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We implement nonparametric revealed-preference tests of subjective expected utility theory and its generalizations. We find that a majority of subjects' choices are consistent with the maximization of some utility function. They respond to…

General Economics · Economics 2021-05-04 Federico Echenique , Taisuke Imai , Kota Saito

Motivated by the prevalence of prediction problems in the economy, we study markets in which firms sell models to a consumer to help improve their prediction. Firms decide whether to enter, choose models to train on their data, and set…

Theoretical Economics · Economics 2025-10-10 Krishna Dasaratha , Juan Ortner , Chengyang Zhu

For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…

Statistics Theory · Mathematics 2021-05-18 Arun Kumar Kuchibhotla , Lawrence D. Brown , Andreas Buja , Edward I. George , Linda Zhao

We consider settings where data are available on a nonparametric function and various partial derivatives. Such circumstances arise in practice, for example in the joint estimation of cost and input functions in economics. We show that when…

Statistics Theory · Mathematics 2009-09-29 Peter Hall , Adonis Yatchew

We introduce an Attention Overload Model that captures the idea that alternatives compete for the decision maker's attention, and hence the attention that each alternative receives decreases as the choice problem becomes larger. Using this…

Theoretical Economics · Economics 2024-09-17 Matias D. Cattaneo , Paul Cheung , Xinwei Ma , Yusufcan Masatlioglu

Networks are models representing relationships between entities. Often these relationships are explicitly given, or we must learn a representation which generalizes and predicts observed behavior in underlying individual data (e.g.…

Social and Information Networks · Computer Science 2017-09-19 Ivan Brugere , Chris Kanich , Tanya Y. Berger-Wolf

We develop a location analysis spatial model of firms' competition in multi-characteristics space, where consumers' opinions about the firms' products are distributed on multilayered networks. Firms do not compete on price but only on…

Physics and Society · Physics 2017-08-03 Antonios Garas , Athanasios Lapatinas

Empirical models of demand for differentiated products rely on low-dimensional product representations to capture substitution patterns. These representations are increasingly proxied by applying ML methods to high-dimensional, unstructured…

Econometrics · Economics 2026-01-12 Timothy Christensen , Giovanni Compiani

In many applications, human and LLM evaluators use assessments of relevant criteria to create an overall evaluation for an item or individual. For example, in admissions, committees assess candidates on attributes such as test scores, GPA,…

Machine Learning · Computer Science 2026-05-19 Madeline Celi Kitch , Nihar B. Shah

Estimating the uncertainty in deep neural network predictions is crucial for many real-world applications. A common approach to model uncertainty is to choose a parametric distribution and fit the data to it using maximum likelihood…

Machine Learning · Computer Science 2022-11-28 Ali Harakeh , Jordan Hu , Naiqing Guan , Steven L. Waslander , Liam Paull

Visual affordances identify regions in an image with potential interactions, offering a novel paradigm for scene understanding. Recognizing affordances allows autonomous robots to act more naturally, could enhance human-robot interactions,…

Computer Vision and Pattern Recognition · Computer Science 2026-05-06 Lorenzo Mur-Labadia , Ruben Martinez-Cantina , Jose J. Guerrero

The performance of machine learning models is determined by the quality of their learned features. They should be invariant under irrelevant data variation but sensitive to task-relevant details. To visualize whether this is the case, we…

Machine Learning · Computer Science 2026-03-24 Armand Rousselot , Joran Wendebourg , Ullrich Köthe

We study the consumption behaviour of an asymmetric network of heterogeneous agents in the framework of discrete choice models with stochastic decision rules. We assume that the interactions among agents are uniquely specified by their…

Disordered Systems and Neural Networks · Physics 2007-05-23 Giulia Iori , Vassilis Koulovassilopoulos

This paper proposes a novel end-to-end deep learning framework that simultaneously identifies demand baselines and the incentive-based agent demand response model, from the net demand measurements and incentive signals. This learning…

Systems and Control · Electrical Eng. & Systems 2021-09-03 Yuanyuan Shi , Bolun Xu

Estimating causal effects from nonexperimental data is a fundamental problem in many fields of science. A key component of this task is selecting an appropriate set of covariates for confounding adjustment to avoid bias. Most existing…

Machine Learning · Computer Science 2025-10-28 Zheng Li , Xichen Guo , Feng Xie , Yan Zeng , Hao Zhang , Zhi Geng

Regression plays a key role in many research areas and its variable selection is a classic and major problem. This study emphasizes cost of predictors to be purchased for future use, when we select a subset of them. Its economic aspect is…

Methodology · Statistics 2021-03-19 Steven N. MacEachern , Koji Miyawaki

Kinetic exchange models have been successful in explaining the shape of the income/wealth distribution in the economies. However, such models usually make some ad-hoc assumptions when it comes to determining the savings factor. Here, we…

Trading and Market Microstructure · Quantitative Finance 2010-06-28 Anindya S. Chakrabarti

There is an opportunity in modern power systems to explore the demand flexibility by incentivizing consumers with dynamic prices. In this paper, we quantify demand flexibility using an efficient tool called time-varying elasticity, whose…

Machine Learning · Computer Science 2022-02-03 Guangchun Ruan , Daniel S. Kirschen , Haiwang Zhong , Qing Xia , Chongqing Kang

Choice models for large-scale applications have historically relied on economic theories (e.g. utility maximisation) that establish relationships between the choices of individuals, their characteristics, and the attributes of the…

Econometrics · Economics 2025-06-24 Thomas O. Hancock , Stephane Hess , Charisma F. Choudhury

This paper offers a commentary on the use of notions of statistical significance in choice modelling. We review the reasons for uncertainty in parameter estimates, provide a precise discussion on the computation of measures of uncertainty…

Econometrics · Economics 2026-05-18 Stephane Hess , Andrew Daly , Michiel Bliemer , Angelo Guevara , Ricardo Daziano , Thijs Dekker