Related papers: Correlation Concern
Selective rationalization has become a common mechanism to ensure that predictive models reveal how they use any available features. The selection may be soft or hard, and identifies a subset of input features relevant for prediction. The…
Scenarios elicit possibilities that may be ignored otherwise, as well as causal relations between them. Even when too little information is available to assess reliable probabilities, the structure of linkages between evoked alternatives…
We analyze an extended model of the Iterated Prisoner's Dilemma where agents decide to play based on the data from their limited memory or recommendations. The cooperators can decide whether to play with the matched opponent or not. The…
We analyze correlations among stock returns via a series of widely adopted parameters which we refer to as explanatory variables. We subsequently exploit the results to propose a long only quantitative adaptive technique to construct a…
In correlation clustering, we are given $n$ objects together with a binary similarity score between each pair of them. The goal is to partition the objects into clusters so to minimise the disagreements with the scores. In this work we…
The most widely used method for finding relationships between several quantities is multiple regression. This however is restricted to a single dependent variable. We present a more general method which allows models to be constructed with…
In a context where a decision has to be taken collectively by several agents, the social choice problem consists in deciding whether there exists a socially acceptable rule that aggregates the individual preferences of the agents into a…
Interactions between people are the basis on which the structure of our society arises as a complex system and, at the same time, are the starting point of any physical description of it. In the last few years, much theoretical research has…
The ranking of possible alternatives during the design or operation of an industrial process leads to the definition of a solution representing the best compromise between several contradictory objectives. The choice of solution is a…
Motion correlation interfaces are those that present targets moving in different patterns, which the user can select by matching their motion. In this paper, we re-formulate the task of target selection as a probabilistic inference problem.…
An agent makes decisions based on multiple sources of information. In isolation, each source is well understood, but their correlation is unknown. We study the agent's robustly optimal strategies -- those that give the best possible…
Prediction problems in finance go beyond estimating the unknown parameters of a model (e.g. of expected returns). This is because such a model would have to include parameters governing the market participants' propensity to change their…
The design of experiments in psychology can often be summarized to participants reacting to stimuli. For such an experiment, the mixed effects model with crossed random effects is usually the appropriate tool to analyse the data because it…
We look more carefully at the modeling of causality using structural equations. It is clear that the structural equations can have a major impact on the conclusions we draw about causality. In particular, the choice of variables and their…
This paper deals with the concept of equivalence between direct and indirect effects of a treatment on a response using two sets of intermediate variables and covariates. First, we provide criteria for testing whether two sets of variables…
In various economic environments, people observe other people with whom they strategically interact. We can model such information-sharing relations as an information network, and the strategic interactions as a game on the network. When…
A principled approach to understand network structures is to formulate generative models. Given a collection of models, however, an outstanding key task is to determine which one provides a more accurate description of the network at hand,…
Clinical trials often evaluate multiple outcome variables to form a comprehensive picture of the effects of a new treatment. The resulting multidimensional insight contributes to clinically relevant and efficient decision-making about…
In collaborative planning activities, since the agents are autonomous and heterogeneous, it is inevitable that conflicts arise in their beliefs during the planning process. In cases where such conflicts are relevant to the task at hand, the…
Correlations between random variables play an important role in applications, e.g.\ in financial analysis. More precisely, accurate estimates of the correlation between financial returns are crucial in portfolio management. In particular,…