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This work introduces a new framework for modeling financial markets through an interpretable probabilistic state machine. By clustering historical returns based on momentum and risk features across multiple time horizons, we identify…

Computational Engineering, Finance, and Science · Computer Science 2025-10-02 Christian Oliva , Silviu Gabriel Tinjala

Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

Methodology · Statistics 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

Bayesian models of cognition hypothesize that human brains make sense of data by representing probability distributions and applying Bayes' rule to find the best explanation for available data. Understanding the neural mechanisms underlying…

Neural and Evolutionary Computing · Computer Science 2021-07-02 Milad Kharratzadeh , Thomas R. Shultz

Gossip algorithms are widely used to solve the distributed consensus problem, but issues can arise when nodes receive multiple signals either at the same time or before they are able to finish processing their current work load.…

Systems and Control · Computer Science 2013-01-15 Christopher D. Hollander , Annie S. Wu

We study a setting where Bayesian agents with a common prior have private information related to an event's outcome and sequentially make public announcements relating to their information. Our main result shows that when agents' private…

Computer Science and Game Theory · Computer Science 2022-11-28 Yuqing Kong , Grant Schoenebeck

We study the problem of reconstructing the probability measure of the Curie-Weiss model from a sample of the voting behaviour of a subset of the population. While originally used to study phase transitions in statistical mechanics, the…

Probability · Mathematics 2025-08-06 Miguel Ballesteros , Ivan Naumkin , Gabor Toth

We propose and study a stochastic binary opinion model where agents in a group are considered to hold an opinion of 0 or 1 at each moment. An agent in the group updates his/her opinion based on the group's opinion configuration and his/her…

Physics and Society · Physics 2022-12-27 Serap Tay Stamoulas , Muruhan Rathinam

Given a large population, it is an intensive task to gather individual preferences over a set of alternatives and arrive at an aggregate or collective preference of the population. We show that social network underlying the population can…

Social and Information Networks · Computer Science 2017-11-17 Swapnil Dhamal , Rohith D. Vallam , Y. Narahari

Some political strategies to win elections over the last years were based heavily on fomenting general distrust in information institutions and favoring distrustful sources. The misinformation pandemic has the straightforward consequence…

Physics and Society · Physics 2022-10-03 Ricardo Simão , Lucas Wardil

Imputing missing values is an important preprocessing step in data analysis, but the literature offers little guidance on how to choose between different imputation models. This letter suggests adopting the imputation model that generates a…

Methodology · Statistics 2021-07-13 Moritz Marbach

In an empirical study of persuasion, researchers often use a binary instrument to encourage individuals to consume information and take some action. We show that, with a binary Imbens-Angrist instrumental variable model and the monotone…

Econometrics · Economics 2025-07-02 Zeyang Yu

We propose a method for automatically answering questions about images by bringing together recent advances from natural language processing and computer vision. We combine discrete reasoning with uncertain predictions by a multi-world…

Artificial Intelligence · Computer Science 2015-05-06 Mateusz Malinowski , Mario Fritz

Reputation is generally defined as the opinion of a group on an aspect of a thing. This paper presents a reputation model that follows a probabilistic modelling of opinions based on three main concepts: (1) the value of an opinion decays…

Multiagent Systems · Computer Science 2015-04-01 Nardine Osman , Alessandro Provetti , Valerio Riggi , Carles Sierra

This paper presents a general and efficient framework for probabilistic inference and learning from arbitrary uncertain information. It exploits the calculation properties of finite mixture models, conjugate families and factorization. Both…

Artificial Intelligence · Computer Science 2011-05-19 M. C. Garrido , P. E. Lopez-de-Teruel , A. Ruiz

We study the problem of learning from aggregate observations where supervision signals are given to sets of instances instead of individual instances, while the goal is still to predict labels of unseen individuals. A well-known example is…

Machine Learning · Statistics 2021-01-08 Yivan Zhang , Nontawat Charoenphakdee , Zhenguo Wu , Masashi Sugiyama

Mixture of experts is a prediction aggregation method in machine learning that aggregates the predictions of specialized experts. This method often outperforms Bayesian methods despite the Bayesian having stronger inductive guarantees. We…

Machine Learning · Computer Science 2026-01-26 Bruce Rushing

In the mixture models problem it is assumed that there are $K$ distributions $\theta_{1},\ldots,\theta_{K}$ and one gets to observe a sample from a mixture of these distributions with unknown coefficients. The goal is to associate instances…

Machine Learning · Statistics 2013-12-02 Jason D Lee , Ran Gilad-Bachrach , Rich Caruana

We introduce and analyze the problem of the compilation of decision models from a decision-theoretic perspective. The techniques described allow us to evaluate various configurations of compiled knowledge given the nature of evidential…

Artificial Intelligence · Computer Science 2013-04-08 David Heckerman , John S. Breese , Eric J. Horvitz

We propose a generative machine comprehension model that learns jointly to ask and answer questions based on documents. The proposed model uses a sequence-to-sequence framework that encodes the document and generates a question (answer)…

Computation and Language · Computer Science 2017-06-06 Tong Wang , Xingdi Yuan , Adam Trischler

Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…

Machine Learning · Statistics 2017-09-12 Giri Gopalan