Related papers: A dual approach to nonparametric characterization …
In this paper the robust utility maximization problem for a market model based on L\'evy processes is analyzed. The interplay between the form of the utility function and the penalization function required to have a well posed problem is…
We study multidimensional mechanism design in a common scenario where players have private information about their willingness to pay and their ability to pay. We provide a complete characterization of dominant-strategy incentive-compatible…
In many choice settings self-punishment affects individual taste, by inducing the decision maker (DM) to disregard some of the best options. In these circumstances the DM may not maximize her true preference, but some harmful distortion of…
Networks with node covariates offer two advantages to community detection methods, namely, (i) exploit covariates to improve the quality of communities, and more importantly, (ii) explain the discovered communities by identifying the…
Off-the-shelf machine learning algorithms for prediction such as regularized logistic regression cannot exploit the information of time-varying features without previously using an aggregation procedure of such sequential data. However,…
Recently, a variety of methods under the name of non-contrastive learning (like BYOL, SimSiam, SwAV, DINO) show that when equipped with some asymmetric architectural designs, aligning positive pairs alone is sufficient to attain good…
The RRUM is a model that is frequently seen in language assessment studies. The objective of this research is to advance an MCMC algorithm for the Bayesian RRUM. The algorithm starts with estimating correlated attributes. Using a saturated…
In many statistical and econometric applications, we gather individual samples from various interconnected populations that undeniably exhibit common latent structures. Utilizing a model that incorporates these latent structures for such…
The paper generalizes the construction by stochastic flows of consistent utility processes introduced by M. Mrad and N. El Karoui in (2010). The utilities random fields are defined from a general class of processes denoted by $\GX$. Making…
Eliciting preferences from human judgements is inherently imprecise, yet most decision analysis methods force a single priority vector from pairwise comparisons, discarding the information embedded in inconsistencies. We instead leverage…
We study nonparametric regression with covariates $X$ and outcome $Y$ under random unbiased perturbations (RUPs) of the conditional distribution $Y|X$, where the marginal distribution of covariates, $P^X$, remains fixed but the conditional…
In most of microeconomic theory, consumers are assumed to exhibit decreasing marginal utilities. This paper considers combinatorial auctions among such submodular buyers. The valuations of such buyers are placed within a hierarchy of…
We consider logistic regression including two sets of discrete or categorical covariates that are missing at random (MAR) separately or simultaneously. We examine the asymptotic properties of two multiple imputation (MI) estimators, given…
This paper deals with a problem of production planning, which is a version of the capacitated single-item lot sizing problem with backordering under demand uncertainty, modeled by uncertain cumulative demands. The well-known interval…
Consider semiparametric estimation where a doubly robust estimating function for a low-dimensional parameter is available, depending on two working models. With high-dimensional data, we develop regularized calibrated estimation as a…
We advance a recently flourishing line of work at the intersection of learning theory and computational economics by studying the learnability of two classes of mechanisms prominent in economics, namely menus of lotteries and two-part…
Frequentist and Bayesian methods differ in many aspects, but share some basic optimal properties. In real-life classification and regression problems, situations exist in which a model based on one of the methods is preferable based on some…
The utility-based shortfall risk (SR) measure introduced by Folmer and Schied [15] has been recently extended by Mao and Cai [29] to cumulative prospect theory (CPT) based SR in order to better capture a decision maker's utility/risk…
Social choice theory offers a wealth of approaches for selecting a candidate on behalf of voters based on their reported preference rankings over options. When voters have underlying utilities for these options, however, using preference…
This paper studies the online stochastic resource allocation problem (RAP) with chance constraints and conditional expectation constraints. The online RAP is an integer linear programming problem where resource consumption coefficients are…