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Related papers: Moral Hazard in Delegated Bayesian Persuasion

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We consider large-scale linear inverse problems in Bayesian settings. Our general approach follows a recent line of work that applies the approximate message passing (AMP) framework in multi-processor (MP) computational systems by storing…

Information Theory · Computer Science 2016-11-17 Junan Zhu , Ahmad Beirami , Dror Baron

We are considering the problem of optimal portfolio delegation between an investor and a portfolio manager under a random default time. We focus on a novel variation of the Principal-Agent problem adapted to this framework. We address the…

Mathematical Finance · Quantitative Finance 2024-10-18 Alberto Gennaro , Thibaut Mastrolia

Indirect reciprocity is one of the major mechanisms of the evolution of cooperation. Because constant monitoring and accurate evaluation in moral assessments tend to be costly, indirect reciprocity can be exploited by cost evaders. A recent…

Populations and Evolution · Quantitative Biology 2016-07-07 Tatsuya Sasaki , Isamu Okada , Yutaka Nakai

We study the general problem of Bayesian persuasion (optimal information design) with continuous actions and continuous state space in arbitrary dimensions. First, we show that with a finite signal space, the optimal information design is…

General Economics · Economics 2021-03-10 Semyon Malamud , Anna Cieslak , Andreas Schrimpf

When users lack specific knowledge of various system parameters, their uncertainty may lead them to make undesirable deviations in their decision making. To alleviate this, an informed system operator may elect to signal information to…

Computer Science and Game Theory · Computer Science 2023-03-31 Bryce L. Ferguson , Philip N. Brown , Jason R. Marden

In Bayesian analysis, reference priors are widely recognized for their objective nature. Yet, they often lead to intractable and improper priors, which complicates their application. Besides, informed prior elicitation methods are penalized…

Methodology · Statistics 2024-09-23 Antoine Van Biesbroeck

Experiments on decision making under uncertainty are known to display a classical pattern of risk aversion and risk seeking referred to as "fourfold pattern" (or "reflection effect") , but recent experiments varying the speed and order of…

Neurons and Cognition · Quantitative Biology 2024-01-17 Francesco Fumarola , Lukasz Kusmierz , Ronald B. Dekker

We consider the information design problem in spatial resource competition settings. Agents gather at a location deciding whether to move to another location for possibly higher level of resources, and the utility each agent gets by moving…

Computer Science and Game Theory · Computer Science 2019-09-30 Pu Yang , Krishnamurthy Iyer , Peter Frazier

This paper studies the provision of incentives for information acquisition. Information is costly for an agent to acquire and unobservable to a principal. We show that any Pareto optimal contract has a decomposition into a fraction of…

Theoretical Economics · Economics 2021-03-09 Aubrey Clark , Giovanni Reggiani

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

Many communication, sensor network, and networked control problems involve agents (decision makers) which have either misaligned objective functions or subjective probabilistic models. In the context of such setups, we consider binary…

Optimization and Control · Mathematics 2019-09-09 Serkan Sarıtaş , Sinan Gezici , Serdar Yüksel

We focus on the scenario in which an agent can exploit his information advantage to manipulate the outcome of an election. In particular, we study district-based elections with two candidates, in which the winner of the election is the…

Computer Science and Game Theory · Computer Science 2020-12-11 Matteo Castiglioni , Nicola Gatti

Bayesian inverse reinforcement learning (IRL) methods are ideal for safe imitation learning, as they allow a learning agent to reason about reward uncertainty and the safety of a learned policy. However, Bayesian IRL is computationally…

Machine Learning · Computer Science 2019-12-11 Daniel S. Brown , Scott Niekum

Optimization-based techniques for federated learning (FL) often come with prohibitive communication cost, as high dimensional model parameters need to be communicated repeatedly between server and clients. In this paper, we follow a…

Machine Learning · Computer Science 2024-06-05 Tim d'Hondt , Mykola Pechenizkiy , Robert Peharz

The hybrid approach to experimental design aims to control frequentist operating characteristics of Bayesian decision procedures. These operating characteristics are assessed by simulating sampling distributions of posterior summaries under…

Methodology · Statistics 2026-05-04 Luke Hagar , James M. McGree

In many engineered systems, agents make decisions under incomplete information, creating opportunities for a planner to influence decentralized behavior through signaling. We study how such signaling can be designed in parallel-network,…

Computer Science and Game Theory · Computer Science 2026-04-14 Yuwei Hu , Bryce L. Ferguson

This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of un-…

Computation · Statistics 2016-07-25 Isabell M. Franck , P. S. Koutsourelakis

In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…

Methodology · Statistics 2026-05-18 Jeong Eun Lee , Sitong Liu , Geoff K. Nicholls

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

This work investigates a dynamic variant of Bayesian persuasion, in which a strategic sender seeks to influence a receiver's belief over time through controlling the timing of the information disclosure, under resource constraints. We…

Information Theory · Computer Science 2025-12-05 Ahmet Bugra Gundogan , Melih Bastopcu