Related papers: Microfoundation Inference for Strategic Prediction
Probabilistic graphical models are widely used to model complex systems under uncertainty. Traditionally, Gaussian directed graphical models are applied for analysis of large networks with continuous variables as they can provide…
Influence estimation aims to predict the total influence spread in social networks and has received surged attention in recent years. Most current studies focus on estimating the total number of influenced users in a social network, and…
In structured additive distributional regression, the conditional distribution of the response variables given the covariate information and the vector of model parameters is modelled using a P-parametric probability density function where…
Trajectory prediction plays a vital role in automotive radar systems, facilitating precise tracking and decision-making in autonomous driving. Generative adversarial networks with the ability to learn a distribution over future trajectories…
Crowdfunding has emerged as a widespread strategy for startups seeking financing, particularly through reward-based methods. However, understanding its economic impact at both micro and macro levels requires thorough analysis, often…
Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…
In model-based reinforcement learning, the agent interleaves between model learning and planning. These two components are inextricably intertwined. If the model is not able to provide sensible long-term prediction, the executed planner…
The influence model is a discrete-time stochastic model that succinctly captures the interactions of a network of Markov chains. The model produces a reduced-order representation of the stochastic network, and can be used to describe and…
Effective modeling of human interactions is of utmost importance when forecasting behaviors such as future trajectories. Each individual, with its motion, influences surrounding agents since everyone obeys to social non-written rules such…
This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of…
The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread traders secure profits from future trades. This task embodies…
The high sample complexity of reinforcement learning challenges its use in practice. A promising approach is to quickly adapt pre-trained policies to new environments. Existing methods for this policy adaptation problem typically rely on…
When a machine learning model is deployed, its predictions can alter its environment, as better informed agents strategize to suit their own interests. With such alterations in mind, existing approaches to uncertainty quantification break.…
Predicting when an individual will adopt a new behavior is an important problem in application domains such as marketing and public health. This paper examines the perfor- mance of a wide variety of social network based measurements…
Understanding how information propagates in real-life complex networks yields a better understanding of dynamic processes such as misinformation or epidemic spreading. The recently introduced branch of machine learning methods for learning…
Diffusion processes in networks are increasingly used to model the spread of information and social influence. In several applications in computational sustainability such as the spread of wildlife, infectious diseases and traffic mobility…
We study interactions between strategic players and markets whose behavior is guided by an algorithm. Algorithms use data from prior interactions and a limited set of decision rules to prescribe actions. While as-if rational play need not…
We address the problem of credit assignment in reinforcement learning and explore fundamental questions regarding the way in which an agent can best use additional computation to propagate new information, by planning with internal models…
Machine Learning systems are increasingly deployed in decision-making settings that shape user behavior and, in turn, the data on which future decisions are based. Performative Prediction (PP) formalizes this feedback loop by modeling how…
This work studies the problem of learning under both large datasets and large-dimensional feature space scenarios. The feature information is assumed to be spread across agents in a network, where each agent observes some of the features.…