Related papers: Hierarchical Bass model
We propose a new model for the level I of a Limit Order Book (LOB), which incorporates the information about the standing orders at the opposite side of the book after each price change and the arrivals of new orders within the spread. Our…
We study the problem of learning a mixture model of non-parametric product distributions. The problem of learning a mixture model is that of finding the component distributions along with the mixing weights using observed samples generated…
Some practical results are derived for population inference based on a sample, under the two qualitative conditions of 'ignorability' and exchangeability. These are the 'Histogram Theorem', for predicting the outcome of a non-sampled member…
Hierarchical parametric models consisting of observable and latent variables are widely used for unsupervised learning tasks. For example, a mixture model is a representative hierarchical model for clustering. From the statistical point of…
Harnessing the power of diffusion models to synthesize auxiliary training data based on latent space features has proven effective in enhancing out-of-distribution (OOD) detection performance. However, extracting effective features outside…
Several proposals have been put forward in recent years for improving out-of-distribution (OOD) performance through mitigating dataset biases. A popular workaround is to train a robust model by re-weighting training examples based on a…
In the dynamic landscape of contemporary society, the popularity of ideas, opinions, and interests fluctuates rapidly. Traditional dynamical models in social sciences often fail to capture this inherent volatility, attributing changes to…
The adaptive voter model allows for studying the interplay between homophily, the tendency of like-minded individuals to attract each other, and social influence, the tendency for connected individuals to influence each other. However, it…
In an affiliation network vertices are linked to attributes and two vertices are declared adjacent whenever they share a common attribute. For example, two customers of an internet shop are called adjacent if they have purchased the same or…
Bayesian nonparametric hierarchical priors are highly effective in providing flexible models for latent data structures exhibiting sharing of information between and across groups. Most prominent is the Hierarchical Dirichlet Process (HDP),…
This paper considers behavior-based price discrimination in the repeated sale of a non-durable good to a single long-lived buyer, by a seller without commitment power. We assume that there is a mixed population of forward-looking…
What are the key-features that enable an information diffusion model to explain the inherent dynamic, and often competitive, nature of real-world propagation phenomena? In this paper we aim to answer this question by proposing a novel class…
We propose a method that leverages graph neural networks, multi-level message passing, and unsupervised training to enable real-time prediction of realistic clothing dynamics. Whereas existing methods based on linear blend skinning must be…
Diffusion of information in networks is at the core of many problems in AI. Common examples include the spread of ideas and rumors as well as marketing campaigns. Typically, information diffuses at a non-linear rate, for example, if markets…
A large scale agent-based model of common Facebook users was designed to develop an understanding of the underlying mechanism of information diffusion within online social networks at a micro-level analysis. The agent-based model network…
In this paper, we present a new nonintrusive reduced basis method when a cheap low-fidelity model and expensive high-fidelity model are available. The method relies on proper orthogonal decomposition (POD) to generate the high-fidelity…
For premium consumer products, pricing strategy is not about a single number, but about understanding the perceived monetary value of the features that justify a higher cost. This paper proposes a robust methodology to deconstruct a…
We introduce and study a novel majority-based opinion diffusion model. Consider a graph $G$, which represents a social network. Assume that initially a subset of nodes, called seed nodes or early adopters, are colored either black or white,…
Recommender Systems are an integral part of music sharing platforms. Often the aim of these systems is to increase the time, the user spends on the platform and hence having a high commercial value. The systems which aim at increasing the…
In this work, we investigate an intriguing and prevalent phenomenon of diffusion models which we term as "consistent model reproducibility": given the same starting noise input and a deterministic sampler, different diffusion models often…