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This paper introduces an approach to reference class selection in distributional forecasting with an application to corporate sales growth rates using several co-variates as reference variables, that are implicit predictors. The method can…

Statistical Finance · Quantitative Finance 2024-05-07 Etienne Theising

Context as the dynamic information describing the situation of items and users and affecting the users decision process is essential to be used by recommender systems in mobile commerce to guarantee the quality of recommendation. This paper…

Computers and Society · Computer Science 2009-08-10 Maryam Hosseini-Pozveh , Mohamadali Nematbakhsh , Naser Movahhedinia

We consider a seller offering a large network of $N$ products over a time horizon of $T$ periods. The seller does not know the parameters of the products' linear demand model, and can dynamically adjust product prices to learn the demand…

Machine Learning · Statistics 2021-12-21 N. Bora Keskin , David Simchi-Levi , Prem Talwai

Product assortment selection is a critical challenge facing physical retailers. Effectively aligning inventory with the preferences of shoppers can increase sales and decrease out-of-stocks. However, in real-world settings the problem is…

Machine Learning · Computer Science 2024-06-14 Porter Jenkins , Michael Selander , J. Stockton Jenkins , Andrew Merrill , Kyle Armstrong

Modelling pedestrian behavior is crucial in the development and testing of autonomous vehicles. In this work, we present a hierarchical pedestrian behavior model that generates high-level decisions through the use of behavior trees, in…

Robotics · Computer Science 2026-02-02 Scott Larter , Rodrigo Queiroz , Sean Sedwards , Atrisha Sarkar , Krzysztof Czarnecki

Intensive Longitudinal Data (ILD) is increasingly available to social and behavioral scientists. With this increased availability come new opportunities for modeling and predicting complex biological, behavioral, and physiological…

Methodology · Statistics 2025-01-08 Zachary F. Fisher , Younghoon Kim , Barbara Fredrickson , Vladas Pipiras

Wearable sensor data offer opportunities for personalized health monitoring, yet deriving actionable insights from their complex, longitudinal data streams is challenging. This paper introduces a framework to learn personalized…

Machine Learning · Computer Science 2025-08-21 Ajan Subramanian , Amir M. Rahmani

We propose a projected gradient dynamical system as a model for a bargaining scheme for an asset for which the two interested agents have personal valuations which do not initially coincide. The personal valuations are formed using…

Trading and Market Microstructure · Quantitative Finance 2011-09-15 D. Pinheiro , A. A. Pinto , S. Z. Xanthopoulos , A. N. Yannacopoulos

Assessing the magnitude of fuel consumption of marine traffic is a challenging task. The consumption can be reduced by the ways the vessels are operated, to achieve both improved cost efficiency and reduced CO2 emissions. Mathematical…

One-shirt-size policy cannot handle poverty issues well since each area has its unique challenges, while having a custom-made policy for each area separately is unrealistic due to limitation of resources as well as having issues of ignoring…

Methodology · Statistics 2024-03-22 Irving Gómez-Méndez , Chainarong Amornbunchornvej

A consumer Behaviour model is considered in the context of a network of interacting individuals in an energy market. We propose and analyse a simple dynamical model of an ensemble of coupled active elements mimicking consumers' Behaviour,…

Adaptation and Self-Organizing Systems · Physics 2014-01-29 Nick. J. McCullen , Mikhail. V. Ivanchenko , Vladimir. D. Shalfeev , William. F. Gale

Typically, machine learning models are trained and evaluated without making any distinction between users (e.g, using traditional hold-out and cross-validation). However, this produces inaccurate performance metrics estimates in multi-user…

Machine Learning · Computer Science 2023-12-11 Enrique Garcia-Ceja , Luciano Garcia-Banuelos , Nicolas Jourdan

Recently, recommender systems have been able to emit substantially improved recommendations by leveraging user-provided reviews. Existing methods typically merge all reviews of a given user or item into a long document, and then process…

Information Retrieval · Computer Science 2020-01-14 Xin Dong , Jingchao Ni , Wei Cheng , Zhengzhang Chen , Bo Zong , Dongjin Song , Yanchi Liu , Haifeng Chen , Gerard de Melo

It is not always clear how to adjust for control data in causal inference, balancing the goals of reducing bias and variance. We show how, in a setting with repeated experiments, Bayesian hierarchical modeling yields an adaptive procedure…

Methodology · Statistics 2025-01-23 Andrew Gelman , Matthijs Vákár

We propose a multiscale approach for predicting quantities in dynamical systems which is explicitly structured to extract information in both fine-to-coarse and coarse-to-fine directions. We envision this method being generally applicable…

Atmospheric and Oceanic Physics · Physics 2025-12-30 Karl Otness , Laure Zanna , Joan Bruna

Model-based diagnosis reasons backwards from a functional schematic of a system to isolate faults given observations of anomalous behavior. We develop a fully probabilistic approach to model based diagnosis and extend it to support…

Artificial Intelligence · Computer Science 2013-02-28 Sampath Srinivas

We introduce an individual claims forecasting framework utilizing Bayesian mixture density networks that can be used for claims analytics tasks such as case reserving and triaging. The proposed approach enables incorporating claims…

Applications · Statistics 2020-03-06 Kevin Kuo

We have developed a sophisticated statistical model for predicting the hitting performance of Major League baseball players. The Bayesian paradigm provides a principled method for balancing past performance with crucial covariates, such as…

Applications · Statistics 2021-07-21 Shane T. Jensen , Blake McShane , Abraham J. Wyner

Optimal decision-making compels us to anticipate the future at different horizons. However, in many domains connecting together predictions from multiple time horizons and abstractions levels across their organization becomes all the more…

Machine Learning · Computer Science 2023-07-06 Julien Leprince , Henrik Madsen , Jan Kloppenborg Møller , Wim Zeiler

Previous likelihood-based linear modeling of nutritional data has been limited by the availability of software that allows flexible error structures in the data. We demonstrate the use of a Bayesian modeling approach to the analysis of such…

Statistics Theory · Mathematics 2007-06-13 Andrew Lawson , Daniela Nitcheva