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Random Utility Models (RUMs), which subsume Plackett-Luce model (PL) as a special case, are among the most popular models for preference learning. In this paper, we consider RUMs with features and their mixtures, where each alternative has…

Machine Learning · Computer Science 2022-05-04 Zhibing Zhao , Ao Liu , Lirong Xia

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…

Machine Learning · Computer Science 2023-04-10 Michael Muehlebach

We study identification in models of aggregate choice generated by unobserved behavioral types. An analyst observes only aggregate choice behavior, while the population distribution of types and their type-level choice patterns are latent.…

Theoretical Economics · Economics 2026-02-12 Christopher Kops , Paola Manzini , Marco Mariotti , Illia Pasichnichenko

We consider linear random coefficient regression models, where the regressors are allowed to have a finite support. First, we investigate identifiability, and show that the means and the variances and covariances of the random coefficients…

Statistics Theory · Mathematics 2023-06-16 Philipp Hermann , Hajo Holzmann

When data contains measurement errors, it is necessary to make assumptions relating the observed, erroneous data to the unobserved true phenomena of interest. These assumptions should be justifiable on substantive grounds, but are often…

Machine Learning · Statistics 2020-12-24 Noam Finkelstein , Roy Adams , Suchi Saria , Ilya Shpitser

Identifiability concerns finding which unknown parameters of a model can be estimated from given input-output data. If some subset of the parameters of a model cannot be determined given input-output data, then we say the model is…

Algebraic Geometry · Mathematics 2014-11-03 Nicolette Meshkat , Seth Sullivant , Marisa Eisenberg

When neural networks are employed for high-stakes decision-making, it is desirable that they provide explanations for their prediction in order for us to understand the features that have contributed to the decision. At the same time, it is…

Machine Learning · Computer Science 2022-05-10 Penny Chong , Ngai-Man Cheung , Yuval Elovici , Alexander Binder

Economic choices are often stochastic: the same person may make a different choice when facing the same alternatives repeatedly. Standard models assume that the degree of randomness reflects the size of utility differences, but choice…

Theoretical Economics · Economics 2026-05-05 Shuhua Si

This paper studies the problems of identifiability and estimation in high-dimensional nonparametric latent structure models. We introduce an identifiability theorem that generalizes existing conditions, establishing a unified framework…

Statistics Theory · Mathematics 2025-08-06 Yichen Lyu , Pengkun Yang

This article presents identification results for the marginal treatment effect (MTE) when there is sample selection. We show that the MTE is partially identified for individuals who are always observed regardless of treatment, and derive…

Econometrics · Economics 2021-12-15 Otávio Bartalotti , Désiré Kédagni , Vitor Possebom

We introduce instancewise feature selection as a methodology for model interpretation. Our method is based on learning a function to extract a subset of features that are most informative for each given example. This feature selector is…

Machine Learning · Computer Science 2018-06-15 Jianbo Chen , Le Song , Martin J. Wainwright , Michael I. Jordan

The unit selection problem is to identify a group of individuals who are most likely to exhibit a desired mode of behavior, for example, selecting individuals who would respond one way if incentivized and a different way if not. The unit…

Artificial Intelligence · Computer Science 2022-10-18 Ang Li , Song Jiang , Yizhou Sun , Judea Pearl

Reliable predictions from systems biology models require knowing whether parameters can be estimated from available data, and with what certainty. Identifiability analysis reveals whether parameters are learnable in principle (structural…

This paper focuses on the identification of dynamical systems with tailor-made model structures, where neural networks are used to approximate uncertain components and domain knowledge is retained, if available. These model structures are…

Machine Learning · Computer Science 2021-10-29 Marco Forgione , Dario Piga

This paper studies nonparametric local (over-)identification and the semiparametric efficiency in modern causal frameworks. We develop a unified approach that begins by translating structural models with latent variables into their induced…

Econometrics · Economics 2026-03-02 Xiaohong Chen , Haitian Xie

Many models in mathematical epidemiology are developed with the aim to provide a framework for parameter estimation and then prediction. It is well-known that parameters are not always uniquely identifiable. In this paper we consider…

Dynamical Systems · Mathematics 2022-08-17 István Zoltán Kiss , Péter L. Simon

Many statistical estimands of interest (e.g., in regression or causality) are functions of the joint distribution of multiple random variables. But in some applications, data is not available that measures all random variables on each…

Methodology · Statistics 2025-02-11 Yicong Jiang , Lucas Janson

Random utility theory models an agent's preferences on alternatives by drawing a real-valued score on each alternative (typically independently) from a parameterized distribution, and then ranking the alternatives according to scores. A…

Multiagent Systems · Computer Science 2012-11-13 Hossein Azari Soufiani , David C. Parkes , Lirong Xia

We introduce a new framework for characterizing identified sets of structural and counterfactual parameters in econometric models. By reformulating the identification problem as a set membership question, we leverage the separating…

Econometrics · Economics 2024-12-31 Irene Botosaru , Isaac Loh , Chris Muris

We study efficiency in general collective choice problems where agents have ordinal preferences and randomization is allowed. We explore the structure of preference profiles where ex-ante and ex-post efficiency coincide, offer a unifying…

Theoretical Economics · Economics 2022-08-22 Federico Echenique , Joseph Root , Fedor Sandomirskiy