Bounds on Integrals with Respect to Multivariate Copulas

Finding upper and lower bounds to integrals with respect to copulas is a quite prominent problem in applied probability. In their 2014 paper, Hofer and Iaco showed how particular two dimensional copulas are related to optimal solutions of the two dimensional assignment problem. Using this, they managed to approximate integrals with respect to two dimensional copulas. In this paper, we will further illuminate this connection, extend it to d-dimensional copulas and therefore generalize the method from Hofer and Iaco to arbitrary dimensions. We also provide convergence statements. As an example, we consider three dimensional dependence measures

Near-Optimal and Robust Mechanism Design for Covering Problems with Correlated Players

We consider the problem of designing incentive-compatible, ex-post individually rational (IR) mechanisms for covering problems in the Bayesian setting, where players' types are drawn from an underlying distribution and may be correlated, and the goal is to minimize the expected total payment made by the mechanism. We formulate a notion of incentive compatibility (IC) that we call {\em support-based IC} that is substantially more robust than Bayesian IC, and develop black-box reductions from support-based-IC mechanism design to algorithm design. For single-dimensional settings, this black-box reduction applies even when we only have an LP-relative {\em approximation algorithm} for the algorithmic problem. Thus, we obtain near-optimal mechanisms for various covering settings including single-dimensional covering problems, multi-item procurement auctions, and multidimensional facility location.Comment: Major changes compared to the previous version. Please consult this versio

Bounding Stochastic Dependence, Complete Mixability of Matrices, and Multidimensional Bottleneck Assignment Problems

We call a matrix completely mixable if the entries in its columns can be permuted so that all row sums are equal. If it is not completely mixable, we want to determine the smallest maximal and largest minimal row sum attainable. These values provide a discrete approximation of of minimum variance problems for discrete distributions, a problem motivated by the question how to estimate the $\alpha$-quantile of an aggregate random variable with unknown dependence structure given the marginals of the constituent random variables. We relate this problem to the multidimensional bottleneck assignment problem and show that there exists a polynomial $2$-approximation algorithm if the matrix has only $3$ columns. In general, deciding complete mixability is $\mathcal{NP}$-complete. In particular the swapping algorithm of Puccetti et al. is not an exact method unless $\mathcal{NP}\subseteq\mathcal{ZPP}$. For a fixed number of columns it remains $\mathcal{NP}$-complete, but there exists a PTAS. The problem can be solved in pseudopolynomial time for a fixed number of rows, and even in polynomial time if all columns furthermore contain entries from the same multiset

Planar 3-dimensional assignment problems with Monge-like cost arrays

Given an $n\times n\times p$ cost array $C$ we consider the problem $p$-P3AP which consists in finding $p$ pairwise disjoint permutations $\varphi_1,\varphi_2,\ldots,\varphi_p$ of $\{1,\ldots,n\}$ such that $\sum_{k=1}^{p}\sum_{i=1}^nc_{i\varphi_k(i)k}$ is minimized. For the case $p=n$ the planar 3-dimensional assignment problem P3AP results. Our main result concerns the $p$-P3AP on cost arrays $C$ that are layered Monge arrays. In a layered Monge array all $n\times n$ matrices that result from fixing the third index $k$ are Monge matrices. We prove that the $p$-P3AP and the P3AP remain NP-hard for layered Monge arrays. Furthermore, we show that in the layered Monge case there always exists an optimal solution of the $p$-3PAP which can be represented as matrix with bandwidth $\le 4p-3$. This structural result allows us to provide a dynamic programming algorithm that solves the $p$-P3AP in polynomial time on layered Monge arrays when $p$ is fixed.Comment: 16 pages, appendix will follow in v

The Quadratic Cycle Cover Problem: special cases and efficient bounds

The quadratic cycle cover problem is the problem of finding a set of node-disjoint cycles visiting all the nodes such that the total sum of interaction costs between consecutive arcs is minimized. In this paper we study the linearization problem for the quadratic cycle cover problem and related lower bounds. In particular, we derive various sufficient conditions for the quadratic cost matrix to be linearizable, and use these conditions to compute bounds. We also show how to use a sufficient condition for linearizability within an iterative bounding procedure. In each step, our algorithm computes the best equivalent representation of the quadratic cost matrix and its optimal linearizable matrix with respect to the given sufficient condition for linearizability. Further, we show that the classical Gilmore-Lawler type bound belongs to the family of linearization based bounds, and therefore apply the above mentioned iterative reformulation technique. We also prove that the linearization vectors resulting from this iterative approach satisfy the constant value property. The best among here introduced bounds outperform existing lower bounds when taking both quality and efficiency into account