Related papers: PCMC-Net: Feature-based Pairwise Choice Markov Cha…

This paper studies parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a finite set of parameters. Fixing values for all parameters…

Inference on modern Bayesian Neural Networks (BNNs) often relies on a variational inference treatment, imposing violated assumptions of independence and the form of the posterior. Traditional MCMC approaches avoid these assumptions at the…

We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an…

Developing feature selection algorithms that move beyond a pure correlational to a more causal analysis of observational data is an important problem in the sciences. Several algorithms attempt to do so by discovering the Markov blanket of…

The ability to make decisions and to assess potential courses of action is a corner-stone of many AI applications, and usually this requires explicit information about the decision-maker s preferences. IN many applications, preference…

Incorporating side observations in decision making can reduce uncertainty and boost performance, but it also requires we tackle a potentially complex predictive relationship. While one may use off-the-shelf machine learning methods to…

The framework of uncoupled online learning in multiplayer games has made significant progress in recent years. In particular, the development of time-varying games has considerably expanded its modeling capabilities. However, current regret…

We propose a new flexible tensor model for multiple-equation regression that accounts for latent regime changes. The model allows for dynamic coefficients and multi-dimensional covariates that vary across equations. We assume the…

The link between attitudes and behaviour has been a key topic in choice modelling for two decades, with the widespread application of ever more complex hybrid choice models. This paper proposes a pragmatic and computationally tractable…

Parametric Markov chains have been introduced as a model for families of stochastic systems that rely on the same graph structure, but differ in the concrete transition probabilities. The latter are specified by polynomial constraints for…

In this article, a model predictive control (MPC) method is proposed for constrained linear systems to track bounded references with arbitrary dynamics. Besides control inputs to be determined, artificial reference is introduced as…

Performing numerical integration when the integrand itself cannot be evaluated point-wise is a challenging task that arises in statistical analysis, notably in Bayesian inference for models with intractable likelihood functions. Markov…

We propose a new method to estimate structural parameters in multi-way networks while controlling for rich structures of fixed effects. The method is based on a series of classification tasks and is agnostic to both the number and structure…

We propose a topic modeling approach to the prediction of preferences in pairwise comparisons. We develop a new generative model for pairwise comparisons that accounts for multiple shared latent rankings that are prevalent in a population…

Assigning passenger trips to specific network paths using automatic fare collection (AFC) data is a fundamental application in urban transit analysis. The task is a difficult inverse problem: the only available information consists of each…

We introduce an algorithmic decision process for multialternative choice that combines binary comparisons and Markovian exploration. We show that a preferential property, transitivity, makes it testable.

Bayesian model comparison (BMC) offers a principled approach for assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions. However, BMC is often intractable for the popular…

We propose a new Bayesian Markov switching regression model for multidimensional arrays (tensors) of binary time series. We assume a zero-inflated logit regression with time-varying parameters and apply it to multilayer temporal networks.…

Machine learning has recently been widely adopted to address the managerial decision making problems, in which the decision maker needs to be able to interpret the contributions of individual attributes in an explicit form. However, there…

Analyzing and forecasting trajectories of agents like pedestrians plays a pivotal role for embodied intelligent applications. The inherent indeterminacy of human behavior and complex social interaction among a rich variety of agents make…