are independent, which limits their applicability. Motivated by this gap, we study prophet inequalities under two correlation models induced by a latent state of the world variable $Z$. In the common-base model, the algorithm observes the sequence $Z+X_1,\dots,Z+X_n$. We analyze single-threshold algorithms with the constraint that they always accept the final item, guaranteeing a reward of at least $Z$. When $Z$ is chosen adversarially, we characterize the optimal deterministic algorithm of this form, achieving a competitive ratio of $0.381$. We then show that randomizing improves the guarantee to $0.4$. By a minimax argument, the same ratio is achievable when $Z$ is random. We depart from standard techniques by establishing a stronger lower bound of $0.41$ and an upper bound of $0.475$, ruling out the possibility that this class of algorithms attains the $1/2$ ratio known for independent inputs. The core technical contribution is a new analytical framework that captures the reward dynamics of single-threshold algorithms. We introduce a differential equation characterizing the expected reward of a threshold in the worst-case instance, parameterized by the distribution of the maximum. This equation admits a closed-form and unifies known single-threshold prophet inequalities, yielding a simple threshold-optimality condition applicable to the common-base model. Finally, we study the common-scale model, where inputs take the form $Z\cdot X_1,\dots,Z\cdot X_n$. We show that this minimal multiplicative correlation yields strong impossibility results: no algorithm can achieve a competitive ratio exceeding $1/n$.

cs.GT↗

arXiv2026

Tight $L_\infty$ Sample Complexity for Low-Degree and Sparse Boolean Polynomials

Motivated by the optimization of bounded binary black-box functions, we study the problem of learning polynomial surrogates over the Boolean hypercube. To ensure that optimizing the surrogate yields good solutions for the underlying objective, we require uniform $L_\infty$-error guarantees rather than the usual $L_2$-type guarantees. We characterize the minimax sample complexity of uniform estimation under subgaussian noise for two classes of bounded polynomials. First, for polynomials of degree at most $d$ on $n$ variables, the sample complexity scales as $n^{d+1}$. Second, for $s$-sparse Fourier-Walsh polynomials with $s \leq n$, it scales as $ns^2$. These rates differ structurally from the noiseless setting, where uniform exact recovery scales as $n^d$ and $ns$, respectively. Our lower bounds hold even for arbitrary adaptive learners, showing that the additional factors are intrinsic to the noisy cases. Standard Fourier-analysis tools for the $L_2$-norm do not naturally extend to the $L_\infty$-setting in a way that yields uniform guarantees. Our proofs overcome this difficulty by relying on suitably chosen auxiliary norms that serve as proxies for controlling the $L_\infty$-error. Together, our results provide a tight characterization of the sample complexity of learning optimization-safe polynomial surrogates.

stat.ML↗

arXiv2026

Competition Versus Complexity in Multiple-Selection Prophet Inequalities

Competition complexity formalizes a compelling intuition: rather than refining the mechanism, how much additional competition is sufficient for a simple mechanism to compete with an optimal one? We begin the study of this question in multi-unit pricing for welfare maximization using prophet inequalities. An online decision-maker observes $m \geq k$ nonnegative values drawn independently from a known distribution, may select up to $k$ of them, and aims to maximize the expected sum of selected values. The benchmark is a prophet who observes a sequence of length $n \geq k$ and selects the $k$ largest values. We focus on the widely adopted class of single-threshold algorithms and fully characterize their $(1-\varepsilon)$-competition complexity. Notably, our results reveal a sharp competition-induced phase transition: in the absence of competition, single-threshold algorithms are fundamentally limited to a $1-1/\sqrt{2k\pi}$ fraction of the prophet value, whereas even a $1\%$ multiplicative increase beyond $n$ observations suffices to achieve a $1-\exp(-\Theta(k))$ fraction. Another notable result happens when $k=1$: we show that the $(1-\varepsilon)$-competition complexity is exactly $\ln(1/\varepsilon)$, fully resolving an open question by Brustle et al. [Math. Oper. Res. 2024]. Our analysis is based on infinite-dimensional linear programming and duality arguments.

cs.GT↗

arXiv2025

Free-Order Online Selection for k-Systems

The Matroid Secretary Problem is a central question in online optimization, modeling sequential decision-making under combinatorial constraints. We introduce a bipartite graph framework that unifies and extends several known formulations, including bipartite matching, matroid intersection, and matroid secretary problems. In this model, agents and items form a bipartite graph, and the objective is to select a matching that satisfies independence constraints on both sides. We first study the free-order setting under edge-arrivals. For $k$-matroid intersection, we leverage a core lemma by [FSZ, 2022] to design an ${\Omega}(1/k^2)$-competitive algorithm, extending known results for single matroids. Building on this, we introduce $k$-growth systems -- a new class of independence systems that lie properly between $k$-matchoids and $k$-extendible systems and may be of independent combinatorial interest. We establish a generalized core lemma for $k$-growth systems, showing that a suitably defined set of critical elements retains a ${\Omega}(1/k^2)$ fraction of the optimal weight. Using this lemma, we extend our ${\Omega}(1/k^2)$-competitive algorithm to $k$-growth systems. We then study the agent-arrival model, which presents unique challenges to our framework. We extend the core lemma to this model and then apply it to obtain an ${\Omega}(\beta/k^2)$-competitive algorithm for $k$-growth systems, where $\beta$ denotes the competitiveness of an appropriate type of order-oblivious algorithm for the item-side constraint. Finally, we extend our results to the case of multiple item selection, and obtain constant-competitive algorithms for fundamental cases such as partition matroids and $k$-matching constraints. We also study the closure properties and structural role and of $k$-growth systems within the hierarchy of $k$-systems.

cs.DS↗

arXiv2025

Online Proportional Apportionment

Traditionally, the problem of apportioning the seats of a legislative body has been viewed as a one-shot process with no dynamic considerations. While this approach is reasonable for some settings, dynamic aspects play an important role in many others. We initiate the study of apportionment problems in an online setting. Specifically, we introduce a framework for proportional apportionment with no information about the future. In this model, time is discrete and there are $n$ parties that receive a certain share of the votes at each time step. An online algorithm needs to irrevocably assign a prescribed number of seats at each time, ensuring that each party receives its fractional share rounded up or down, and that the cumulative number of seats allocated to each party remains close to its cumulative share up to that time. We study deterministic and randomized online apportionment methods. For deterministic methods, we construct a family of adversarial instances that yield a lower bound, linear in $n$, on the worst-case deviation between the seats allocated to a party and its cumulative share. We show that this bound is best possible and is matched by a natural greedy method. As a consequence, a method guaranteeing that the cumulative number of seats assigned to each party up to any step equals its cumulative share rounded up or down (global quota) exists if and only if $n\leq 3$. Then, we turn to randomized allocations and show that, for $n\leq 3$, we can randomize over methods satisfying global quota with the additional guarantee that each party receives, in expectation, its proportional share in every step. Our proof is constructive: Any method satisfying these properties can be obtained from a flow on a recursively constructed network. We showcase the applicability of our results to obtain approximate solutions in the context of online dependent rounding procedures.

cs.GT↗

arXiv2025

Near-feasible Fair Allocations in Two-sided Markets

We study resource allocation in two-sided markets from a fundamental perspective and introduce a general modeling and algorithmic framework to effectively incorporate the complex and multidimensional aspects of fairness. Our main technical contribution is to show the existence of a range of near-feasible resource allocations parameterized in different model primitives to give flexibility when balancing the different policymaking requirements, allowing policy designers to fix these values according to the specific application. To construct our near-feasible allocations, we start from a fractional resource allocation and perform an iterative rounding procedure to get an integer allocation. We show a simple yet flexible and strong sufficient condition for the target feasibility deviations to guarantee that the rounding procedure succeeds, exhibiting the underlying trade-offs between market capacities, agents' demand, and fairness. To showcase our framework's modeling and algorithmic capabilities, we consider three prominent market design problems: school allocation, stable matching with couples, and political apportionment. In each of them, we obtain strengthened guarantees on the existence of near-feasible allocations capturing the corresponding fairness notions, such as proportionality, envy-freeness, and stability.

cs.GT↗

arXiv2025

Posted Pricing and Competition in Large Markets

Posted price mechanisms are prevalent in allocating goods within online marketplaces due to their simplicity and practical efficiency. We explore a fundamental scenario where buyers' valuations are independent and identically distributed, focusing specifically on the allocation of a single unit. Inspired by the rapid growth and scalability of modern online marketplaces, we investigate optimal performance guarantees under the assumption of a significantly large market. We show a large market benefit when using fixed prices, improving the known guarantee of $1-1/e\approx 0.632$ to $0.712$. We then study the case of selling $k$ identical units, and we prove that the optimal fixed price guarantee approaches $1-1/\sqrt{2k \pi}$, which implies that the large market advantage vanishes as $k$ grows. We use real-world auction data to test our fixed price policies in the large market regime. Next, under the large market assumption, we show that the competition complexity for the optimal posted price mechanism is constant, and we identify precise scaling factors for the number of bidders that enable it to match benchmark performance. Remarkably, our findings break previously established worst-case impossibility results, underscoring the practical robustness and efficiency of posted pricing in large-scale marketplaces.

cs.GT↗

arXiv2025

A Framework for the Design of Efficient Diversification Algorithms to NP-Hard Problems

There has been considerable recent interest in computing a diverse collection of solutions to a given optimization problem, both in the AI and theory communities. Given a classical optimization problem $\Pi$ (e.g., spanning tree, minimum cuts, maximum matching, minimum vertex cover) with input size $n$ and an integer $k\geq 1$, the goal is to generate a collection of $k$ maximally diverse solutions to $\Pi$. This diverse-X paradigm not only allows the user to generate very different solutions, but also helps make systems more secure and robust by handling uncertainty, and achieve energy efficiency. For problems $\Pi$ in P (such as spanning tree and minimum cut), there are efficient $\text{poly}(n,k)$ approximation algorithms available for the diverse variants [Hanaka et al. AAAI 2021, 2022, 2023, Gao et al. LATIN 2022, de Berg et al. ISAAC 2023]. In contrast, only FPT algorithms are known for NP-hard problems such as vertex covers and independent sets [Baste et al. IJCAI 2020, Eiben et al. SODA 2024, Misra et al. ISAAC 2024, Austrin et al. ICALP 2025], but in the worst case, these algorithms run in time $\exp((kn)^c)$ for some $c>0$. In this work, we address this gap and give $\text{poly}(n,k)$ or $f(k)\text{poly}(n)$ time approximation algorithms for diversification variants of several NP-hard problems such as knapsack, maximum weight independent sets (MWIS) and minimum vertex covers in planar graphs, geometric (rectangle) knapsack, enclosing points by polygon, and MWIS in unit-disk-graphs of points in convex position. Our results are achieved by developing a general framework and applying it to problems with textbook dynamic-programming algorithms to find one solution.

cs.CG↗

arXiv2024

Mean-field Concentration of Opinion Dynamics in Random Graphs

Opinion and belief dynamics are a central topic in the study of social interactions through dynamical systems. In this work, we study a model where, at each discrete time, all the agents update their opinion as an average of their intrinsic opinion and the opinion of their neighbors. While it is well-known how to compute the stable opinion state for a given network, studying the dynamics becomes challenging when the network is uncertain. Motivated by the task of finding optimal policies by a decision-maker that aims to incorporate the opinion of the agents, we address the question of how well the stable opinions can be approximated when the underlying network is random. We consider Erd\H{o}s-R\'enyi random graphs to model the uncertain network. Under the connectivity regime and an assumption of minimal stubbornness, we show the expected value of the stable opinion $\mathbf{E}(x(G,\infty))$ concentrates, as the size of the network grows, around the stable opinion $\bar{x}(\infty)$ obtained by considering a mean-field dynamical system, i.e., averaging over the possible network realizations. For both the directed and undirected graph model, the concentration holds under the $\ell_{\infty}$-norm to measure the gap between $\mathbf{E}(x(G,\infty))$ and $\bar{x}(\infty)$. We deduce this result by studying a mean-field approximation of general analytic matrix functions. The approximation result for the directed graph model also holds for any $\ell_{\rho}$-norm with $\rho\in (1,\infty)$, under a slightly enhanced expected average degree.

math.OC↗

arXiv2024

Matroid Secretary via Labeling Schemes

The Matroid Secretary Problem (MSP) is one of the most prominent settings for online resource allocation and optimal stopping. A decision-maker is presented with a ground set of elements $E$ revealed sequentially and in random order. Upon arrival, an irrevocable decision is made in a take-it-or-leave-it fashion, subject to a feasibility constraint on the set of selected elements captured by a matroid defined over $E$. The decision-maker only has ordinal access to compare the elements, and the goal is to design an algorithm that selects every element of the optimal basis with probability at least $\alpha$ (i.e., $\alpha$-probability-competitive). While the existence of a constant probability-competitive algorithm for MSP remains a major open question, simple greedy policies are at the core of state-of-the-art algorithms for several matroid classes. We introduce a flexible and general algorithmic framework to analyze greedy-like algorithms for MSP based on constructing a language associated with the matroid. Using this language, we establish a lower bound on the probability-competitiveness of the algorithm by studying a corresponding Poisson point process that governs the words' distribution in the language. Using our framework, we break the state-of-the-art guarantee for laminar matroids by settling the probability-competitiveness of the greedy-improving algorithm to be exactly $1-\ln(2) \approx 0.3068$. We also showcase the capabilities of our framework in graphic matroids, to show a probability-competitiveness of $0.2693$ for simple graphs and $0.2504$ for general graphs.

cs.DS↗

arXiv2024

New Combinatorial Insights for Monotone Apportionment

The apportionment problem constitutes a fundamental problem in democratic societies: How to distribute a fixed number of seats among a set of states in proportion to the states' populations? This--seemingly simple--task has led to a rich literature and has become well known in the context of the US House of Representatives. In this paper, we connect the design of monotone apportionment methods to classic problems from discrete geometry and combinatorial optimization and explore the extent to which randomization can enhance proportionality. We first focus on the well-studied family of stationary divisor methods, which satisfy the strong population monotonicity property, and show that this family produces only a slightly superlinear number of different outputs as a function of the number of states. While our upper and lower bounds leave a small gap, we show that--surprisingly--closing this gap would solve a long-standing open problem from discrete geometry, known as the complexity of $k$-levels in line arrangements. The main downside of divisor methods is their violation of the quota axiom, i.e., every state should receive $\lfloor q_i\rfloor$ or $\lceil q_i\rceil$ seats, where $q_i$ is the proportional share of the state. As we show that randomizing over divisor methods can only partially overcome this issue, we propose a relaxed version of divisor methods in which the total number of seats may slightly deviate from the house size. By randomizing over them, we can simultaneously satisfy population monotonicity, quota, and ex-ante proportionality. Finally, we turn our attention to quota-compliant methods that are house-monotone, i.e., no state may lose a seat when the house size is increased. We provide a polyhedral characterization based on network flows, which implies a simple description of all ex-ante proportional randomized methods that are house-monotone and quota-compliant.

cs.GT↗

arXiv2024

Prophet Upper Bounds for Online Matching and Auctions

In the online 2-bounded auction problem, we have a collection of items represented as nodes in a graph and bundles of size two represented by edges. Agents are presented sequentially, each with a random weight function over the bundles. The goal of the decision-maker is to find an allocation of bundles to agents of maximum weight so that every item is assigned at most once, i.e., the solution is a matching in the graph. When the agents are single-minded (i.e., put all the weight in a single bundle), we recover the maximum weight prophet matching problem under edge arrivals (a.k.a. prophet matching). In this work, we provide new and improved upper bounds on the competitiveness achievable by an algorithm for the general online 2-bounded auction and the (single-minded) prophet matching problems. For adversarial arrival order of the agents, we show that no algorithm for the online 2-bounded auction problem achieves a competitiveness larger than $4/11$, while no algorithm for prophet matching achieves a competitiveness larger than $\approx 0.4189$. Using a continuous-time analysis, we also improve the known bounds for online 2-bounded auctions for random order arrivals to $\approx 0.5968$ in the general case, a bound of $\approx 0.6867$ in the IID model, and $\approx 0.6714$ in prophet-secretary model.

cs.GT↗

arXiv2024

Proportionality in Multiple Dimensions to Design Electoral Systems

How to elect the representatives in legislative bodies is a question that every modern democracy has to answer. This design task has to consider various elements so as to fulfill the citizens' expectations and contribute to the maintenance of a healthy democracy. The notion of proportionality, in that the support of a given idea in the house should be nearly proportional to its support in the general public, lies at the core of this design task. In the last decades, demographic aspects beyond political support have been incorporated by requiring that they are also fairly represented in the body, giving rise to a multidimensional version of the apportionment problem. In this work, we provide an axiomatic justification for a recently proposed notion of multidimensional proportionality and extend it to encompass two relevant constraints often used in electoral systems: a threshold on the number of votes that a list needs in order to be eligible and the election of the most-voted candidate in each district. We then build upon these results to design methods based on multidimensional proportionality. We use the Chilean Constitutional Convention election (May 15-16, 2021) results as a testing ground -- where the dimensions are given by political lists, districts, and genders -- and compare the apportionment obtained under each method according to three criteria: proportionality, representativeness, and voting power. While local and global methods exhibit a natural trade-off between local and global proportionality, including the election of most-voted candidates on top of methods based on 3-dimensional proportionality allows us to incorporate both notions while ensuring higher levels of representativeness and a balanced voting power.

cs.GT↗

arXiv2024

Optimal Guarantees for Online Selection Over Time

Prophet inequalities are a cornerstone in optimal stopping and online decision-making. Traditionally, they involve the sequential observation of $n$ non-negative independent random variables and face irrevocable accept-or-reject choices. The goal is to provide policies that provide a good approximation ratio against the optimal offline solution that can access all the values upfront -- the so-called prophet value. In the prophet inequality over time problem (POT), the decision-maker can commit to an accepted value for $\tau$ units of time, during which no new values can be accepted. This creates a trade-off between the duration of commitment and the opportunity to capture potentially higher future values. In this work, we provide best possible worst-case approximation ratios in the IID setting of POT for single-threshold algorithms and the optimal dynamic programming policy. We show a single-threshold algorithm that achieves an approximation ratio of $(1+e^{-2})/2\approx 0.567$, and we prove that no single-threshold algorithm can surpass this guarantee. With our techniques, we can analyze simple algorithms using $k$ thresholds and show that with $k=3$ it is possible to get an approximation ratio larger than $\approx 0.602$. Then, for each $n$, we prove it is possible to compute the tight worst-case approximation ratio of the optimal dynamic programming policy for instances with $n$ values by solving a convex optimization program. A limit analysis of the first-order optimality conditions yields a nonlinear differential equation showing that the optimal dynamic programming policy's asymptotic worst-case approximation ratio is $\approx 0.618$. Finally, we extend the discussion to adversarial settings and show an optimal worst-case approximation ratio of $\approx 0.162$ when the values are streamed in random order.

cs.GT↗

arXiv2024

Splitting Guarantees for Prophet Inequalities via Nonlinear Systems

The prophet inequality is one of the cornerstone problems in optimal stopping theory and has become a crucial tool for designing sequential algorithms in Bayesian settings. In the i.i.d. $k$-selection prophet inequality problem, we sequentially observe $n$ non-negative random values sampled from a known distribution. Each time, a decision is made to accept or reject the value, and under the constraint of accepting at most $k$. For $k=1$, Hill and Kertz [Ann. Probab. 1982] provided an upper bound on the worst-case approximation ratio that was later matched by an algorithm of Correa et al. [Math. Oper. Res. 2021]. The worst-case tight approximation ratio for $k=1$ is computed by studying a differential equation that naturally appears when analyzing the optimal dynamic programming policy. A similar result for $k>1$ has remained elusive. In this work, we introduce a nonlinear system of differential equations for the i.i.d. $k$-selection prophet inequality that generalizes Hill and Kertz's equation when $k=1$. Our nonlinear system is defined by $k$ constants that determine its functional structure, and their summation provides a lower bound on the optimal policy's asymptotic approximation ratio for the i.i.d. $k$-selection prophet inequality. To obtain this result, we introduce for every $k$ an infinite-dimensional linear programming formulation that fully characterizes the worst-case tight approximation ratio of the $k$-selection prophet inequality problem for every $n$, and then we follow a dual-fitting approach to link with our nonlinear system for sufficiently large values of $n$. As a corollary, we use our provable lower bounds to establish a tight approximation ratio for the stochastic sequential assignment problem in the i.i.d. non-negative regime.

cs.GT↗

arXiv2024

Monotone Randomized Apportionment

Apportionment is the act of distributing the seats of a legislature among political parties (or states) in proportion to their vote shares (or populations). A famous impossibility by Balinski and Young (2001) shows that no apportionment method can be proportional up to one seat (quota) while also responding monotonically to changes in the votes (population monotonicity). Grimmett (2004) proposed to overcome this impossibility by randomizing the apportionment, which can achieve quota as well as perfect proportionality and monotonicity -- at least in terms of the expected number of seats awarded to each party. Still, the correlations between the seats awarded to different parties may exhibit bizarre non-monotonicities. When parties or voters care about joint events, such as whether a coalition of parties reaches a majority, these non-monotonicities can cause paradoxes, including incentives for strategic voting. In this paper, we propose monotonicity axioms ruling out these paradoxes, and study which of them can be satisfied jointly with Grimmett's axioms. Essentially, we require that, if a set of parties all receive more votes, the probability of those parties jointly receiving more seats should increase. Our work draws on a rich literature on unequal probability sampling in statistics (studied as dependent randomized rounding in computer science). Our main result shows that a sampling scheme due to Sampford (1967) satisfies Grimmett's axioms and a notion of higher-order correlation monotonicity.

cs.GT↗

arXiv2024

The Competition Complexity of Prophet Inequalities

We study the classic single-choice prophet inequality problem through a resource augmentation lens. Our goal is to bound the $(1-\varepsilon)$-competition complexity of different types of online algorithms. This metric asks for the smallest $k$ such that the expected value of the online algorithm on $k$ copies of the original instance, is at least a $(1-\varepsilon)$-approximation to the expected offline optimum on a single copy. We show that block threshold algorithms, which set one threshold per copy, are optimal and give a tight bound of $k = Θ(\log \log 1/\varepsilon)$. This shows that block threshold algorithms approach the offline optimum doubly-exponentially fast. For single threshold algorithms, we give a tight bound of $k = Θ(\log 1/\varepsilon)$, establishing an exponential gap between block threshold algorithms and single threshold algorithms. Our model and results pave the way for exploring resource-augmented prophet inequalities in combinatorial settings. In line with this, we present preliminary findings for bipartite matching with one-sided vertex arrivals, as well as in XOS combinatorial auctions. Our results have a natural competition complexity interpretation in mechanism design and pricing applications.

cs.GT↗