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Current work in planning with preferences assume that the user's preference models are completely specified and aim to search for a single solution plan. In many real-world planning scenarios, however, the user probably cannot provide any…

Artificial Intelligence · Computer Science 2015-03-17 Tuan Nguyen , Minh Do , Alfonso Gerevini , Ivan Serina , Biplav Srivastava , Subbarao Kambhampati

Optimization of distortion riskmetrics with distributional uncertainty has wide applications in finance and operations research. Distortion riskmetrics include many commonly applied risk measures and deviation measures, which are not…

Optimization and Control · Mathematics 2022-02-25 Silvana Pesenti , Qiuqi Wang , Ruodu Wang

Multimodal representation learning is fundamentally about transforming incomparable modalities into comparable representations. While prior research primarily focused on explicitly aligning these representations through targeted learning…

Machine Learning · Computer Science 2025-06-16 Megan Tjandrasuwita , Chanakya Ekbote , Liu Ziyin , Paul Pu Liang

Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their subjective risk-aversion. This paper examines spectral risk measures based on an exponential utility function, and finds…

Risk Management · Quantitative Finance 2011-03-29 Kevin Dowd , John Cotter

Behavioral theories rest on parsimony: a small number of mechanisms organizing many decisions. We define a Maximum Rule Concentration Index that measures how parsimoniously a dataset of risky choices can be organized through a library of…

General Economics · Economics 2026-05-29 Avner Seror

P-values are a mainstay in statistics but are often misinterpreted. We propose a new interpretation of p-value as a meaningful plausibility, where this is to be interpreted formally within the inferential model framework. We show that, for…

Statistics Theory · Mathematics 2014-10-28 Ryan Martin , Chuanhai Liu

In this paper, we introduce two alternative extensions of the classical univariate Value-at-Risk (VaR) in a multivariate setting. The two proposed multivariate VaR are vector-valued measures with the same dimension as the underlying risk…

Risk Management · Quantitative Finance 2013-04-05 Areski Cousin , Elena Di Bernadino

We develop a method to solve, theoretically and numerically, general optimal stopping problems. Our general setting allows for multiple exercise rights, i.e., optimal multiple stopping, for a robust evaluation that accounts for model…

In regression analysis, associations between continuous predictors and the outcome are often assumed to be linear. However, modeling the associations as non-linear can improve model fit. Many flexible modeling techniques, like (fractional)…

Influence diagrams provide a compact graphical representation of decision problems. Several algorithms for the quick computation of their associated expected utilities are available in the literature. However, often they rely on a full…

Artificial Intelligence · Computer Science 2017-01-19 Manuele Leonelli , Eva Riccomagno , Jim Q. Smith

Ranking data arises in a wide variety of application areas but remains difficult to model, learn from, and predict. Datasets often exhibit multimodality, intransitivity, or incomplete rankings---particularly when generated by humans---yet…

Machine Learning · Computer Science 2019-01-29 Stephen Ragain , Johan Ugander

A common problem in LLM evaluation is how to choose a subset of metrics from a full suite of possible metrics. Subset selection is usually done for efficiency or interpretability reasons, and the goal is often to select a ``representative''…

Machine Learning · Computer Science 2025-06-17 Ariel Procaccia , Benjamin Schiffer , Serena Wang , Shirley Zhang

We study regularity properties of the dynamic value functions of primal and dual problems of optimal investing for utility functions defined on the whole real line. Relations between decomposition terms of value processes of primal and dual…

Mathematical Finance · Quantitative Finance 2016-04-05 Michael Mania , Revaz Tevzadze

It is challenging to quantify numerical preferences for different objectives in a multi-objective decision-making problem. However, the demonstrations of a user are often accessible. We propose an algorithm to infer linear preference…

Artificial Intelligence · Computer Science 2023-04-28 Junlin Lu

The maximum entropy principle can be used to assign utility values when only partial information is available about the decision maker's preferences. In order to obtain such utility values it is necessary to establish an analogy between…

Statistical Finance · Quantitative Finance 2009-11-13 Andreia Dionisio , A. Heitor Reis

Many vision-related tasks benefit from reasoning over multiple modalities to leverage complementary views of data in an attempt to learn robust embedding spaces. Most deep learning-based methods rely on a late fusion technique whereby…

Computer Vision and Pattern Recognition · Computer Science 2020-03-04 Austin Reiter , Menglin Jia , Pu Yang , Ser-Nam Lim

We show that a wide class of risk-constrained nonconvex functional optimization problems exhibit strong duality, regardless of nonconvexity. We develop two novel results under distinct sets of assumptions, establishing strong duality over…

Optimization and Control · Mathematics 2025-11-17 Dionysis Kalogerias , Spyridon Pougkakiotis

We introduce a new approach to modeling uncertainty based on plausibility measures. This approach is easily seen to generalize other approaches to modeling uncertainty, such as probability measures, belief functions, and possibility…

Artificial Intelligence · Computer Science 2016-08-31 Nir Friedman , Joseph Y. Halpern

The set of answers to a query may be very large, potentially overwhelming users when presented with the entire set. In such cases, presenting only a small subset of the answers to the user may be preferable. A natural requirement for this…

Databases · Computer Science 2024-08-06 Marcelo Arenas , Timo Camillo Merkl , Reinhard Pichler , Cristian Riveros

Participatory budgeting refers to the practice of allocating public resources by collecting and aggregating individual preferences. Most existing studies in this field often assume an additive utility function, where each individual holds a…

Computer Science and Game Theory · Computer Science 2024-06-21 Jing Yuan , Shaojie Tang