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Related papers: Heterogeneous Choice Sets and Preferences

200 papers

Modern regression applications can involve hundreds or thousands of variables which motivates the use of variable selection methods. Bayesian variable selection defines a posterior distribution on the possible subsets of the variables…

Methodology · Statistics 2024-10-16 J. E. Griffin

Revealed preference theory studies the possibility of modeling an agent's revealed preferences and the construction of a consistent utility function. However, modeling agent's choices over preference orderings is not always practical and…

Machine Learning · Statistics 2018-02-21 Venkata Sriram Siddhardh Nadendla , Cedric Langbort

In routine care, individuals identified a priori as high-risk are usually tested for conditions more frequently. Protected attributes, such as sex or ethnicity may also determine testing frequency. Such heterogeneous detection rates across…

Applications · Statistics 2026-05-08 Jose Benitez-Aurioles , Ricardo Silva , Brian McMillan , Matthew Sperrin

This paper addresses the identification of insurance models with multidimensional screening where insurees have private information about their risk and risk aversion. The model includes a random damage and the possibility of several…

Mathematical Finance · Quantitative Finance 2016-01-18 Gaurab Aryal , Isabelle Perrigne , Quang Vuong

In multicenter research, individual-level data are often protected against sharing across sites. To overcome the barrier of data sharing, many distributed algorithms, which only require sharing aggregated information, have been developed.…

Methodology · Statistics 2021-03-25 Rui Duan , Yang Ning , Yong Chen

We study the problem of model selection in causal inference, specifically for conditional average treatment effect (CATE) estimation. Unlike machine learning, there is no perfect analogue of cross-validation for model selection as we do not…

Machine Learning · Computer Science 2024-04-30 Divyat Mahajan , Ioannis Mitliagkas , Brady Neal , Vasilis Syrgkanis

Understanding adaptive human driving behavior, in particular how drivers manage uncertainty, is of key importance for developing simulated human driver models that can be used in the evaluation and development of autonomous vehicles.…

Robotics · Computer Science 2023-11-14 Johan Engström , Ran Wei , Anthony McDonald , Alfredo Garcia , Matt O'Kelly , Leif Johnson

In recommender systems, users rate items, and are subsequently served other product recommendations based on these ratings. Even though users usually rate a tiny percentage of the available items, the system tries to estimate unobserved…

Social and Information Networks · Computer Science 2024-06-21 Benjamin Leinwand , Vladas Pipiras

We study hypothesis testing over a heterogeneous population of strategic agents with private information. Any single test applied uniformly across the population yields statistical error that is sub-optimal relative to the performance of an…

Computer Science and Game Theory · Computer Science 2025-10-27 Flora C. Shi , Martin J. Wainwright , Stephen Bates

A subvector of predictor that satisfies the ignorability assumption, whose index set is called a sufficient adjustment set, is crucial for conducting reliable causal inference based on observational data. In this paper, we propose a general…

Methodology · Statistics 2024-08-20 Wei Luo , Fei Qin , Lixing Zhu

We develop a novel method for personalized off-policy learning in scenarios with unobserved confounding. Thereby, we address a key limitation of standard policy learning: standard policy learning assumes unconfoundedness, meaning that no…

Machine Learning · Computer Science 2026-02-18 Konstantin Hess , Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

A researcher observes a finite sequence of choices made by multiple agents in a binary-state environment. Agents maximize expected utilities that depend on their chosen alternative and the unknown underlying state. Agents learn about the…

Theoretical Economics · Economics 2021-05-11 Rahul Deb , Ludovic Renou

Heart rate prediction is vital for personalized health monitoring and fitness, while it frequently faces a critical challenge in real-world deployment: data heterogeneity. We classify it in two key dimensions: source heterogeneity from…

Machine Learning · Computer Science 2026-02-25 Zhengdong Huang , Zicheng Xie , Wentao Tian , Jingyu Liu , Lunhong Dong , Peng Yang

Unobserved confounding is a fundamental challenge for estimating causal effects. To address unobserved confounding, recent literature has turned to two different approaches -- proxy variables and the use of multiple treatments. The first…

Methodology · Statistics 2026-05-20 Aytijhya Saha , Stephen Bates , Devavrat Shah

In a consideration set model, an individual maximizes utility among the considered alternatives. I relate a consideration set additive random utility model to classic discrete choice and the extended additive random utility model, in which…

Econometrics · Economics 2024-05-24 Roy Allen

Conjoint analysis is a popular experimental design used to measure multidimensional preferences. Researchers examine how varying a factor of interest, while controlling for other relevant factors, influences decision-making. Currently,…

Methodology · Statistics 2024-11-20 Dae Woong Ham , Kosuke Imai , Lucas Janson

Different agents need to make a prediction. They observe identical data, but have different models: they predict using different explanatory variables. We study which agent believes they have the best predictive ability -- as measured by…

Theoretical Economics · Economics 2023-02-01 Jose Luis Montiel Olea , Pietro Ortoleva , Mallesh M Pai , Andrea Prat

This paper provides a nonparametric framework for causal inference with categorical outcomes under binary treatment and binary instrument settings. I decompose the observed joint probability of outcomes and treatment into marginal…

Econometrics · Economics 2025-11-11 Onil Boussim

We characterize the identified sets of a wide range of stochastic choice models, including random utility, various models of boundedly-rational behavior, and dynamic discrete choice. In each of these settings, we show two distributions over…

Theoretical Economics · Economics 2026-02-24 Peter Caradonna , Christopher Turansick

Inferring applicant preferences is fundamental in many analyses of school-choice data. Application mistakes make this task challenging. We propose a novel approach to deal with the mistakes in a deferred-acceptance matching environment. The…

General Economics · Economics 2023-09-26 Yeon-Koo Che , Dong Woo Hahm , YingHua He