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It is well known that sequential decision making may lead to information cascades. That is, when agents make decisions based on their private information, as well as observing the actions of those before them, then it might be rational to…

Probability · Mathematics 2018-02-22 Yuval Peres , Miklos Z. Racz , Allan Sly , Izabella Stuhl

We propose a finite-size scaling analysis of binary stochastic processes $X(t)\in \{0,1\}$ based on the second moment correlation length $\xi$ for the autocorrelation function $C(t)$. The purpose is to clarify the critical properties and…

Statistical Mechanics · Physics 2015-06-12 Shintaro Mori , Masato Hisakado

We propose a method of detecting a phase transition in a generalized P\'olya urn in an information cascade experiment. The method is based on the asymptotic behavior of the correlation $C(t)$ between the first subject's choice and the…

Data Analysis, Statistics and Probability · Physics 2016-02-15 Masafumi Hino , Yosuke Irie , Masato Hisakado , Taiki Takahashi , Shintaro Mori

We provide a novel analysis of Wald's sequential probability ratio test based on information theoretic measures for symmetric thresholds, symmetric noise, and equally likely hypotheses under the assumption that the test exactly terminates…

Information Theory · Computer Science 2017-08-24 Meik Dörpinghaus , Édgar Roldán , Izaak Neri , Heinrich Meyr , Frank Jülicher

The potential for cascading failure in power systems adds substantially to overall reliability risk. Monte Carlo sampling can be used with a power system model to estimate this impact, but doing so is computationally expensive. This paper…

Physics and Society · Physics 2015-08-10 Pooya Rezaei , Paul D. H. Hines , Margaret J. Eppstein

Traditional recommendation algorithms develop techniques that can help people to choose desirable items. However, in many real-world applications, along with a set of recommendations, it is also essential to quantify each recommendation's…

Machine Learning · Computer Science 2022-01-26 Venkateswara Rao Kagita , Arun K Pujari , Vineet Padmanabhan , Vikas Kumar

We study a repeated information design problem faced by an informed sender who tries to influence the behavior of a self-interested receiver. We consider settings where the receiver faces a sequential decision making (SDM) problem. At each…

Machine Learning · Computer Science 2022-09-09 Martino Bernasconi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Francesco Trovo

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

This paper introduces the correlation-of-divergency coefficient, c-delta, a custom statistical measure designed to quantify the similarity of internal divergence patterns between two groups of values. Unlike conventional correlation…

Methodology · Statistics 2026-03-10 Johan F. Hoorn

Contrast-Consistent Search (CCS) is an unsupervised probing method able to test whether large language models represent binary features, such as sentence truth, in their internal activations. While CCS has shown promise, its two-term…

Machine Learning · Computer Science 2025-11-05 Stefan F. Schouten , Peter Bloem

Optimizing recommender systems based on user interaction data is mainly seen as a problem of dealing with selection bias, where most existing work assumes that interactions from different users are independent. However, it has been shown…

Information Retrieval · Computer Science 2022-07-04 Norman Knyazev , Harrie Oosterhuis

People often learn from other's actions when they make decisions while doing online shopping. This kind of observational learning may lead to information cascades, which means agents might ignore their own signals and follow the 'trend'…

Social and Information Networks · Computer Science 2024-02-08 Yuming Han

An information cascade is a circumstance where agents make decisions in a sequential fashion by following other agents. Bikhchandani et al., predict that once a cascade starts it continues, even if it is wrong, until agents receive an…

Multiagent Systems · Computer Science 2022-11-02 Sriashalya Srivathsan , Stephen Cranefield , Jeremy Pitt

Inertia and context-dependent choice effects are well-studied classes of behavioural phenomena. While much is known about these effects in isolation, little is known about whether one of them "dominates" the other when both can potentially…

General Economics · Economics 2021-11-29 Miguel Costa-Gomes , Georgios Gerasimou

The Contextuality-by-Default (CbD) theory allows one to separate contextuality from context-dependent errors and violations of selective influences (aka "no-signaling" or "no-disturbance" principles). This makes the theory especially…

Neurons and Cognition · Quantitative Biology 2016-08-25 Victor H. Cervantes , Ehtibar N. Dzhafarov

The causal dose response curve is commonly selected as the statistical parameter of interest in studies where the goal is to understand the effect of a continuous exposure on an outcome.Most of the available methodology for statistical…

Entanglement in continuous-variable non-Gaussian states provides irreplaceable advantages in many quantum information tasks. However, the sheer amount of information in such states grows exponentially and makes a full characterization…

Causal inference from observational data provides strong evidence for the best action in decision-making without performing expensive randomized trials. The effect of an action is usually not identifiable under unobserved confounding, even…

Machine Learning · Computer Science 2026-02-02 Md Musfiqur Rahman , Ziwei Jiang , Hilaf Hasson , Murat Kocaoglu

In the Monte Carlo (MC) method statistical noise is usually present. Statistical noise may become dominant in the calculation of a distribution, usually by iteration, but is less Important in calculating integrals. The subject of the…

Computational Physics · Physics 2013-11-08 Mihály Makai , Zoltán Szatmáry

Real world evolves in continuous time but computations are done from finite samples. Therefore, we study algorithms using finite observations in continuous-time linear dynamical systems. We first study the system identification problem, and…

Systems and Control · Electrical Eng. & Systems 2025-09-30 Hongyi Zhou , Jingwei Li , Jingzhao Zhang
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