Related papers: Estimating a Behavioral New Keynesian Model
We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…
We introduce a novel strategy to address the issue of demand estimation in single-item single-period stochastic inventory optimisation problems. Our strategy analytically combines confidence interval analysis and inventory optimisation. We…
We present a representation of partial confidence in belief and preference that is consistent with the tenets of decision-theory. The fundamental insight underlying the representation is that if a person is not completely confident in a…
Training machine learning and statistical models often involves optimizing a data-driven risk criterion. The risk is usually computed with respect to the empirical data distribution, but this may result in poor and unstable out-of-sample…
We introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. Several statistical examples and motivations are given. These procedures extend the empirical…
This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…
Feature based explanations, that provide importance of each feature towards the model prediction, is arguably one of the most intuitive ways to explain a model. In this paper, we establish a novel set of evaluation criteria for such feature…
The standard approach to answering an identifiable causal-effect query (e.g., $P(Y|do(X)$) when given a causal diagram and observational data is to first generate an estimand, or probabilistic expression over the observable variables, which…
Predicting pedestrian behavior is one of the main challenges for intelligent driving systems. In this paper, we present a new paradigm for evaluating egocentric pedestrian trajectory prediction algorithms. Based on various contextual…
This paper proposes a new general approach based on Bayesian networks to model the human behaviour. This approach represents human behaviour withprobabilistic cause-effect relations based not only on previous works, but also with…
We introduce a new, rigorously-formulated Bayesian meta-learning algorithm that learns a probability distribution of model parameter prior for few-shot learning. The proposed algorithm employs a gradient-based variational inference to infer…
Univariate and multivariate general linear regression models, subject to linear inequality constraints, arise in many scientific applications. The linear inequality restrictions on model parameters are often available from phenomenological…
We propose a novel deep symbolic regression approach to enhance the robustness and interpretability of data-driven mathematical expression discovery. Our work is aligned with the popular DSR framework which focuses on learning a…
It is crucial for robots to be aware of the presence of constraints in order to acquire safe policies. However, explicitly specifying all constraints in an environment can be a challenging task. State-of-the-art constraint inference…
Bayesian observer and actor models have provided normative explanations for many behavioral phenomena in perception, sensorimotor control, and other areas of cognitive science and neuroscience. They attribute behavioral variability and…
In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…
Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…
This technical note considers the sampling of outcomes that provide the greatest amount of information about the structure of underlying world models. This generalisation furnishes a principled approach to structure learning under a…
We study the problem of non-Bayesian social learning with uncertain models, in which a network of agents seek to cooperatively identify the state of the world based on a sequence of observed signals. In contrast with the existing…
Mathematical models are invaluable for understanding and predicting how biological systems behave, although their construction requires specifying mechanisms and relationships that are often not perfectly known. In the presence of multiple…