Related papers: Multi-utility representations of incomplete prefer…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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''…
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…
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…
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…
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…
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…
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…
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…
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…