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We consider the estimation of the transition matrix of a hidden Markovian process by using information geometry with respect to transition matrices. In this paper, only the histogram of $k$-memory data is used for the estimation. To…

Statistics Theory · Mathematics 2024-09-10 Masahito Hayashi

In this work, the Einstein notation is utilized to synthesize state and parameter transition matrices, by solving a set of ordinary differential equations. Additionally, for the system identification problem, it has been demonstrated that…

Systems and Control · Electrical Eng. & Systems 2024-07-08 Premjit Saha , Tarunraj Singh

Insightful interdisciplinary collaboration is essential to the principled governance of technology. When such efforts address the interaction between computation and society, they often focus on modeling, the process by which computer…

Computers and Society · Computer Science 2025-05-29 Samuel Judson , Joan Feigenbaum

Trust is a crucial factor affecting the adoption of machine learning (ML) models. Qualitative studies have revealed that end-users, particularly in the medical domain, need models that can express their uncertainty in decision-making…

Machine Learning · Computer Science 2023-04-21 Andrew Houston , Georgina Cosma

We study infinite-horizon Discounted Markov Decision Processes (DMDPs) under a generative model. Motivated by the Algorithm with Advice framework Mitzenmacher and Vassilvitskii 2022, we propose a novel framework to investigate how a…

Machine Learning · Computer Science 2025-02-24 Lixing Lyu , Jiashuo Jiang , Wang Chi Cheung

There has long been debate about the relative merits of decision theoretic methods and heuristic rule-based approaches for reasoning under uncertainty. We report an experimental comparison of the performance of the two approaches to…

Artificial Intelligence · Computer Science 2013-04-10 Jayant Kalagnanam , Max Henrion

Data movement is becoming the dominant contributor to the time and energy costs of computation across a wide range of application domains. However, time complexity is inadequate to analyze data movement. This work expands upon Data Movement…

Data Structures and Algorithms · Computer Science 2022-03-08 Wesley Smith , Aidan Goldfarb , Chen Ding

Information asymmetry is a pervasive feature of multi-agent systems, especially evident in economics and social sciences. In these settings, agents tailor their actions based on private information to maximize their rewards. These strategic…

Machine Learning · Computer Science 2025-06-12 Jiachen Hu , Rui Ai , Han Zhong , Xiaoyu Chen , Liwei Wang , Zhaoran Wang , Zhuoran Yang

Much research has been conducted arguing that tipping points at which complex systems experience phase transitions are difficult to identify. To test the existence of tipping points in financial markets, based on the alternating offer…

Computational Finance · Quantitative Finance 2016-08-24 Zvonko Kostanjcar , Stjepan Begusic , H. E. Stanley , Boris Podobnik

We introduce a method for explaining the results of various linear and hierarchical multi-criteria decision-making (MCDM) techniques such as WSM and AHP. The two key ideas are (A) to maintain a fine-grained representation of the values…

Artificial Intelligence · Computer Science 2022-09-13 Martin Erwig , Prashant Kumar

Ambiguity is inherently present in many machine learning tasks, but especially for sequential models seldom accounted for, as most only output a single prediction. In this work we propose an extension of the Multiple Hypothesis Prediction…

Machine Learning · Statistics 2020-03-24 Alessandro Berlati , Oliver Scheel , Luigi Di Stefano , Federico Tombari

This work proposes a way to align statistical modeling with decision making. We provide a method that propagates the uncertainty in predictive modeling to the uncertainty in operational cost, where operational cost is the amount spent by…

Machine Learning · Statistics 2015-03-19 Theja Tulabandhula , Cynthia Rudin

Using frequency distributions of daily closing price time series of several financial market indexes, we investigate whether the bias away from an equiprobable sequence distribution found in the data, predicted by algorithmic information…

Trading and Market Microstructure · Quantitative Finance 2010-08-17 Hector Zenil , Jean-Paul Delahaye

Multi-criteria decision support systems are used in various fields of human activities. In every alternative multi-criteria decision making problem can be represented by a set of properties or constraints. The properties can be qualitative…

Software Engineering · Computer Science 2011-05-03 Tuli Bakshi , Bijan Sarkar

Inferring evaluation scores based on human judgments is invaluable compared to using current evaluation metrics which are not suitable for real-time applications e.g. post-editing. However, these judgments are much more expensive to collect…

Computation and Language · Computer Science 2013-07-09 Ibrahim Sabek , Noha A. Yousri , Nagwa Elmakky , Mona Habib

Pairwise comparisons are a well-known method for modelling of the subjective preferences of a decision maker. A popular implementation of the method is based on solving an eigenvalue problem for M - the matrix of pairwise comparisons. This…

Discrete Mathematics · Computer Science 2015-09-25 Konrad Kułakowski

As the widely applied method for measuring matching assortativeness in a transferable utility matching game, a matching maximum score estimation is proposed by \cite{fox2010qe}. This article reveals that combining unmatched agents,…

General Economics · Economics 2024-05-08 Suguru Otani

Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines information acquisition and adaptive information sources. This…

Optimization and Control · Mathematics 2026-01-07 Renyuan Xu , Thaleia Zariphopoulou , Luhao Zhang

Automatic charge prediction task aims to determine the final charges based on fact descriptions of criminal cases, which is a vital application of legal assistant systems. Conventional works usually depend on fact descriptions to predict…

Computation and Language · Computer Science 2020-10-08 Xiya Cheng , Sheng Bi , Guilin Qi , Yongzhen Wang

This paper studies optimal market making for large-tick assets in the presence of latency. We consider a random walk model for the asset price, and formulate the market maker's optimization problem using Markov Decision Processes (MDP). We…

Trading and Market Microstructure · Quantitative Finance 2020-03-18 Xuefeng Gao , Yunhan Wang