Related papers: Some Problems for Convex Bayesians
Using theory and experiments, this paper shows that the difficulty of making tradeoffs offers a parsimonious explanation for a wide range of behavioral phenomena. We develop a model of imprecise comparisons applicable to multiattribute,…
Design optimisation offers the potential to develop lightweight aircraft structures with reduced environmental impact. Due to the high number of design variables and constraints, these challenges are typically addressed using gradient-based…
We consider the question of which nonconvex sets can be represented exactly as the feasible sets of mixed-integer convex optimization problems. We state the first complete characterization for the case when the number of possible integer…
In this paper, we consider linear quadratic team problems with an arbitrary number of quadratic constraints in both stochastic and deterministic settings. The team consists of players with different measurements about the state of nature.…
We consider the problem of variable selection in linear models when $p$, the number of potential regressors, may exceed (and perhaps substantially) the sample size $n$ (which is possibly small).
We consider the problem of chance constrained optimization where it is sought to optimize a function and satisfy constraints, both of which are affected by uncertainties. The real world declinations of this problem are particularly…
The traditional statistical inference is static, in the sense that the estimate of the quantity of interest does not affect the future evolution of the quantity. In some sequential estimation problems however, the future values of the…
This paper considers data-driven chance-constrained stochastic optimization problems in a Bayesian framework. Bayesian posteriors afford a principled mechanism to incorporate data and prior knowledge into stochastic optimization problems.…
In this paper, first a great number of inverse problems which arise in instrumentation, in computer imaging systems and in computer vision are presented. Then a common general forward modeling for them is given and the corresponding…
We consider problems in model selection caused by the geometry of models close to their points of intersection. In some cases---including common classes of causal or graphical models, as well as time series models---distinct models may…
Frequentist (classical) and the Bayesian approaches to the construction of confidence limits are compared. Various examples which illustrate specific problems are presented. The Likelihood Principle and the Stopping Rule Paradox are…
We study principal-agent problems in which a principal commits to an outcome-dependent payment scheme (a.k.a. contract) so as to induce an agent to take a costly, unobservable action. We relax the assumption that the principal perfectly…
Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…
As AI systems increasingly mediate negotiations, understanding how the number of negotiated issues impacts human performance is crucial for maintaining human agency. We designed a human-AI negotiation case study in a realistic property…
Bayesian inference provides a rigorous framework to encapsulate our knowledge and uncertainty regarding various physical quantities in a well-defined and self-contained manner. Utilising modern tools, such Bayesian models can be constructed…
This chapter does not deal with specific tools and techniques for managing complex systems, but proposes some basic concepts that help us to think and speak about complexity. We review classical thinking and its intrinsic drawbacks when…
Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…
Providing natural language explanations for recommendations is particularly useful from the perspective of a non-expert user. Although several methods for providing such explanations have recently been proposed, we argue that an important…
Motivated by examples from genetic association studies, this paper considers the model selection problem in a general complex linear model system and in a Bayesian framework. We discuss formulating model selection problems and incorporating…
Many psychological theories can be operationalized as linear inequality constraints on the parameters of multinomial distributions (e.g., discrete choice analysis). These constraints can be described in two equivalent ways: Either as the…