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Related papers: Random Utility with Aggregation

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This paper studies preference aggregation under uncertainty in the multi-profile framework and characterizes a new class of aggregation rules that address classical concerns about Harsanyi's (1955) utilitarian rules. Our aggregation rules,…

Theoretical Economics · Economics 2026-05-12 Leo Kurata , Kensei Nakamura

Budget aggregation is a process in which citizens vote by declaring their individual ideal budget allocation, and a pre-determined rule aggregates all votes into a single outcome. Recent theoretical work has proposed various aggregation…

Computer Science and Game Theory · Computer Science 2026-04-14 Ayelet Amster , Lioz Akirav , Rica Gonen , Erel Segal-Halevi

Motivated by the successes of deep learning, we propose a class of neural network-based discrete choice models, called RUMnets, inspired by the random utility maximization (RUM) framework. This model formulates the agents' random utility…

Machine Learning · Computer Science 2023-07-21 Ali Aouad , Antoine Désir

This paper develops and implements a nonparametric test of Random Utility Models. The motivating application is to test the null hypothesis that a sample of cross-sectional demand distributions was generated by a population of rational…

Statistics Theory · Mathematics 2018-12-06 Yuichi Kitamura , Jörg Stoye

To choose between two discrete goods, a consumer pays attention to only those with prices below a threshold. From these, she chooses her most preferred good. We assume consumers in a population have the same preference but may have…

Theoretical Economics · Economics 2025-11-07 Kaushil Patel

This report examines a novel risk associated with current (and projected) AI tools. Making effective decisions about future actions requires us to reason under uncertainty (RUU), and doing so is essential to many critical real world…

Computers and Society · Computer Science 2024-02-06 Toby D. Pilditch

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

Random utility maximisation (RUM) models are one of the cornerstones of discrete choice modelling. However, specifying the utility function of RUM models is not straightforward and has a considerable impact on the resulting interpretable…

Machine Learning · Statistics 2024-04-23 Jose Ignacio Hernandez , Niek Mouter , Sander van Cranenburgh

Given data on the choices made by consumers for different offer sets, a key challenge is to develop parsimonious models that describe and predict consumer choice behavior while being amenable to prescriptive tasks such as pricing and…

Machine Learning · Statistics 2025-04-15 Yanqiu Ruan , Xiaobo Li , Karthyek Murthy , Karthik Natarajan

As a critical task for large-scale commercial recommender systems, reranking has shown the potential of improving recommendation results by uncovering mutual influence among items. Reranking rearranges items in the initial ranking lists…

Information Retrieval · Computer Science 2022-02-15 Yunjia Xi , Weiwen Liu , Xinyi Dai , Ruiming Tang , Weinan Zhang , Qing Liu , Xiuqiang He , Yong Yu

Classic decision-theory is based on the maximum expected utility (MEU) principle, but crucially ignores the resource costs incurred when determining optimal decisions. Here we propose an axiomatic framework for bounded decision-making that…

Artificial Intelligence · Computer Science 2010-07-09 Pedro A. Ortega , Daniel A. Braun

When it comes to structural estimation of risk preferences from data on choices, random utility models have long been one of the standard research tools in economics. A recent literature has challenged these models, pointing out some…

General Economics · Economics 2024-09-04 Henk Keffert , Nikolaus Schweizer

A central design problem in game theoretic analysis is the estimation of the players' utilities. In many real-world interactive situations of human decision making, including human driving, the utilities are multi-objective in nature;…

Artificial Intelligence · Computer Science 2026-02-02 Atrisha Sarkar , Kate Larson , Krzysztof Czarnecki

At the core of most random utility models (RUMs) is an individual agent with a random utility component following a largest extreme value Type I (LEVI) distribution. What if, instead, the random component follows its mirror image -- the…

Econometrics · Economics 2024-05-24 Richard T. Carson , Derrick H. Sun , Yixiao Sun

This paper provides a general framework to explore the possibility of agenda manipulation-proof and proper consensus-based preference aggregation rules, so powerfully called in doubt by a disputable if widely shared understanding of Arrow's…

Theoretical Economics · Economics 2022-10-10 Stefano Vannucci

Many evaluation metrics have been defined to evaluate the effectiveness ad-hoc retrieval and search result diversification systems. However, it is often unclear which evaluation metric should be used to analyze the performance of retrieval…

Information Retrieval · Computer Science 2018-08-21 Enrique Amigó , Damiano Spina , Jorge Carrillo-de-Albornoz

Network Utility Maximization (NUM) provides the key conceptual framework to study resource allocation amongst a collection of users/entities across disciplines as diverse as economics, law and engineering. In network engineering, this…

Systems and Control · Computer Science 2015-03-19 Vinay Joseph , Gustavo de Veciana

Simulation-based planning with rollouts is a widely-deployed technique for decision making in stochastic environments. The primary instrument of simulation-based planning is a sampling model, which is repeatedly called to generate…

Machine Learning · Computer Science 2026-05-07 Sandarbh Yadav , Frederic J Maliakkal , Harshad Khadilkar , Shivaram Kalyanakrishnan

Retrieval-augmented generation (RAG) is typically optimized for topical relevance, yet its success ultimately depends on whether retrieved passages are useful for a large language model (LLM) to generate correct and complete answers. We…

Computation and Language · Computer Science 2026-01-28 Hengran Zhang , Keping Bi , Jiafeng Guo , Jiaming Zhang , Shuaiqiang Wang , Dawei Yin , Xueqi Cheng

The classical Merton investment problem predicts deterministic, state-dependent portfolio rules; however, laboratory and field evidence suggests that individuals often prefer randomized decisions leading to stochastic and noisy choices.…

Mathematical Finance · Quantitative Finance 2026-02-17 Min Dai , Yuchao Dong , Yanwei Jia , Xun Yu Zhou