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Recent years have seen many advances in methods for causal structure learning from data. The empirical assessment of such methods, however, is much less developed. Motivated by this gap, we pose the following question: how can one assess,…
The formulation of integrable models with open boundary conditions and the functional relations of fused transfer matrices are discussed. It is shown that finite-size corrections to the transfer matrices and unitarity relations of free…
A foundational approach is developed for a mathematical theory of managerial disclosure in relation to asset pricing; this involves both the earnings guidance disclosed by firm management and market `trackers' pricing the firm's exposure to…
This paper clarifies how and why structural demand models (Berry and Haile, 2014, 2024) predict unit-level counterfactual outcomes. We do so by casting structural assumptions equivalently as restrictions on the joint distribution of…
Accurate inertia estimates and forecasts are crucial to support the system operation in future low-inertia power systems. A large literature on inertia estimation methods is available. This paper aims to provide an overview and…
Reachability analysis is a powerful tool when it comes to capturing the behaviour, thus verifying the safety, of autonomous systems. However, general-purpose methods, such as Hamilton-Jacobi approaches, suffer from the curse of…
Several uncertainty estimation methods have been recently proposed for machine translation evaluation. While these methods can provide a useful indication of when not to trust model predictions, we show in this paper that the majority of…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We propose a wide class of recursive estimation procedures for the general…
We develop a behavioral asset pricing model in which agents trade in a market with information friction. Profit-maximizing agents switch between trading strategies in response to dynamic market conditions. Due to noisy private information…
A description is an entity that can be interpreted as true or false of an object, and using feature structures as descriptions accrues several computational benefits. In this paper, I create an explicit interpretation of a typed feature…
This entry discusses the problem of describing some communities identified in a complex network of interest, in a way allowing to interpret them. We suppose the community structure has already been detected through one of the many methods…
Contract-based design is a method to facilitate modular system design. While there has been substantial progress on the theory of contracts, there has been less progress on scalable algorithms for the algebraic operations in this theory. In…
I describe a method for estimating agents' perceived returns to investments that relies on cross-sectional data containing binary choices and prices, where prices may be imperfectly known to agents. This method identifies the scale of…
In this paper we study the pricing and hedging of structured products in energy markets, such as swing and virtual gas storage, using the exponential utility indifference pricing approach in a general incomplete multivariate market model…
Functional data analysis is proved to be useful in many scientific applications. The physical process is observed as curves and often there are several curves observed due to multiple subjects, providing the replicates in statistical sense.…
While market is a social field where information flows over the interacting agents, there have been not so many methods to observe the spreading information in the prices comprising the market. By incorporating the entropy transfer in…
Fitting mixed models to complex survey data is a challenging problem. Most methods in the literature, including the most widely used one, require a close relationship between the model structure and the survey design. In this paper we…
Comparative analysis of scalar fields is an important problem with various applications including feature-directed visualization and feature tracking in time-varying data. Comparing topological structures that are abstract and succinct…
In many instances, information on engineering systems can be obtained through measurements, monitoring or direct observations of system performances and can be used to update the system reliability estimate. In structural reliability…
This article discuss a class of tractable model in the form of polynomial type.