Working Papers

These papers are working drafts of research which often appear in final form in academic journals. The published versions may differ from the working versions provided here.

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Santiago Balseiro, Yonatan Gur
2017

In display advertising markets, advertisers often purchase ad placements through bidding in repeated auctions based on realized viewer information. We study how budget-constrained advertisers may compete in such sequential auctions in the presence of uncertainty...

Yonatan Gur, Lijian Lu, Gabriel Weintraub
August 11, 2016

Framework agreements (FAs) are procurement mechanisms commonly used by buying agencies around the world to satisfy demand that arises over a certain time horizon. This paper is one of the first in the literature that...

Bar Ifrach, Gabriel Weintraub
March 2016

In this paper we introduce a new computationally tractable framework for Ericson and Pakes (1995)- style dynamic oligopoly models that overcomes the computational complexity involved in computing Markov perfect equilibrium (MPE). First, we define a...

Nur Sunar, Erica Plambeck
September 8, 2015
A state with climate policy may impose a tax on imported products for greenhouse gas emissions that occur in production and transportation to its border (a so-called border adjustment). A buyer may voluntarily commit to offset its...
Hamsa Bastani, Joel Goh, Mohsen Bayati
July 13, 2015
Recent Medicare legislation has been directed at improving patient care quality by penalizing providers for hospital-acquired infections (HAIs). However, asymmetric information prevents Medicare from directly monitoring HAI rates. Thus, these policies assume that providers...
Joel Goh, Mohsen Bayati, Stefanos Zenios
2015

Cost-effectiveness studies of medical innovations often suffer from data inadequacy. When Markov chains are used as a modeling framework for such studies, this data inadequacy can manifest itself as imprecise estimates for many elements of...

Joel Goh, Margret V. Bjarnadottir, Mohsen Bayati, Stefanos Zenios
2015

Active postmarketing drug surveillance is important for consumer safety. However, existing methods have limitations that prevent their direct use for active drug surveillance. One important consideration that has been absent thus far is the modeling...

Mohsen Bayati, Murat T. Erdogdu, Andrea Montanari
2015

We study the fundamental problems of variance and risk estimation in high dimensional statistical modeling. In particular, we consider the problem of learning a coefficient vector θ0 ∈ Rp from noisy linear observations y =...

Hamsa Bastani, Joel Goh, Mohsen Bayati
2015

Recent Medicare legislation has been directed at improving patient care quality by stopping reimbursement of hospital-acquired conditions (HACs). However, this policy may be undermined if some providers respond by upcoding, a practice where HACs are reported as...

Dan A. Iancu, Kostas Bimpikis, Diana Negoescu, Margaret Brandeau
September 15, 2014

Currently available medication for treating many chronic diseases is often effective only for a subgroup of patients, and biomarkers accurately assessing whether an individual belongs to this

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Dan A. Iancu, Erjie Ang, Robert Swinney
2014

We study sourcing in a supply chain with three levels: a manufacturer, Tier 1 suppliers, and Tier 2 suppliers prone to disruption from, e.g., natural disasters like

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Erica Plambeck, Mohsen Bayati, Erjie Ang, Sara Kwasnick, Mike Aratow
2014
This paper proposes a Combined Method (combining fluid model estimators and statistical learning) to forecast the wait time for low-acuity patients in an Emergency Department, and describes the implementation of the Combined Method at the San Mateo...
Basak Kalkanci, Erjie Ang, Erica Plambeck
2014

Governments are beginning to mandate that firms disclose information about social and environmental impacts in their supply chains (e.g., regarding conflict minerals and greenhouse gas emissions). This paper shows that such a mandate will deter firms...

Dan A. Iancu, Nikolaos Trichakis, Gerry Tsoukalas
2014

We study the interplay between financial covenants and the operational decisions of a retailer that obtains financing through a secured, inventory-based lending contract. We characterize how leverage

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Omar Besbes, Yonatan Gur, Assaf Zeevi
2014

In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm...

Omar Besbes, Yonatan Gur, Assaf Zeevi
2014

A new class of online services allows internet media sites to direct users from articles they are currently reading to other content they may be interested in. This process creates a “browsing path” along which...

Mohsen Bayati
2013

Random graph generation is an important tool for studying large complex networks and recently has been extensively used by biologists, computer scientists, economists, electrical engineers, and mathematical sociologists. Despite many remarkable models for random graphs,...

Omar Besbes, Yonatan Gur, Assaf Zeevi
2013

We consider a non-stationary variant of a sequential stochastic optimization problem, where the underlying cost functions may change along the horizon. We propose a measure, termed variation budget, that controls the extent of said change,...

Basak Kalkanci, Erjie Ang, Erica Plambeck
2012
Governments are beginning to mandate that firms disclose information about social and environmental impacts in their supply chains (e.g., regarding conflict minerals and greenhouse gas emissions). This paper shows that such a mandate will deter firms from...