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Related papers: Random Utility with Aggregation

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The Random Utility Model (RUM) is the leading model to represent the aggregate choices of a heterogeneous population of preference maximizers. We show that if (and only if) preferences are sufficiently uncorrelated, RUM choices can also be…

Theoretical Economics · Economics 2025-05-29 Daniele Caliari , Henrik Petri

The Random Utility Model (RUM) is the gold standard in describing the behavior of a population of consumers. The RUM operates under the assumption of transitivity in consumers' preference relationships, but the empirical literature has…

Theoretical Economics · Economics 2024-06-21 Wilfried Youmbi

We study a dynamic generalization of stochastic rationality in consumer behavior, the Dynamic Random Utility Model (DRUM). Under DRUM, a consumer draws a utility function from a stochastic utility process and maximizes this utility subject…

Theoretical Economics · Economics 2022-04-18 Nail Kashaev , Victor H. Aguiar

The random utility model (RUM, McFadden and Richter, 1990) has been the standard tool to describe the behavior of a population of decision makers. RUM assumes that decision makers behave as if they maximize a rational preference over a…

General Economics · Economics 2022-07-05 Victor H. Aguiar , Maria Jose Boccardi , Nail Kashaev , Jeongbin Kim

We study consumption dependence in the context of random utility and repeated choice. We show that, in the presence of consumption dependence, the random utility model is a misspecified model of repeated rational choice. This…

Theoretical Economics · Economics 2025-10-01 Christopher Turansick

We explore the influence of framing on decision-making, where some products are framed (e.g., displayed, recommended, endorsed, or labeled). We introduce a novel choice function that captures observed variations in framed alternatives.…

Theoretical Economics · Economics 2025-02-04 Paul H. Y. Cheung , Yusufcan Masatlioglu

The (static) utility maximization model of Afriat (1967), which is the standard in analysing choice behavior, is under scrutiny. We propose the Dynamic Random Utility Model (DRUM) that is more flexible than the framework of Afriat (1967)…

Theoretical Economics · Economics 2023-08-04 Nail Kashaev , Victor H. Aguiar , Martin Plávala , Charles Gauthier

This paper examines the Random Utility Model (RUM) in repeated stochastic choice settings where decision-makers lack full information about payoffs. We propose a gradient-based learning algorithm that embeds RUM into an online…

Theoretical Economics · Economics 2025-06-23 Emerson Melo

This paper discusses {General Random Utility Models (GRUMs)}. These are a class of parametric models that generate partial ranks over alternatives given attributes of agents and alternatives. We propose two preference elicitation scheme for…

Artificial Intelligence · Computer Science 2013-09-27 Hossein Azari Soufiani , David C. Parkes , Lirong Xia

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

The random utility model, a cornerstone in economics, is axiomatized by Falmagne (1978) and McFadden and Richter (1990) with the assumption that if a menu is observable, the choice frequencies of all alternatives are also observable.…

Theoretical Economics · Economics 2025-10-07 Haruki Kono , Kota Saito , Alec Sandroni

This paper studies the Random Utility Model (RUM) in a repeated stochastic choice situation, in which the decision maker is imperfectly informed about the payoffs of each available alternative. We develop a gradient-based learning algorithm…

Theoretical Economics · Economics 2022-08-16 Emerson Melo

This paper introduces the RUMBoost model, a novel discrete choice modelling approach that combines the interpretability and behavioural robustness of Random Utility Models (RUMs) with the generalisation and predictive ability of deep…

Machine Learning · Computer Science 2024-11-19 Nicolas Salvadé , Tim Hillel

Random Utility Models (RUMs) are a classical framework for modeling user preferences and play a key role in reward modeling for Reinforcement Learning from Human Feedback (RLHF). However, a crucial shortcoming of many of these techniques is…

Machine Learning · Computer Science 2026-05-28 Yeshwanth Cherapanamjeri , Constantinos Daskalakis , Gabriele Farina , Sobhan Mohammadpour

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…

Theoretical Economics · Economics 2026-03-20 Angelo Enrico Petralia

It is known that in some cases a Random Access Machine (RAM) benefits from having an additional input that is an arbitrary number, satisfying only the criterion of being sufficiently large. This is known as the ARAM model. We introduce a…

Computational Complexity · Computer Science 2013-10-18 Michael Brand

The well-studied problem of statistical rank aggregation has been applied to comparing sports teams, information retrieval, and most recently to data generated by human judgment. Such human-generated rankings may be substantially different…

Information Retrieval · Computer Science 2014-11-05 Andrew Mao , Hossein Azari Soufiani , Yiling Chen , David C. Parkes

A natural notion of rationality/consistency for aggregating models is that, for all (possibly aggregated) models $A$ and $B$, if the output of model $A$ is $f(A)$ and if the output model $B$ is $f(B)$, then the output of the model obtained…

Theoretical Economics · Economics 2021-12-13 Hamed Hamze Bajgiran , Houman Owhadi

In a consideration set model, an individual maximizes utility among the considered alternatives. I relate a consideration set additive random utility model to classic discrete choice and the extended additive random utility model, in which…

Econometrics · Economics 2024-05-24 Roy Allen

The consideration of nonstandard models of the real numbers and the definition of a qualitative ordering on those models provides a generalization of the principle of maximization of expected utility. It enables the decider to assign…

Computer Science and Game Theory · Computer Science 2007-05-23 Daniel Lehmann
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