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Related papers: Revealed Information

200 papers

Differential privacy (DP) provides a mathematical guarantee limiting what an adversary can learn about any individual from released data. However, achieving this protection typically requires adding noise, and noise can accumulate when many…

Machine Learning · Computer Science 2026-02-12 Amir Asiaee , Chao Yan , Zachary B. Abrams , Bradley A. Malin

We study information elicitation in cost-function-based combinatorial prediction markets when the market maker's utility for information decreases over time. In the sudden revelation setting, it is known that some piece of information will…

Computer Science and Game Theory · Computer Science 2014-07-31 Miroslav Dudík , Rafael Frongillo , Jennifer Wortman Vaughan

A central question in multi-agent strategic games deals with learning the underlying utilities driving the agents' behaviour. Motivated by the increasing availability of large data-sets, we develop an unifying data-driven technique to…

Optimization and Control · Mathematics 2024-05-27 Anna M. Maddux , Nicolò Pagan , Giuseppe Belgioioso , Florian Dörfler

Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines information acquisition and adaptive information sources. This…

Optimization and Control · Mathematics 2026-01-07 Renyuan Xu , Thaleia Zariphopoulou , Luhao Zhang

A central challenge in reinforcement learning is discovering effective policies for tasks where rewards are sparsely distributed. We postulate that in the absence of useful reward signals, an effective exploration strategy should seek out…

A decision maker's utility depends on her action $a\in A \subset \mathbb{R}^d$ and the payoff relevant state of the world $\theta\in \Theta$. One can define the value of acquiring new information as the difference between the maximum…

Theoretical Economics · Economics 2021-05-04 Farzad Pourbabaee

When a machine-learning algorithm makes biased decisions, it can be helpful to understand the sources of disparity to explain why the bias exists. Towards this, we examine the problem of quantifying the contribution of each individual…

Machine Learning · Computer Science 2022-06-20 Sanghamitra Dutta , Praveen Venkatesh , Pulkit Grover

We are witnessing an increasing use of data-driven predictive models to inform decisions. As decisions have implications for individuals and society, there is increasing pressure on decision makers to be transparent about their decision…

Analyzing decision problems under uncertainty commonly relies on idealizing assumptions about the describability of the world, with the most prominent examples being the closed world and the small world assumption. Most assumptions are…

Methodology · Statistics 2025-12-08 Christoph Jansen , Georg Schollmeyer , Thomas Augustin , Julian Rodemann

We revisit the role of instrumental value as a driver of adaptive behavior. In active inference, instrumental or extrinsic value is quantified by the information-theoretic surprisal of a set of observations measuring the extent to which…

Neurons and Cognition · Quantitative Biology 2020-10-14 Alvaro Ovalle , Simon M. Lucas

This paper studies choice situations in which a decision maker can choose multiple alternatives. Given a menu of available options, the decision maker selects a subset of the menu with certain probabilities. We employ an axiomatic approach…

Theoretical Economics · Economics 2025-11-25 Tri Phu Vu

I consider an environment in which a decision maker faces uncertainty and privately holds information in the form of a signal about the true state of the world. The decision maker purchases additional information from a data broker before…

Theoretical Economics · Economics 2026-03-02 Arlindo Skënderaj

In most contemporary approaches to decision making, a decision problem is described by a sets of states and set of outcomes, and a rich set of acts, which are functions from states to outcomes over which the decision maker (DM) has…

Computer Science and Game Theory · Computer Science 2021-09-07 Lawrence Blume , David Easley , Joseph Y. Halpern

A decision maker is choosing between an active action (e.g., purchase a house, invest certain stock) and a passive action. The payoff of the active action depends on the buyer's private type and also an unknown state of nature. An…

Computer Science and Game Theory · Computer Science 2021-10-29 Shuze Liu , Weiran Shen , Haifeng Xu

Distributed systems have become increasingly prevalent in the software industry. Due to their intrinsic complexity, much research has focused on the verification of their behaviour. An active research line is around behaviour models that…

Programming Languages · Computer Science 2026-04-09 Francisco Parrinha , João Mota , António Ravara

We study fair allocation of constrained resources, where a market designer optimizes overall welfare while maintaining group fairness. In many large-scale settings, utilities are not known in advance, but are instead observed after…

Computer Science and Game Theory · Computer Science 2024-11-06 Elita Lobo , Justin Payan , Cyrus Cousins , Yair Zick

Fairness in algorithmic decision-making is often defined in the predictive space, where predictive performance - used as a proxy for decision-maker (DM) utility - is traded off against prediction-based fairness notions, such as demographic…

Machine Learning · Computer Science 2026-04-16 Kavya Gupta , Nektarios Kalampalikis , Christoph Heitz , Isabel Valera

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2008-06-26 Marco Zaffalon , Marcus Hutter

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2014-08-08 Marco Zaffalon , Marcus Hutter

Assuming that agents' preferences satisfy first-order stochastic dominance, we show how the Expected Utility paradigm can rationalize all optimal investment choices: the optimal investment strategy in any behavioral law-invariant…

Portfolio Management · Quantitative Finance 2014-02-03 Carole Bernard , Jit Seng Chen , Steven Vanduffel