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This study explores B-stationarity of mathematical programs with complementarity constraints (MPCCs) and convergence behavior of MPCC algorithms. Special attention is given to the cases with biactive complementarity constraints. First, we…
Multinomial Logit (MNL) is one of the most popular discrete choice models and has been widely used to model ranking data. However, there is a long-standing technical challenge of learning MNL from many real-world ranking data: exact…
Many estimators of dynamic discrete choice models with persistent unobserved heterogeneity have desirable statistical properties but are computationally intensive. In this paper we propose a method to quicken estimation for a broad class of…
Quantifying differences between probability distributions is fundamental to statistics and machine learning, primarily for comparing statistical uncertainty. In contrast, epistemic uncertainty -- due to incomplete knowledge -- requires…
The advent of predictive methodologies has catalyzed the emergence of data-driven decision support across various domains. However, developing models capable of effectively handling input time series data presents an enduring challenge.…
Multinomial processing tree (MPT) models are tools for disentangling the contributions of latent cognitive processes in a given experimental paradigm. The present note analyzes MPT models subject to order constraints on subsets of its…
Mutual Information (MI) is often used for feature selection when developing classifier models. Estimating the MI for a subset of features is often intractable. We demonstrate, that under the assumptions of conditional independence, MI…
Much of the field of Machine Learning exhibits a prominent set of failure modes, including vulnerability to adversarial examples, poor out-of-distribution (OoD) detection, miscalibration, and willingness to memorize random labelings of…
During the last decades, many methods for the analysis of functional data including classification methods have been developed. Nonetheless, there are issues that have not been adressed satisfactorily by currently available methods, as, for…
We propose a network architecture capable of reliably estimating uncertainty of regression based predictions without sacrificing accuracy. The current state-of-the-art uncertainty algorithms either fall short of achieving prediction…
The analysis of large scale medical claims data has the potential to improve quality of care by generating insights which can be used to create tailored medical programs. In particular, the multivariate probit model can be used to…
Mixed Probit models are widely applied in many fields where prediction of a binary response is of interest. Typically, the random effects are assumed to be independent but this is seldom the case for many real applications. In the credit…
We consider assortment optimization over a continuous spectrum of products represented by the unit interval, where the seller's problem consists of determining the optimal subset of products to offer to potential customers. To describe the…
Multi-modal learning focuses on training models by equally combining multiple input data modalities during the prediction process. However, this equal combination can be detrimental to the prediction accuracy because different modalities…
Using a Bayesian network to analyze the causal relationship between nodes is a hot spot. The existing network learning algorithms are mainly constraint-based and score-based network generation methods. The constraint-based method is mainly…
We tackle the problem of constructive preference elicitation, that is the problem of learning user preferences over very large decision problems, involving a combinatorial space of possible outcomes. In this setting, the suggested…
Consider a problem of predicting a response variable using a set of covariates in a linear regression model. If it is \emph{a priori} known or suspected that a subset of the covariates do not significantly contribute to the overall fit of…
This paper establishes a general equivalence between discrete choice and rational inattention models. Matejka and McKay (2015, AER) showed that when information costs are modelled using the Shannon entropy function, the resulting choice…
Most protocols for the high-throughput directed evolution of enzymes rely on random encapsulation to link phenotype and genotype. In order to optimize these approaches, or compare one to another, one needs a measure of their performance at…
Recently, efficient fine-tuning of large-scale pre-trained models has attracted increasing research interests, where linear probing (LP) as a fundamental module is involved in exploiting the final representations for task-dependent…