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We study the identification and estimation of a multidimensional screening model, where a monopolist sells a multi-attribute product to consumers with private information about their multidimensional preferences. Under optimal screening,…

General Economics · Economics 2024-10-18 Gaurab Aryal , Federico Zincenko

It is of high interest for a company to identify customers expected to bring the largest profit in the upcoming period. Knowing as much as possible about each customer is crucial for such predictions. However, their demographic data,…

Machine Learning · Computer Science 2018-03-30 Jelena Stojanovic , Djordje Gligorijevic , Zoran Obradovic

A multi-product monopolist faces a buyer who is privately informed about his valuations for the goods. As is well-known, optimal mechanisms are in general complicated, while simple mechanisms -- such as pure bundling or separate sales --…

Theoretical Economics · Economics 2025-09-03 Mira Frick , Ryota Iijima , Yuhta Ishii

As the sociological theory of homophily suggests, people tend to interact with those of similar preferences. Motivated by this well-established phenomenon, today's online sellers, such as Amazon,~seek~to learn a new buyer's private…

Computer Science and Game Theory · Computer Science 2026-03-30 Qinqi Lin , Lingjie Duan , Jianwei Huang

We propose two approaches to estimate semiparametric discrete choice models for bundles. Our first approach is a kernel-weighted rank estimator based on a matching-based identification strategy. We establish its complete asymptotic…

Econometrics · Economics 2024-12-18 Fu Ouyang , Thomas Tao Yang

We propose two approaches to estimate semiparametric discrete choice models for bundles. Our first approach is a kernel-weighted rank estimator based on a matching-based identification strategy. We establish its complete asymptotic…

Econometrics · Economics 2024-12-18 Fu Ouyang , Thomas T. Yang

Many economic applications including optimal pricing and inventory management requires prediction of demand based on sales data and estimation of sales reaction to a price change. There is a wide range of econometric approaches which are…

Machine Learning · Computer Science 2018-10-23 Evgeniy M. Ozhegov , Daria Teterina

Assortment optimization refers to the problem of designing a slate of products to offer potential customers, such as stocking the shelves in a convenience store. The price of each product is fixed in advance, and a probabilistic choice…

Computer Science and Game Theory · Computer Science 2017-11-09 Nicole Immorlica , Brendan Lucier , Jieming Mao , Vasilis Syrgkanis , Christos Tzamos

We study optimal bundling when consumers differ in one dimension. We introduce a partial order on the set of bundles defined by (i) set inclusion and (ii) sales volumes (if sold alone and priced optimally). We show that if the undominated…

Theoretical Economics · Economics 2023-04-11 Frank Yang

In this paper we discuss practical limitations of the standard choice-based demand models used in the literature to estimate demand from sales transaction data. We present modifications and extensions of the models and discuss data…

Optimization and Control · Mathematics 2020-08-25 Norbert Remenyi , Xiaodong Luo

When tracking user-specific online activities, each user's preference is revealed in the form of choices and comparisons. For example, a user's purchase history is a record of her choices, i.e. which item was chosen among a subset of…

Machine Learning · Statistics 2019-01-01 Sahand Negahban , Sewoong Oh , Kiran K. Thekumparampil , Jiaming Xu

In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…

Methodology · Statistics 2025-10-17 Andrew Welbaum , Wanli Qiao

Algorithmic pricing is the computational problem that sellers (e.g., in supermarkets) face when trying to set prices for their items to maximize their profit in the presence of a known demand. Guruswami et al. (2005) propose this problem…

Computer Science and Game Theory · Computer Science 2008-08-13 Shuchi Chawla , Jason Hartline , Robert Kleinberg

A success factor for modern companies in the age of Digital Marketing is to understand how customers think and behave based on their online shopping patterns. While the conventional method of gathering consumer insights through…

Machine Learning · Computer Science 2020-10-07 Sohini Roychowdhury , Wenxi Li , Ebrahim Alareqi , Akhilesh Pandita , Ao Liu , Joakim Soderberg

A monopolist sells multiple goods to an uninformed buyer. The buyer chooses to learn any one-dimensional linear signal of their values for the goods, anticipating the seller's mechanism. The seller designs an optimal mechanism, anticipating…

Theoretical Economics · Economics 2025-09-23 Agathe Pernoud , Frank Yang

The main idea of this paper is to represent shopping items through vectors because these vectors act as the base for building em- beddings for customers and shopping carts. Also, these vectors are input to the mathematical models that act…

Information Retrieval · Computer Science 2017-05-19 Bibek Behera , Manoj Joshi , Abhilash KK , Mohammad Ansari Ismail

We consider a seller faced with buyers which have the ability to delay their decision, which we call patience. Each buyer's type is composed of value and patience, and it is sampled i.i.d. from a distribution. The seller, using posted…

Computer Science and Game Theory · Computer Science 2022-06-28 Eitan-Hai Mashiah , Idan Attias , Yishay Mansour

Complex network data problems are increasingly common in many fields of application. Our motivation is drawn from strategic marketing studies monitoring customer choices of specific products, along with co-subscription networks encoding…

Applications · Statistics 2018-09-11 Daniele Durante , Sally Paganin , Bruno Scarpa , David B. Dunson

The categorization of retail products is essential for the business decision-making process. It is a common practice to classify products based on their quantitative and qualitative characteristics. In this paper we use a purely data-driven…

Applications · Statistics 2024-05-09 Vladimír Holý , Ondřej Sokol , Michal Černý

With the prevalence of e-commence websites and the ease of online shopping, consumers are embracing huge amounts of various options in products. Undeniably, shopping is one of the most essential activities in our society and studying…

Computer Vision and Pattern Recognition · Computer Science 2017-02-23 Kuan-Ting Chen , Jiebo Luo