Related papers: Optimizing sequential decisions in the drift-diffu…
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…
In many stochastic service systems, decision-makers find themselves making a sequence of decisions, with the number of decisions being unpredictable. To enhance these decisions, it is crucial to uncover the causal impact these decisions…
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…
Model-based reinforcement learning methods often use learning only for the purpose of estimating an approximate dynamics model, offloading the rest of the decision-making work to classical trajectory optimizers. While conceptually simple,…
We derive expressions for the first three moments of the decision time (DT) distribution produced via first threshold crossings by sample paths of a drift-diffusion equation. The "pure" and "extended" diffusion processes are widely used to…
Analyzing decision problems under uncertainty commonly relies on idealizing assumptions about the describability of the world, with the most prominent examples being the closed world and the small world assumption. Most assumptions are…
The goal of sequential event prediction is to estimate the next event based on a sequence of historical events, with applications to sequential recommendation, user behavior analysis and clinical treatment. In practice, the next-event…
We consider a model where an agent has a repeated decision to make and wishes to maximize their total payoff. Payoffs are influenced by an action taken by the agent, but also an unknown state of the world that evolves over time. Before…
Group decisions involve the combination of evidence accumulation by individual members and direct member-to-member interactions. We consider a simplified framework of two deciders, each undergoing a two alternative forced choice task, with…
Decision-making in dynamic environments typically requires adaptive evidence accumulation that weights new evidence more heavily than old observations. Recent experimental studies of dynamic decision tasks require subjects to make decisions…
Decisions in a group often result in imitation and aggregation, which are enhanced in panic, dangerous, stressful or negative situations. Current explanations of this enhancement are restricted to particular contexts, such as anti-predatory…
This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…
This paper develops computationally feasible methods for estimating random effects models in the context of regression modelling of multiple independent time series of discrete valued counts in which there is serial dependence. Given…
This article introduces a new method for eliciting prior distributions from experts. The method models an expert decision-making process to infer a prior probability distribution for a rare event $A$. More specifically, assuming there…
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…
Consider a decision maker who is responsible to collect observations so as to enhance his information in a speedy manner about an underlying phenomena of interest. The policies under which the decision maker selects sensing actions can be…
We study the evolution of behavioral rules in environments with multiple contexts. Agents copy rules used by better-performing peers in the same context and apply them across contexts. Multiple contexts turn discrete-time imitation dynamics…
Diffusion models have emerged as powerful generative models in the text-to-image domain. This paper studies their application as observation-to-action models for imitating human behaviour in sequential environments. Human behaviour is…
Predicting potential outcomes of interventions from observational data is crucial for decision-making in medicine, but the task is challenging due to the fundamental problem of causal inference. Existing methods are largely limited to point…
The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…