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Recommender systems have been extensively used by the entertainment industry, business marketing and the biomedical industry. In addition to its capacity of providing preference-based recommendations as an unsupervised learning methodology,…

Methodology · Statistics 2020-03-13 Yanqing Zhang , Xuan Bi , Niansheng Tang , Annie Qu

One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…

Machine Learning · Statistics 2013-02-22 Oren Rippel , Ryan Prescott Adams

Consumer behavior under social influence is a well-known phenomenon and computer scientists and economists are prevalently trying to analyze the dynamics behind decision making during the consumption process through agent-based modeling…

Social and Information Networks · Computer Science 2022-10-18 Eren Arkangil

Diffusion probabilistic models (DPMs) are a class of powerful deep generative models (DGMs). Despite their success, the iterative generation process over the full timesteps is much less efficient than other DGMs such as GANs. Thus, the…

Machine Learning · Computer Science 2022-06-16 Fan Bao , Chongxuan Li , Jiacheng Sun , Jun Zhu , Bo Zhang

We define Conditional quasi concave Performance Measures (CPMs), on random variables bounded from below, to accommodate for additional information. Our notion encompasses a wide variety of cases, from conditional expected utility and…

Portfolio Management · Quantitative Finance 2012-12-18 Sara Biagini , Jocelyne Bion-Nadal

In this paper we propose a new method of estimation for discrete choice demand models when individual level data are available. The method employs a two-step procedure. Step 1 predicts the choice probabilities as functions of the observed…

Applications · Statistics 2020-10-19 Nick Doudchenko , Evgeni Drynkin

This paper focuses on price-based residential demand response implemented through dynamic adjustments of electricity prices during DR events. It extends existing DR models to a stochastic framework in which customer response is represented…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Guido Cavraro , Andrey Bernstein , Emiliano Dall'Anese

Diffusion models have shown significant potential in generating oracle items that best match user preference with guidance from user historical interaction sequences. However, the quality of guidance is often compromised by unpredictable…

Information Retrieval · Computer Science 2025-05-20 Wenyu Mao , Zhengyi Yang , Jiancan Wu , Haozhe Liu , Yancheng Yuan , Xiang Wang , Xiangnan He

User interests are usually dynamic in the real world, which poses both theoretical and practical challenges for learning accurate preferences from rich behavior data. Among existing user behavior modeling solutions, attention networks are…

Information Retrieval · Computer Science 2022-04-14 Chao Chen , Haoyu Geng , Nianzu Yang , Junchi Yan , Daiyue Xue , Jianping Yu , Xiaokang Yang

By means of the linear parameter-varying (LPV) Fundamental Lemma, we derive novel data-driven predictive control (DPC) methods for LPV systems. In particular, we present output-feedback and state-feedback-based LPV-DPC methods with terminal…

Systems and Control · Electrical Eng. & Systems 2026-02-26 Chris Verhoek , Julian Berberich , Sofie Haesaert , Roland Tóth , Hossam S. Abbas

Large Language Models (LLMs) have demonstrated unprecedented generative capabilities, yet their alignment with human values remains critical for ensuring helpful and harmless deployments. While Reinforcement Learning from Human Feedback…

This paper addresses the challenges of pricing exotic options and structured products, which traditional models often fail to handle due to their inability to capture real-world market phenomena like fat-tailed distributions and volatility…

Pricing of Securities · Quantitative Finance 2025-09-18 Helin Zhao , Junchi Shen

Denoising Diffusion Probabilistic Models (DDPM) are powerful state-of-the-art methods used to generate synthetic data from high-dimensional data distributions and are widely used for image, audio, and video generation as well as many more…

Machine Learning · Statistics 2025-04-25 Iskander Azangulov , George Deligiannidis , Judith Rousseau

Modeling the time-series of high-dimensional, longitudinal data is important for predicting patient disease progression. However, existing neural network based approaches that learn representations of patient state, while very flexible, are…

Machine Learning · Computer Science 2021-06-21 Zeshan Hussain , Rahul G. Krishnan , David Sontag

Learning to capture feature relations effectively and efficiently is essential in click-through rate (CTR) prediction of modern recommendation systems. Most existing CTR prediction methods model such relations either through tedious…

Information Retrieval · Computer Science 2021-11-10 Jian Zhu , Congcong Liu , Pei Wang , Xiwei Zhao , Guangpeng Chen , Junsheng Jin , Changping Peng , Zhangang Lin , Jingping Shao

In this work, we propose FastDPM, a unified framework for fast sampling in diffusion probabilistic models. FastDPM generalizes previous methods and gives rise to new algorithms with improved sample quality. We systematically investigate the…

Machine Learning · Computer Science 2021-06-25 Zhifeng Kong , Wei Ping

One of the major barriers for the retailers is to understand the consumption elasticity they can expect from their contracted demand response (DR) clients. The current trend of DR products provided by retailers are not consumer-specific,…

Systems and Control · Electrical Eng. & Systems 2021-11-26 Kamalanathan Ganesan , João Tomé Saraiva , Ricardo J. Bessa

Diffusion probabilistic models (DPMs) represent a class of powerful generative models. Despite their success, the inference of DPMs is expensive since it generally needs to iterate over thousands of timesteps. A key problem in the inference…

Machine Learning · Computer Science 2022-05-04 Fan Bao , Chongxuan Li , Jun Zhu , Bo Zhang

Agent-Based Models (ABM) are computational scenario-generators, which can be used to predict the possible future outcomes of the complex system they represent. To better understand the robustness of these predictions, it is necessary to…

General Economics · Economics 2022-08-08 Karl Naumann-Woleske , Max Sina Knicker , Michael Benzaquen , Jean-Philippe Bouchaud

Diffusion Probabilistic Models (DPMs) have recently demonstrated impressive results on various generative tasks.Despite its promises, the learned representations of pre-trained DPMs, however, have not been fully understood. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2023-08-23 Xingyi Yang , Xinchao Wang