Working Papers

Recent growing adoption of experimentation in practice has led to a surge of attention to multiarmed bandits as a technique to reduce the opportunity cost of online experiments. In this setting, a decision-maker sequentially chooses among a set…

With rising access to electronic health record data, application of artificial intelligence to create clinical risk prediction models has grown. A key component in designing these models is feature generation. Methods used to generate features…

We study a Bayesian k-armed bandit problem in many-armed regime, when k ≥ √ T, with T the time horizon. We first show that subsampling is critical for designing optimal policies. Specifically, the standard UCB…

We study actual bidding behavior when a new auction format gets introduced into the marketplace. More specifically, we investigate this question using a novel dataset on internet display advertising auctions that exploits a staggered adoption by…

In repeated games, strategies are often evaluated by their ability to guarantee the performance of the single best action that is selected in hindsight, a property referred to as Hannan consistency, or no-regret. However, the effectiveness of the…

Work in Progress

Online discussion platforms (often referred to as discussion boards) are designed for facilitating remote discussions between users. To stimulate engagement (e.g., participation in the discussion), these platforms offer arriving users a ranked…

This paper examines a grocery retailer’s management of a premade food product. The retailer’s goal is to maximize a weighted sum of direct profit and customer welfare. Multiple items of the product are produced in batches and displayed for sale.…

Problem definition: We consider the mechanism design problem of finding an optimal pay-as-bid mechanism in which the platform chooses an assortment of suppliers that balances the tradeoff between two objectives: providing enough…

Online platforms collect rich information about participants, and then share this information back with participants to improve market outcomes. In this paper we study the following information disclosure problem of a two-sided market: how much…

We study actual bidding behavior when a new auction format gets introduced into the marketplace. More specifically, we investigate this question using a novel data set on internet display ad auctions that exploits a staggered adoption by…

Genetic genealogy search has emerged as a powerful technique for identifying individuals by leveraging their genetic information and a genealogical network. The current practice relies on searching within a pre-constructed database containing…

Two-sided marketplace platforms often run experiments to test the effect of an intervention before launching it platform-wide. A typical approach is to randomize individuals into the treatment group, which receives the intervention, and the…

This paper provides evidence that the arrival of an additional low-acuity patient substantially increases the wait time to start of treatment for high-acuity patients, contradicting the long-standing prior conclusion in the medical…

Shelter-in-place and lockdowns have been some of the main non-pharmaceutical interventions that governments around the globe have implemented to contain the COVID-19 pandemic. In this paper we study the impact of such interventions in the…

We consider a matching market where buyers and sellers arrive according to independent Poisson processes at the same rate and independently abandon the market if not matched after an exponential amount of time with the same mean. In this…

Problem definition: We study how online platforms can leverage the behavioral considerations of their users to improve their assortment decisions. Motivated by our collaboration with a dating company, we study how a platform…

In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example, policies…

We compare the revenue of the optimal third-degree price discrimination policy against a uniform pricing policy. A uniform pricing policy offers the same price to all segments of the market. Our main result establishes that for a broad class of…

The standard solution concept for stochastic games is Markov perfect equilibrium (MPE); however, its computation becomes intractable as the number of players increases. Instead, we consider mean field equilibrium (MFE) that has been popularized…