We study a resolution problem in local asymptotic decision theory: individual risks may admit Gaussian approximations that do not determine their vanishing difference. A finite menu of experiments is installed before context disclosure, although observations may be routed adaptively afterward. A greatest-element Blackwell order collapses adaptive routing to the best installed experiment and reduces the fixed-menu excess to an inverse-information distortion with frontier $A_k$. We develop differentiated, all-prior posterior transfer along a one-dimensional degradation chain and establish $F_{n,k_n}(H_n)=A_{k_n}\{1+o(1)\}$ for every diverging menu sequence with positive frontier and every admissible localization radius, without an additional direct sample-menu restriction. The transfer is exact under Gaussian degradation. Prior-free likelihood-generator conditions imply it for jump generators and are verified for binary attenuation, Poisson thinning, and negative-binomial thinning. If the distortion is uniformly quadratic on an Ahlfors-regular oracle image of dimension $r$, then $A_k\asymp k^{-2/r}$, and the original-scale excess mean squared error is of order $n^{-1}k^{-2/r}$. Calibrated Poisson sensor and radial-qubit measurement menus illustrate the result. A triangular Gaussian counterexample shows why pointwise Gaussian convergence is insufficient.
An institution that cannot compel disclosure can still allocate exposure. We study two opposed advocates who select verifiable observations and a receiver who averages the selected record without correcting for selection. The institution commits exposure before the state and evidence are known; each withheld item's ass...
Private Inference-Time Pessimism (PrivITP) is introduced, which combines $\chi^2$-regularized rejection sampling with a two-phase Gaussian mechanism, and achieves ex-post $(\epsilon,\delta)$-DP with a privacy cost independent of the number of responses, cleanly decouples the regularization parameter from the privacy pa...
I. Jain, Nandini Bhattad, Sayak Ray Chowdhury· 0 citations
We study fundamental information-theoretic limits of robust stochastic optimization when the distribution is known only through its exact moment sequence. We develop a unified framework that produces families of distinct distributions sharing all moments yet inducing radically different optimal decisions, thereby estab...
Crypto-listed equity perpetuals trade while the primary cash market is closed, yet still need a mark for margin, funding, and liquidation. We model the closed-window mark as the fixed point of an oracle operator with two blocks: external anchoring and self/peer derivative reference. From marks and proxies alone the two...
Dong-ju Seo, Doohwi Cha, Seung-Han Son et al.· 0 citations
We study preference elicitation under the Bradley-Terry-Luce (BTL) model where the true partworth vector is unknown and has to be estimated as a parameter with elicited preference information. The set of selected pairwise queries is non-uniform, deterministic, and arbitrary over a collection of alternatives, provided t...
The original robust value frontier, support-wise linear-programming algorithm, and binary-action fractional-knapsack specialization are embedded into this implementation framework and embeds the original robust value frontier, support-wise linear-programming algorithm, and binary-action fractional-knapsack specializati...
Shuyan Zhang, Xiangtian Li· 0 citations
We use cookies to run the site and, with your consent, for analytics and to show ads.
See our Cookie Policy.