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Biased stochastic estimators, such as finite-differences for noisy gradient estimation, often contain parameters that need to be properly chosen to balance impacts from the bias and the variance. While the optimal order of these parameters…

Methodology · Statistics 2019-02-14 Henry Lam , Xinyu Zhang , Xuhui Zhang

Probabilistic forecasts are becoming more and more available. How should they be used and communicated? What are the obstacles to their use in practice? I review experience with five problems where probabilistic forecasting played an…

Applications · Statistics 2014-08-22 Adrian E. Raftery

The goal of this article is to investigate how human participants allocate their limited time to decisions with different properties. We report the results of two behavioral experiments. In each trial of the experiments, the participant…

Neurons and Cognition · Quantitative Biology 2016-07-20 Arash Khodadadi , Pegah Fakhari , Jerome R. Busemeyer

An important use of machine learning is to learn what people value. What posts or photos should a user be shown? Which jobs or activities would a person find rewarding? In each case, observations of people's past choices can inform our…

Artificial Intelligence · Computer Science 2015-12-21 Owain Evans , Andreas Stuhlmueller , Noah D. Goodman

Most data for evaluating and training recommender systems is subject to selection biases, either through self-selection by the users or through the actions of the recommendation system itself. In this paper, we provide a principled approach…

Machine Learning · Computer Science 2016-05-30 Tobias Schnabel , Adith Swaminathan , Ashudeep Singh , Navin Chandak , Thorsten Joachims

Organisms and ecological groups accumulate evidence to make decisions. Classic experiments and theoretical studies have explored this process when the correct choice is fixed during each trial. However, we live in a constantly changing…

Neurons and Cognition · Quantitative Biology 2015-10-01 Alan Veliz-Cuba , Zachary P. Kilpatrick , Kresimir Josic

This expository paper discusses Bayesian decision analysis perspectives on problems of constrained forecasting. Foundational and pedagogic discussion contrasts decision analytic approaches with the traditional, but typically inappropriate,…

Methodology · Statistics 2021-12-01 Mike West

Decision-makers often act in response to data-driven predictions, with the goal of achieving favorable outcomes. In such settings, predictions don't passively forecast the future; instead, predictions actively shape the distribution of…

Machine Learning · Computer Science 2023-01-10 Michael P. Kim , Juan C. Perdomo

Existing preference optimization methods often assume scenarios where paired preference feedback (preferred/positive vs. dis-preferred/negative examples) is available. This requirement limits their applicability in scenarios where only…

Inference-time alignment effectively steers large language models (LLMs) by generating multiple candidates from a reference model and selecting among them with an imperfect reward model. However, current strategies face a fundamental…

Artificial Intelligence · Computer Science 2026-03-10 Hsiang Hsu , Eric Lei , Chun-Fu Chen

Modern concurrent programming benefits from a large variety of synchronization techniques. These include conventional pessimistic locking, as well as optimistic techniques based on conditional synchronization primitives or transactional…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-15 Vincent Gramoli , Petr Kuznetsov , Srivatsan Ravi

Theoretically as well as experimentally it is investigated how people represent their knowledge in order to make decisions or to share their knowledge with others. Experiment 1 probes into the ways how people 6ather information about the…

Artificial Intelligence · Computer Science 2013-04-15 Alf C. Zimmer

Behavioral scientists have classically documented aversion to algorithmic decision aids, from simple linear models to AI. Sentiment, however, is changing and possibly accelerating AI helper usage. AI assistance is, arguably, most valuable…

Artificial Intelligence · Computer Science 2023-07-28 Nikolos Gurney , John H. Miller , David V. Pynadath

We consider information networks whereby multiple biased-information-providers (BIPs), e.g., media outlets/social network users/sensors, share reports of events with rational-information-consumers (RICs). Making the reasonable abstraction…

Social and Information Networks · Computer Science 2020-04-28 H. Kesavareddigari , A. Eryilmaz

Using the techniques of [arXiv:0911.4271], upper bounds for a given confidence level are modified in an optimal fashion to incorporate the a priori information that the parameter being estimated is non-negative. A paradox with different…

Data Analysis, Statistics and Probability · Physics 2009-12-09 Fyodor V. Tkachov

Risk sensitivity has become a central theme in reinforcement learning (RL), where convex risk measures and robust formulations provide principled ways to model preferences beyond expected return. Recent extensions to multi-agent RL (MARL)…

Machine Learning · Computer Science 2025-11-12 Runyu Zhang , Na Li , Asuman Ozdaglar , Jeff Shamma , Gioele Zardini

We uncover a close link between outside options and risk attitude: when a decision-maker gains access to an outside option, her behaviour becomes less risk-averse, and conversely, any observed decrease of risk-aversion can be explained by…

Theoretical Economics · Economics 2025-09-19 Gregorio Curello , Ludvig Sinander , Mark Whitmeyer

Gathering the most information by picking the least amount of data is a common task in experimental design or when exploring an unknown environment in reinforcement learning and robotics. A widely used measure for quantifying the…

Machine Learning · Statistics 2015-09-17 Johannes Kulick , Robert Lieck , Marc Toussaint

Snapshots of "best" (or "worst") experience are known to dominate human memory and may thus also have a significant effect on future behaviour. We consider here a model of repeated decision-making where, at every time step, an agent takes…

Statistical Mechanics · Physics 2022-02-18 Evangelos Mitsokapas , Rosemary J. Harris

We develop a tractable model of realization utility that studies the role of reference-dependent S-shaped preferences in a dynamic investment setting with reinvestment. Our model generates both voluntarily realized gains and losses. It…

General Finance · Quantitative Finance 2014-08-14 Jonathan E. Ingersoll , Lawrence J. Jin