ICES: Large: Collaborative Research: Towards Realistic Mechanisms: statistics, inference, and approximation in simple Bayes-Nash implementation

机制设计为经济机构、社会和计算机协议、服务提供和其他应用的设计和分析奠定了经济学基础，在这些应用中，参与者可能会为了自己的最佳利益而自私行事。现实世界机制设计的一种常见范式是试错：提出一种机制，执行它，然后根据它的性能对其进行更改。为了做出这些改变，必须进行计量经济学分析，即必须对机制中参与者的行动(假定处于均衡状态)进行逆向工程，以获得参与者的偏好。使用这些推断的偏好，可以对机制的潜在变化进行评估和排序。虽然机制设计理论在很大程度上依赖于市场知识，但现实世界的机制往往会动态地进行一些市场分析。PIS研究将把计量经济学推理与机制设计理论结合起来，调查机制的计量经济学性质，并设计同时擅长市场分析和利用这些信息以达到机制设计者指定的目标的机制。该研究计划将计量经济学技术引入计算机科学，并将计算机科学和经济学尚未研究的主题汇集在一起。例如，这些问题在实践中非常重要，特别是在快速增长的赞助搜索和定向展示广告领域。已经为广告的定价和投放部署了拍卖机制，一项重大挑战是根据过去的数据调整机制。

Mechanism design lays the economic foundations for the design and analysis of economic institutions, social and computer protocols, service provisioning, and other applications where participants may act selfishly in their own best interest. A common paradigm for real-world mechanism design is trial and error: a mechanism is proposed, it is executed, then changes are made to it based on its performance. In order to make these changes an econometric analysis must be undertaken, i.e., the participants' actions in the mechanism (assumed to be in equilibrium) must be reverse engineered to obtain the participants' preferences. Using these inferred preferences, potential changes to the mechanism can be evaluated and ranked. While mechanism design theory for the most part relies on knowledge of the market, real world mechanisms tend to do some market analysis on the fly. The PIs research will combine econometric inference with mechanism design theory to investigate the econometric properties of mechanisms and design mechanisms that are simultaneously good at market analysis and exploiting that information to attain an objective specified by the mechanism designer.This research program will introduce econometric techniques to computer science and will bring together topics from computer science and economics that have yet to be studied together. For example, these issues are very important in practice, especially in the rapidly growing areas of sponsored search and targeted display advertising. Auction mechanisms have been deployed for pricing and placement of advertisements and a major challenge is in adjusting the mechanisms in response to past data.