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In random expected utility (Gul and Pesendorfer, 2006), the distribution of preferences is uniquely recoverable from random choice. This paper shows through two examples that such uniqueness fails in general if risk preferences are random…

Theoretical Economics · Economics 2020-09-10 Yi-Hsuan Lin

This paper uncovers tight bounds on the number of preferences permissible in identified random utility models. We show that as the number of alternatives in a discrete choice model becomes large, the fraction of preferences admissible in an…

Theoretical Economics · Economics 2024-12-03 Christopher P. Chambers , Christopher Turansick

We explore the ways that a reference point may direct attention. Utilizing a stochastic choice framework, we provide behavioral foundations for the Reference-Dependent Random Attention Model (RD-RAM). Our characterization result shows that…

Theoretical Economics · Economics 2023-03-21 Matthew Kovach , Elchin Suleymanov

We extend well-known comparative results under expected utility to models of non-expected utility by providing novel conditions on local utility functions. We illustrate how our results parallel, and are distinct from, existing results for…

Theoretical Economics · Economics 2026-01-16 Collin Raymond , Yangwei Song

The ability to uncover preferences from choices is fundamental for both positive economics and welfare analysis. Overwhelming evidence shows that choice is stochastic, which has given rise to random utility models as the dominant paradigm…

General Economics · Economics 2018-11-07 Carlos Alos-Ferrer , Ernst Fehr , Nick Netzer

End-to-end models reach state-of-the-art performance for speech recognition, but global soft attention is not monotonic, which might lead to convergence problems, to instability, to bad generalisation, cannot be used for online streaming,…

Computation and Language · Computer Science 2021-04-01 Albert Zeyer , Ralf Schlüter , Hermann Ney

Probabilistic models can learn users' preferences from the history of their item adoptions on a social media site, and in turn, recommend new items to users based on learned preferences. However, current models ignore psychological factors…

Information Retrieval · Computer Science 2013-11-07 Jeon-Hyung Kang , Kristina Lerman

This paper provides nonparametric identification results for random coefficient distributions in perturbed utility models. We cover discrete and continuous choice models. We establish identification using variation in mean quantities, and…

Econometrics · Economics 2020-03-03 Roy Allen , John Rehbeck

Models of stochastic choice typically use conditional choice probabilities given menus as the primitive for analysis, but in the field these are often hard to observe. Moreover, studying preferences over menus is not possible with this…

Theoretical Economics · Economics 2022-08-19 Yaron Azrieli , John Rehbeck

This paper is dedicated to a cautious learning methodology for predicting preferences between alternatives characterized by binary attributes (formally, each alternative is seen as a subset of attributes). By "cautious", we mean that the…

Artificial Intelligence · Computer Science 2022-06-16 Hugo Gilbert , Mohamed Ouaguenouni , Meltem Ozturk , Olivier Spanjaard

Attention modules, as simple and effective tools, have not only enabled deep neural networks to achieve state-of-the-art results in many domains, but also enhanced their interpretability. Most current models use deterministic attention…

Machine Learning · Statistics 2020-10-22 Xinjie Fan , Shujian Zhang , Bo Chen , Mingyuan Zhou

Nontransitive choices have long been an area of curiosity within economics. However, determining whether nontransitive choices represent an individual's preference is a difficult task since choice data is inherently stochastic. This paper…

Theoretical Economics · Economics 2023-05-01 Mogens Fosgerau , John Rehbeck

To model recurrent interaction events in continuous time, an extension of the stochastic block model is proposed where every individual belongs to a latent group and interactions between two individuals follow a conditional inhomogeneous…

Methodology · Statistics 2023-08-30 Catherine Matias , Tabea Rebafka , Fanny Villers

I study partial identification of distributional parameters in triangular systems. This model consists of a nonparametric outcome equation and a selection equation. This allows for general unobserved heterogeneity and selection on…

Methodology · Statistics 2014-11-11 Ju Hyun Kim

We develop a dynamic model of discrete choice that incorporates peer effects into random consideration sets. We characterize the equilibrium behavior and study the empirical content of the model. In our setup, changes in the choices of…

Econometrics · Economics 2021-05-19 Nail Kashaev , Natalia Lazzati

Attention mechanisms are a central property of cognitive systems allowing them to selectively deploy cognitive resources in a flexible manner. Attention has been long studied in the neurosciences and there are numerous phenomenological…

Machine Learning · Computer Science 2023-04-11 Ryan Singh , Christopher L. Buckley

The monotone rearrrangement algorithm was introduced by Hardy, Littlewood and P\'olya as a sorting device for functions. Assuming that $x$ is a monotone function and that an estimate $x_n$ of $x$ is given, consider the monotone…

Statistics Theory · Mathematics 2007-10-26 Dragi Anevski , Anne-Laure Fougères

We develop a nonparametric approach to identify and estimate consumer preferences and unobserved heterogeneity under nonlinear price schedules. Leveraging variation across multiple price schedules, we show that both the utility function and…

Econometrics · Economics 2026-04-29 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens

We introduce Robust Filter Attention (RFA), a formulation of self-attention as a robust state estimator. Each token is treated as a noisy observation of a latent trajectory governed by a linear stochastic differential equation (SDE), and…

Machine Learning · Computer Science 2026-05-26 Peter Racioppo

We present a method to stop the evaluation of a decision making process when the result of the full evaluation is obvious. This trait is highly desirable for online margin-based machine learning algorithms where a classifier traditionally…

Machine Learning · Computer Science 2011-05-03 Raphael Pelossof , Zhiliang Ying