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In many two-sided markets, the parties to be matched have incomplete information about their characteristics. We consider the settings where the parties engaged are extremely patient and are interested in long-term partnerships. Hence, once…

Computer Science and Game Theory · Computer Science 2019-08-30 Kartik Ahuja , Mihaela van der Schaar

Modelling the behaviours of other agents is essential for understanding how agents interact and making effective decisions. Existing methods for agent modelling commonly assume knowledge of the local observations and chosen actions of the…

Machine Learning · Computer Science 2021-11-10 Georgios Papoudakis , Filippos Christianos , Stefano V. Albrecht

We analyze boundedly rational updating from aggregate statistics in a model with binary actions and binary states. Agents each take an irreversible action in sequence after observing the unordered set of previous actions. Each agent first…

Machine Learning · Computer Science 2021-01-11 Itai Arieli , Yakov Babichenko , Manuel Mueller-Frank

We present a detailed study of the statistical properties of an Agent Based Model and of its generalization to the multiplicative dynamics. The aim of the model is to consider the minimal elements for the understanding of the origin of the…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 V. Alfi , M. Cristelli , L. Pietronero , A. Zaccaria

A sender persuades a strategically naive decisionmaker (DM) by committing privately to an experiment. Sender's choice of experiment is unknown to the DM, who must form her posterior beliefs nonparametrically by applying some learning rule…

Theoretical Economics · Economics 2025-11-10 Arnav Sood , James Best

In discrete choice modeling (DCM), model misspecifications may lead to limited predictability and biased parameter estimates. In this paper, we propose a new approach for estimating choice models in which we divide the systematic part of…

Machine Learning · Statistics 2020-09-23 Brian Sifringer , Virginie Lurkin , Alexandre Alahi

Bounded rationality, that is, decision-making and planning under resource limitations, is widely regarded as an important open problem in artificial intelligence, reinforcement learning, computational neuroscience and economics. This paper…

Machine Learning · Statistics 2015-12-22 Pedro A. Ortega , Daniel A. Braun , Justin Dyer , Kee-Eung Kim , Naftali Tishby

We study how long-lived, rational agents learn in a social network. In every period, after observing the past actions of his neighbors, each agent receives a private signal, and chooses an action whose payoff depends only on the state.…

Theoretical Economics · Economics 2024-07-22 Wanying Huang , Philipp Strack , Omer Tamuz

Researchers often face choices between multiple data sources that differ in quality, cost, and representativeness. Which sources will most improve predictive performance? We study this data prioritization problem under a random distribution…

Methodology · Statistics 2025-12-16 Ivy Zhang , Dominik Rothenhäusler

We consider an agent who represents uncertainty about the environment via a possibly misspecified model. Each period, the agent takes an action, observes a consequence, and uses Bayes' rule to update her belief about the environment. This…

Theoretical Economics · Economics 2019-10-24 Ignacio Esponda , Demian Pouzo , Yuichi Yamamoto

Data-based decisionmaking must account for the manipulation of data by agents who are aware of how decisions are being made and want to affect their allocations. We study a framework in which, due to such manipulation, data becomes less…

Theoretical Economics · Economics 2022-12-29 Alex Frankel , Navin Kartik

Several Artificial Intelligence schemes for reasoning under uncertainty explore either explicitly or implicitly asymmetries among probabilities of various states of their uncertain domain models. Even though the correct working of these…

Artificial Intelligence · Computer Science 2013-02-28 Marek J. Druzdzel

We study the set of possible joint posterior belief distributions of a group of agents who share a common prior regarding a binary state, and who observe some information structure. For two agents we introduce a quantitative version of…

Theoretical Economics · Economics 2020-12-24 Itai Arieli , Yakov Babichenko , Fedor Sandomirskiy , Omer Tamuz

Whenever a social media user decides to share a story, she is typically pleased to receive likes, comments, shares, or, more generally, feedback from her followers. As a result, she may feel compelled to use the feedback she receives to…

Social and Information Networks · Computer Science 2019-09-20 Abir De , Adish Singla , Utkarsh Upadhyay , Manuel Gomez-Rodriguez

We consider the problem of learning from revealed preferences in an online setting. In our framework, each period a consumer buys an optimal bundle of goods from a merchant according to her (linear) utility function and current prices,…

Data Structures and Algorithms · Computer Science 2014-12-02 Kareem Amin , Rachel Cummings , Lili Dworkin , Michael Kearns , Aaron Roth

Many intelligent user interfaces employ application and user models to determine the user's preferences, goals and likely future actions. Such models require application analysis, adaptation and expansion. Building and maintaining such…

Artificial Intelligence · Computer Science 2013-01-18 Peter J. Gorniak , David L. Poole

The behavior of users in relatively predictable, both in terms of the data they request and the wireless channels they observe. In this paper, we consider the statistics of such predictable patterns of the demand and channel jointly across…

Information Theory · Computer Science 2018-06-14 L. Srikar Muppirisetty , John Tadrous , Atilla Eryilmaz , Henk Wymeersch

In this paper, we first consider a Bayesian framework and model the "utility function" in terms of fuzzy random variables. On the basis of this model, we define the "prior (fuzzy) expected utility" associated with each action, and the…

Artificial Intelligence · Computer Science 2013-04-08 Maria Angeles Gil , Pramod Jain

We study the design of information acquisition games-environments where a designer contracts their action on Sender's choice of experiment and the realized signals about some state-and identify which predictions can be made absent knowledge…

Theoretical Economics · Economics 2026-01-22 Eric Gao , Daniel Luo

Econometricians have usefully separated study of estimation into identification and statistical components. Identification analysis, which assumes knowledge of the probability distribution generating observable data, places an upper bound…

Econometrics · Economics 2025-09-03 Charles F. Manski