论文标题
部分可观测时空混沌系统的无模型预测
Strong Revenue (Non-)Monotonicity of Single-parameter Auctions
论文作者
论文摘要
储层计算是预测湍流的有力工具，其简单的架构具有处理大型系统的计算效率。然而，其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间，然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用，该系统模拟了湍流的若干特征。我们表明，使用径向基函数作为非线性投影器，即使只有部分观测并且不知道控制方程，也能稳健地捕捉复杂的系统非线性。最后，我们表明，当测量稀疏、不完整且带有噪声，甚至控制方程变得不准确时，我们的网络仍然可以产生相当准确的预测，从而为实际湍流系统的无模型预测铺平了道路。
Consider Myerson's optimal auction with respect to an inaccurate prior, e.g., estimated from data, which is an underestimation of the true value distribution. Can the auctioneer expect getting at least the optimal revenue w.r.t. the inaccurate prior since the true value distribution is larger? This so-called strong revenue monotonicity is known to be true for single-parameter auctions when the feasible allocations form a matroid. We find that strong revenue monotonicity fails to generalize beyond the matroid setting, and further show that auctions in the matroid setting are the only downward-closed auctions that satisfy strong revenue monotonicity. On the flip side, we recover an approximate version of strong revenue monotonicity that holds for all single-parameter auctions, even without downward-closedness. As applications, we get sample complexity upper bounds for single-parameter auctions under matroid constraints, downward-closed constraints, and general constraints. They improve the state-of-the-art upper bounds and are tight up to logarithmic factors.
