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Causal inference with observational data can be performed under an assumption of no unobserved confounders (unconfoundedness assumption). There is, however, seldom clear subject-matter or empirical evidence for such an assumption. We…

Methodology · Statistics 2023-11-13 Minna Genbäck , Xavier de Luna

Understanding the emergence of cooperation in systems of computational agents is crucial for the development of effective cooperative AI. Interaction among individuals in real-world settings are often sparse and occur within a broad…

Multiagent Systems · Computer Science 2024-01-24 Nicole Orzan , Erman Acar , Davide Grossi , Roxana Rădulescu

We introduce the confident voter model, in which each voter can be in one of two opinions and can additionally have two levels of commitment to an opinion --- confident and unsure. Upon interacting with an agent of a different opinion, a…

Physics and Society · Physics 2015-03-19 D. Volovik , S. Redner

Supporting model interpretability for complex phenomena where annotators can legitimately disagree, such as emotion recognition, is a challenging machine learning task. In this work, we show that explicitly quantifying the uncertainty in…

Machine Learning · Computer Science 2019-10-08 Asma Ghandeharioun , Brian Eoff , Brendan Jou , Rosalind W. Picard

Confounding seriously impairs our ability to learn about causal relations from observational data. Confounding can be defined as a statistical association between two variables due to inputs from a common source (the confounder). For…

Methodology · Statistics 2018-05-17 Anders Ledberg

Oft-cited causes of mini-flash crashes include human errors, endogenous feedback loops, the nature of modern liquidity provision, fundamental value shocks, and market fragmentation. We develop a mathematical model which captures aspects of…

Trading and Market Microstructure · Quantitative Finance 2018-08-14 Erhan Bayraktar , Alexander Munk

Statistical models that include random effects are commonly used to analyze longitudinal and correlated data, often with strong and parametric assumptions about the random effects distribution. There is marked disagreement in the literature…

Methodology · Statistics 2012-01-11 Charles E. McCulloch , John M. Neuhaus

We show that lenders face more uncertainty when assessing default risk of historically under-served groups in US credit markets and that this information disparity is a quantitatively important driver of inefficient and unequal credit…

General Economics · Economics 2021-05-18 Laura Blattner , Scott Nelson

The arise of disagreement is an emergent phenomenon that can be observed within a growing social group and, beyond a certain threshold, can lead to group fragmentation. To better understand how disagreement emerges, we introduce an…

In recent studies of political decision-making, apparently anomalous behavior has been observed on the part of voters, in which negative information about a candidate strengthens, rather than weakens, a prior positive opinion about the…

Artificial Intelligence · Computer Science 2013-06-12 William W. Cohen , David P. Redlawsk , Douglas Pierce

We discuss several aspects of creation of adequate mathematical models in other sciences. In particular, many difficulties stem from great complexity of the source systems and the presence of a variety of uncertain factors. We illustrate…

Optimization and Control · Mathematics 2021-02-19 I. V. Konnov

We consider a class of models of opinion formation where the dissemination of individual opinions occurs through the spreading of local consensus and disagreement. We study the emergence of full collective consensus or maximal disagreement…

Physics and Society · Physics 2014-12-23 Andrés Chacoma , Damián H. Zanette

Opinion dynamics has recently been modeled from a game-theoretic perspective, where opinion updates are captured by individuals' cost functions representing their motivations. Conventional formulations aggregate multiple motivations into a…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Yuheng Luo , Chuanzhe Zhang , Qingsong Liu , Hai Zhu , Wenjun Mei

We study the accuracy of job seekers' wage expectations by comparing subjective beliefs to objective benchmarks using linked administrative and survey data. Our findings show that especially job seekers with low objective earnings potential…

General Economics · Economics 2024-09-11 Marco Caliendo , Robert Mahlstedt , Aiko Schmeißer , Sophie Wagner

A growing number of applications involve settings where, in order to infer heterogeneous effects, a researcher compares various units. Examples of research designs include children moving between different neighborhoods, workers moving…

Econometrics · Economics 2024-04-03 Stephane Bonhomme , Angela Denis

Economists often rely on estimates of linear fixed effects models produced by other teams of researchers. Assessing the uncertainty in these estimates can be challenging. I propose a form of sample splitting for networks that partitions the…

Econometrics · Economics 2025-12-29 Patrick Kline

The socioeconomic impact of pollution naturally comes with uncertainty due to, e.g., current new technological developments in emissions' abatement or demographic changes. On top of that, the trend of the future costs of the environmental…

Optimization and Control · Mathematics 2024-02-28 Matteo Basei , Giorgio Ferrari , Neofytos Rodosthenous

The correct way to quantify predictive uncertainty in neural networks remains a topic of active discussion. In particular, it is unclear whether the state-of-the art entropy decomposition leads to a meaningful representation of model, or…

Machine Learning · Computer Science 2025-04-07 Lisa Wimmer , Bernd Bischl , Ludwig Bothmann

A microeconomic approach is proposed to derive the fluctuations of risky asset price, where the market participants are modeled as prospect trading agents. As asset price is generated by the temporary equilibrium between demand and supply,…

Pricing of Securities · Quantitative Finance 2014-01-31 Yipeng Yang , Allanus Tsoi

In real-world scenarios, typical visual recognition systems could fail under two major causes, i.e., the misclassification between known classes and the excusable misbehavior on unknown-class images. To tackle these deficiencies, flexible…

Computer Vision and Pattern Recognition · Computer Science 2023-09-15 Lei Fan , Bo Liu , Haoxiang Li , Ying Wu , Gang Hua