Mechanism design

Bayesian-optimal pricing

Bayesian-optimal pricing (BO pricing) is a kind of algorithmic pricing in which a seller determines the sell-prices based on probabilistic assumptions on the valuations of the buyers. It is a simple kind of a Bayesian-optimal mechanism, in which the price is determined in advance without collecting actual buyers' bids. (Wikipedia).

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(ML 11.8) Bayesian decision theory

Choosing an optimal decision rule under a Bayesian model. An informal discussion of Bayes rules, generalized Bayes rules, and the complete class theorems.

From playlist Machine Learning

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(ML 12.4) Bayesian model selection

Approaches to model selection from a Bayesian perspective: Bayesian model averaging (BMA), "Type II MAP", and Type II Maximum Likelihood (a.k.a. ML-II, a.k.a. the evidence approximation, a.k.a. empirical Bayes).

From playlist Machine Learning

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Bayesian vs frequentist statistics probability - part 1

This video provides an intuitive explanation of the difference between Bayesian and classical frequentist statistics. If you are interested in seeing more of the material, arranged into a playlist, please visit: https://www.youtube.com/playlist?list=PLFDbGp5YzjqXQ4oE4w9GVWdiokWB9gEpm Unfo

From playlist Bayesian statistics: a comprehensive course

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Bayesian vs frequentist statistics

This video provides an intuitive explanation of the difference between Bayesian and classical frequentist statistics. If you are interested in seeing more of the material, arranged into a playlist, please visit: https://www.youtube.com/playlist?list=PLFDbGp5YzjqXQ4oE4w9GVWdiokWB9gEpm Un

From playlist Bayesian statistics: a comprehensive course

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5 - Bayes' rule in statistics

An introduction to the use of Bayes' rule in statistics. If you are interested in seeing more of the material, arranged into a playlist, please visit: https://www.youtube.com/playlist?list=PLFDbGp5YzjqXQ4oE4w9GVWdiokWB9gEpm Unfortunately, Ox Educ is no more. Don't fret however as a whol

From playlist Bayesian statistics: a comprehensive course

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(ML 11.4) Choosing a decision rule - Bayesian and frequentist

Choosing a decision rule, from Bayesian and frequentist perspectives. To make the problem well-defined from the frequentist perspective, some additional guiding principle is introduced such as unbiasedness, minimax, or invariance.

From playlist Machine Learning

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Supercharging Decision Making with Bayes

Bayesian Decision Theory is a fundamental statistical approach to the problem of pattern classification. It is considered as the ideal pattern classifier and often used as the benchmark for other algorithms because its decision rule automatically minimizes its loss function. PUBLICATION P

From playlist Machine Learning

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ML Tutorial: Adversarial and Competitive Methods in Machine Learning (Amos Storkey)

Machine Learning Tutorial at Imperial College London: Adversarial and Competitive Methods in Machine Learning Amos Storkey (University of Edinburgh) October 28, 2015

From playlist Machine Learning Tutorials

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What is a marginal probability?

An introduction to the concept of marginal probabilities, via the use of a simple 2 dimensional discrete example. If you are interested in seeing more of the material, arranged into a playlist, please visit: https://www.youtube.com/playlist?list=PLFDbGp5YzjqXQ4oE4w9GVWdiokWB9gEpm For mo

From playlist Bayesian statistics: a comprehensive course

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Bayesian Optimization in the Wild: Risk-Averse Decisions and Budget Constraints

A Google TechTalk, presented by Anastasia Makarova, 2022/08/23 Google BayesOpt Speaker Series - ABSTRACT: Black-box optimization tasks frequently arise in high-stakes applications such as material discovery or hyperparameter tuning of complex systems. In many of these applications, there i

From playlist Google BayesOpt Speaker Series 2021-2022

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Chaitanya Swamy: Signaling in Bayesian Games

We study the optimization problem faced by an informed principal in a Bayesian game, who can reveal some information about the underlying random state of nature to the players (thereby influencing their payoffs) so as to obtain a desirable equilibrium. This yields the following signaling p

From playlist HIM Lectures: Trimester Program "Combinatorial Optimization"

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The Unreasonable Effectiveness of Bayesian Prediction

My Patreon : https://www.patreon.com/user?u=49277905 Icon References : https://www.flaticon.com/authors/srip

From playlist Bayesian Statistics

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Uncertainty in Visuomotor Behavior by Konrad Kording

PROGRAM ICTP-ICTS WINTER SCHOOL ON QUANTITATIVE SYSTEMS BIOLOGY (ONLINE) ORGANIZERS: Vijaykumar Krishnamurthy (ICTS-TIFR, India), Venkatesh N. Murthy (Harvard University, USA), Sharad Ramanathan (Harvard University, USA), Sanjay Sane (NCBS-TIFR, India) and Vatsala Thirumalai (NCBS-TIFR,

From playlist ICTP-ICTS Winter School on Quantitative Systems Biology (ONLINE)

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Rémi Bardenet: A tutorial on Bayesian machine learning: what, why and how - lecture 1

HYBRID EVENT Recorded during the meeting "End-to-end Bayesian Learning Methods " the October 25, 2021 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematicians on CIRM's

From playlist Mathematical Aspects of Computer Science

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Applied Machine Learning: Secret Sauce

Professor Jann Spiess shares the secret sauce of applied machine learning.

From playlist Machine Learning & Causal Inference: A Short Course

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Quantitative Finance: Toward A General Framework for Modelling Roll-Over Risk

SIAM Activity Group on FME Virtual Talk Series Join us for a series of online talks on topics related to mathematical finance and engineering and running every two weeks until further notice. The series is organized by the SIAM Activity Group on Financial Mathematics and Engineering. Spea

From playlist SIAM Activity Group on FME Virtual Talk Series

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AI Weekly Update - May 11th, 2020 (#20)

Thank you for watching! Please Subscribe! Machine Learning Street Talk: https://www.youtube.com/channel/UCMLtBahI5DMrt0NPvDSoIRQ Paper Links: Deep Learning with Graph-Structured Representations: https://dare.uva.nl/search?identifier=1b63b965-24c4-4bcd-aabb-b849056fa76d Yoshua Bengio ICLR

From playlist AI Research Weekly Updates

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(ML 7.1) Bayesian inference - A simple example

Illustration of the main idea of Bayesian inference, in the simple case of a univariate Gaussian with a Gaussian prior on the mean (and known variances).

From playlist Machine Learning

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Lecture 11 | Machine Learning (Stanford)

Lecture by Professor Andrew Ng for Machine Learning (CS 229) in the Stanford Computer Science department. Professor Ng lectures on Bayesian statistics, regularization, digression-online learning, and the applications of machine learning algorithms. This course provides a broad introdu

From playlist Lecture Collection | Machine Learning

Related pages

Graphic matroid | Random variable | Virtual valuation | Matroid rank | Expected value | Double auction | Partition matroid | Uniform matroid | Probability density function | Cumulative distribution function | Bayesian-optimal mechanism | Vickrey auction | With high probability | Correlation gap