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

机制设计为设计和分析经济制度、社会和计算机协议、服务提供和其他参与者可能为了自己的最大利益而自私地行动的应用奠定了经济基础。现实世界机制设计的一个常见范例是试错：提出一个机制，执行它，然后根据它的性能对它进行更改。为了做出这些改变，必须进行计量经济学分析，也就是说，必须对机制中参与者的行为（假设处于均衡状态）进行逆向工程，以获得参与者的偏好。利用这些推断的偏好，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对市场的了解，但现实世界的机制往往会动态地进行一些市场分析。pi研究将把计量经济学推理与机制设计理论结合起来，研究机制的计量经济学特性，并设计出既擅长市场分析又善于利用这些信息来实现机制设计者指定目标的机制。这个研究项目将把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中尚未研究的主题结合在一起。例如，这些问题在实践中非常重要，特别是在赞助搜索和定向展示广告等快速增长的领域，这些领域已经部署了拍卖机制来定价和放置广告，主要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 where 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.