When sample, X = x, is observed from intractable c.d.f. Fθ, or a Black-Box with input θ, an Approximate Bayesian Computation (ABC) method provides approximate posterior, π_ϵ. θ^∗ is included in the support of π_ϵ when the Matching distance ρ(S(x^∗), S(x)) ≤ ϵ; x^∗ is a sample drawn from F_{θ^∗}, θ^∗ is obtained from prior π, S is a summary statistic, ϵ > 0. ABC concerns include: the use of only one sample, x^∗, for each θ^∗; the choices of S, ρ and ϵ; π_ϵ(θ^∗), which is determined by arbitrary kernel, K(x, x^∗; ϵ), creating visual π_ϵ-artifacts. The concerns are accommodated with the introduced Fiducial(F)-ABC for all (θ^∗ drawn): M x^∗ are drawn from F_{θ^∗}; a universal S is used, the empirical measure indexed by sets which activate its sufficiency for exchangeable observations-vectors and have been neglected; a strong, probability distance ρ is used, inherently connected with S and Matching; light is thrown to ϵ’s nature and value; πϵ is obtained from the proportions of x∗ matching x. F-ABC for all posterior is closer to Bayesian philosophy, which does not use θ^∗-exclusions. Under few, mild assumptions, π_ϵ converges to the posterior, π(θ|x), when ϵ ↓ 0, and rates of concentration of T (F_{θ^∗}) to T (F_θ) are obtained when n ↑ ∞; T is a functional. Satisfactory F-ABC for all θ^∗ drawn posteriors are depicted for parametric and data generating models, including Tukey’s (a, b, g, h)-model, a 5-parameter normal mixture and a time series model. Various advantages of the F-ABC for all are presented over coarsened posteriors for observations in R^d, d ≥ 1.

In a Data-Generating Experiment (DGE), the data, X, is often obtained either from a Black-Box with inputs θ and Y, or from a Quantile function or a learning machine, f(Y, θ); θ is unknown, element of metric space (Θ, ρ), Y is random. If X has intractable or unknown c.d.f., Fθ, non-identifiability of θ cannot be confirmed and when present, among others, limits the predictive accuracy of the learned model, f(Y, \hat{θ}); \hat{θ} estimate of θ. In Machine Learning, non-identifiability of θ is ubiquitous and its extent is a criterion for selecting a learning machine. Empirical indices, EDI and PPVI, are introduced using P-values of Kolmogorov-Smirnov tests: i) to confirm almost surely, using generated data, the discrimination of θ from θ^∗, namely that the Kolmogorov distance, dK(Fθ, Fθ^∗), is positive, ii) to confirm identifiability of θ(∈ Θ) by repeating i) for θ^∗ in a sieve of Θ, since neighboring parameter values are in practice indistinguishable, and iii) most important, to compare EDI-graphs of DGEs, preferring more discrimination and less non-identifiability among parameters, and select one DGE to use. In applications, EDI-graphs confirm nonidentifiability in mixture models and in models parametrised with sums of parameters. EDI and PPVI explain why Tukey’s g-and-h model (DGE1) has better g-discrimination than the g-and-k model (DGE2), unless the sample size is extremely large; h_0 = k_0. EDIgraphs indicate that Normal learning machines have better parameter discrimination thanSigmoid learning machines and their parameters are non-identifiable.

A major challenge for ridesharing platforms is to guarantee profit and fairness simultaneously, especially in the presence of misaligned incentives of drivers and riders. We focus on the dispatchingpricing problem to maximize the total revenue while keeping both drivers and riders satisfied. We study the computational complexity of the problem, provide a novel two-phased pricing solution with revenue and fairness guarantees, extend it to stochastic settings and develop a dynamic (a.k.a., learning-while-doing) algorithm that actively collects data to learn the demand distribution during the scheduling process. We also conduct extensive experiments to demonstrate the effectiveness of our algorithms.