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Inferring a decision maker's utility function typically involves an elicitation phase where the decision maker responds to a series of elicitation queries, followed by an estimation phase where the state-of-the-art is to either fit the…

Applications · Statistics 2018-07-31 Mengyang Gu , Debarun Bhattacharjya , Dharmashankar Subramanian

Recent literature in the last Maximum Entropy workshop introduced an analogy between cumulative probability distributions and normalized utility functions. Based on this analogy, a utility density function can de defined as the derivative…

Artificial Intelligence · Computer Science 2009-11-10 Ali E. Abbas

We investigate the application of classification techniques to utility elicitation. In a decision problem, two sets of parameters must generally be elicited: the probabilities and the utilities. While the prior and conditional probabilities…

Artificial Intelligence · Computer Science 2013-02-01 Urszula Chajewska , Lise Getoor , Joseph Norman , Yuval Shahar

The maximum entropy principle can be used to assign utility values when only partial information is available about the decision maker's preferences. In order to obtain such utility values it is necessary to establish an analogy between…

Statistical Finance · Quantitative Finance 2009-11-13 Andreia Dionisio , A. Heitor Reis

We provide sufficient conditions under which a utility function may be recovered from a finite choice experiment. Identification, as is commonly understood in decision theory, is not enough. We provide a general recoverability result that…

Theoretical Economics · Economics 2023-01-30 Christopher P. Chambers , Federico Echenique , Nicolas S. Lambert

Synthetic data algorithms are widely employed in industries to generate artificial data for downstream learning tasks. While existing research primarily focuses on empirically evaluating utility of synthetic data, its theoretical…

Machine Learning · Statistics 2025-04-04 Shirong Xu , Will Wei Sun , Guang Cheng

Bayesian networks provide a method of representing conditional independence between random variables and computing the probability distributions associated with these random variables. In this paper, we extend Bayesian network structures to…

Artificial Intelligence · Computer Science 2013-02-21 Eric Driver , Darryl Morrell

Decision theory has become widely accepted in the AI community as a useful framework for planning and decision making. Applying the framework typically requires elicitation of some form of probability and utility information. While much…

Artificial Intelligence · Computer Science 2013-02-08 Vu A. Ha , Peter Haddawy

Shafer's theory of belief and the Bayesian theory of probability are two alternative and mutually inconsistent approaches toward modelling uncertainty in artificial intelligence. To help reduce the conflict between these two approaches,…

Artificial Intelligence · Computer Science 2013-03-08 Robert F. Bordley

Random utility theory models an agent's preferences on alternatives by drawing a real-valued score on each alternative (typically independently) from a parameterized distribution, and then ranking the alternatives according to scores. A…

Multiagent Systems · Computer Science 2012-11-13 Hossein Azari Soufiani , David C. Parkes , Lirong Xia

We propose an interdisciplinary framework that combines Bayesian predictive inference, a well-established tool in Machine Learning, with Formal Methods rooted in the computer science community. Bayesian predictive inference allows for…

Computation · Statistics 2025-08-21 Laura Vana , Ennio Visconti , Laura Nenzi , Annalisa Cadonna , Gregor Kastner

In experiments to estimate parameters of a parametric model, Bayesian experiment design allows measurement settings to be chosen based on utility, which is the predicted improvement of parameter distributions due to modeled measurement…

Methodology · Statistics 2023-01-26 Robert D. McMichael , Sean M. Blakley

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley

The conventional approach to Bayesian decision-theoretic experiment design involves searching over possible experiments to select a design that maximizes the expected value of a specified utility function. The expectation is over the joint…

Methodology · Statistics 2023-04-18 Tommie A. Catanach , Niladri Das

A Bayesian design is given by maximising an expected utility over a design space. The utility is chosen to represent the aim of the experiment and its expectation is taken with respect to all unknowns: responses, parameters and/or models.…

Methodology · Statistics 2019-01-16 Antony M. Overstall , James M. McGree

Set prediction is about learning to predict a collection of unordered variables with unknown interrelations. Training such models with set losses imposes the structure of a metric space over sets. We focus on stochastic and underdefined…

Machine Learning · Computer Science 2021-02-23 David W. Zhang , Gertjan J. Burghouts , Cees G. M. Snoek

Bayesian decision theory outlines a rigorous framework for making optimal decisions based on maximizing expected utility over a model posterior. However, practitioners often do not have access to the full posterior and resort to approximate…

Machine Learning · Statistics 2019-10-29 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

Joint distributions over many variables are frequently modeled by decomposing them into products of simpler, lower-dimensional conditional distributions, such as in sparsely connected Bayesian networks. However, automatically learning such…

Machine Learning · Computer Science 2013-01-07 Scott Davies , Andrew Moore

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

We introduce a new interpretation of two related notions - conditional utility and utility independence. Unlike the traditional interpretation, the new interpretation renders the notions the direct analogues of their probabilistic…

Computer Science and Game Theory · Computer Science 2013-02-08 Yoav Shoham
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