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I develop a revealed preference framework to test whether an aggregate allocation of indivisible objects satisfies Pareto efficiency and individual rationality (PI) without observing individual preferences. Exploiting the type-based…

Theoretical Economics · Economics 2025-12-30 Umutcan Salman

We consider an expected utility maximization problem where the utility function is not necessarily concave and the time horizon is uncertain. We establish a necessary and sufficient condition for the optimality for general non-concave…

Portfolio Management · Quantitative Finance 2021-10-14 Christian Dehm , Thai Nguyen , Mitja Stadje

Sampling multiple responses improves language model reasoning, but uniform compute allocation is inefficient: easy questions are over-sampled while hard questions remain under-explored. We propose Uncertainty-Aware Budget Allocation (UAB),…

Computation and Language · Computer Science 2026-05-27 Manh Nguyen , Sunil Gupta , Hung Le

Archetypal analysis is an unsupervised learning method that uses a convex polytope to summarize multivariate data. For fixed $k$, the method finds a convex polytope with $k$ vertices, called archetype points, such that the polytope is…

Statistics Theory · Mathematics 2022-04-19 Braxton Osting , Dong Wang , Yiming Xu , Dominique Zosso

Recent results, establishing evidence of intractability for such restrictive utility functions as additively separable, piecewise-linear and concave, under both Fisher and Arrow-Debreu market models, have prompted the question of whether we…

Computer Science and Game Theory · Computer Science 2010-10-21 Vijay V. Vazirani

Automated predictions require explanations to be interpretable by humans. One type of explanation is a rationale, i.e., a selection of input features such as relevant text snippets from which the model computes the outcome. However, a…

Computation and Language · Computer Science 2021-05-12 Diego Antognini , Boi Faltings

Afriat's Theorem (1967) states that a dataset can be thought of as being generated by a consumer maximizing a continuous and increasing utility function if and only if it is free of revealed preference cycles containing a strict relation.…

Theoretical Economics · Economics 2024-05-15 Paweł Dziewulski , Joshua Lanier , John K. -H. Quah

Trust in counterfactual explanations depends critically on whether their recommended changes are truly minimal: suboptimal explanations may vastly overshoot the actual changes needed to alter a decision, and heuristic errors can affect…

Machine Learning · Computer Science 2026-05-08 Awa Khouna , Youssouf Emine , Julien Ferry , Thibaut Vidal

Optimal statistical decisions should transcend the language used to describe them. Yet, how do we guarantee that the choice of coordinates - the parameterisation of an optimisation problem - does not subtly dictate the solution? This paper…

Other Computer Science · Computer Science 2025-05-06 William Cook

The region of attraction characterizes well-behaved and safe operation of a nonlinear system and is hence sought after for verification. In this paper, a framework for probabilistic region of attraction estimation is developed that combines…

Optimization and Control · Mathematics 2023-06-06 Torbjørn Cunis

Preference aggregation is a core operation in multi-objective design optimisation and group decision-making, as it determines the best-fit-for-common-purpose alternative within complex socio-technical contexts. Therefore, their aggregation…

Optimization and Control · Mathematics 2026-01-28 A. R. M. , Wolfert

Whether it be in normal form games, or in fair allocations, or in voter preferences in voting systems, a certain pattern of reasoning is common. From a particular profile, an agent or a group of agents may have an incentive to shift to a…

Computer Science and Game Theory · Computer Science 2019-07-23 Ramit Das , R. Ramanujam , Sunil Simon

Accurately modeling and verifying the correct operation of systems interacting in dynamic environments is challenging. By leveraging parametric uncertainty within the model description, one can relax the requirement to describe exactly the…

Optimization and Control · Mathematics 2016-04-05 Patrick Holmes , Shreyas Kousik , Shankar Mohan , Ram Vasudevan

This note explains the equivalence between approximate rationalizability and approximate cost-rationalizability within the context of consumer demand. In connection with these results, we interpret Afriat's (1973) critical cost efficiency…

General Economics · Economics 2024-07-23 Matthew Polisson , John K. -H. Quah

In this paper, an optimization-based framework for generating estimation-aware trajectories is presented. In this setup, measurement (output) uncertainties are state-dependent and set-valued. Enveloping ellipsoids are employed to…

Optimization and Control · Mathematics 2025-05-13 Aditya Deole , Mehran Mesbahi

Aligning partially overlapping point sets where there is no prior information about the value of the transformation is a challenging problem in computer vision. To achieve this goal, we first reduce the objective of the robust point…

Computer Vision and Pattern Recognition · Computer Science 2020-07-07 Wei Lian , WangMeng Zuo , Lei Zhang

A long-standing question about consumer behavior is whether individuals' observed purchase decisions satisfy the revealed preference (RP) axioms of the utility maximization theory (UMT). Researchers using survey or experimental panel data…

Econometrics · Economics 2020-09-21 Victor H. Aguiar , Nail Kashaev

Selective rationalization improves neural network interpretability by identifying a small subset of input features -- the rationale -- that best explains or supports the prediction. A typical rationalization criterion, i.e. maximum mutual…

Machine Learning · Computer Science 2020-03-24 Shiyu Chang , Yang Zhang , Mo Yu , Tommi S. Jaakkola

We consider non-concave and non-smooth random utility functions with do- main of definition equal to the non-negative half-line. We use a dynamic pro- gramming framework together with measurable selection arguments to establish both the…

Mathematical Finance · Quantitative Finance 2016-08-29 Romain Blanchard , Laurence Carassus , Miklós Rásonyi

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to a specific operating point,…

Machine Learning · Computer Science 2021-06-03 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri
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