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Many retailers today employ inventory management systems based on Re-Order Point Policies, most of which rely on the assumption that all decreases in product inventory levels result from product sales. Unfortunately, it usually happens that…

Machine Learning · Statistics 2016-04-06 Luis I. Reyes-Castro , Andres G. Abad

Personalized pricing, which involves tailoring prices based on individual characteristics, is commonly used by firms to implement a consumer-specific pricing policy. In this process, buyers can also strategically manipulate their feature…

Machine Learning · Statistics 2024-06-27 Pangpang Liu , Zhuoran Yang , Zhaoran Wang , Will Wei Sun

Dynamic pricing is commonly used to regulate congestion in shared service systems. This paper is motivated by the fact that in the presence of users with varying price sensitivity (responsiveness), conventional monotonic pricing can lead to…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Yingqing Chen , Anni Li , Christos G. Cassandras , Homayoun Hamedmoghadam , Fabian Wirth , Robert Shorten

In domains where users tend to develop long-term preferences that do not change too frequently, the stability of recommendations is an important factor of the perceived quality of a recommender system. In such cases, unstable…

Information Retrieval · Computer Science 2021-04-13 Oluwafemi Olaleke , Ivan Oseledets , Evgeny Frolov

Functional data analysis, which models data as realizations of random functions over a continuum, has emerged as a useful tool for time series data. Often, the goal is to infer the dynamic connections (or time-varying conditional…

Methodology · Statistics 2024-12-10 Chunshan Liu , Daniel R. Kowal , James Doss-Gollin , Marina Vannucci

Traditional statistical estimation, or statistical inference in general, is static, in the sense that the estimate of the quantity of interest does not change the future evolution of the quantity. In some sequential estimation problems…

Machine Learning · Computer Science 2021-12-01 Aolin Xu

We study adaptive querying for learning user-dependent quantities of interest, such as responses to held-out items and psychometric indicators, within tight question budgets. Classical Bayesian design and computerized adaptive testing…

Machine Learning · Statistics 2026-05-04 Kaizheng Wang , Yuhang Wu , Assaf Zeevi

Learning identifiable representations and models from low-level observations is helpful for an intelligent spacecraft to complete downstream tasks reliably. For temporal observations, to ensure that the data generating process is provably…

Machine Learning · Computer Science 2024-12-05 Congxi Zhang , Yongchun Xie

Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…

Methodology · Statistics 2025-04-29 Blake Hansen , Alejandra Avalos-Pacheco , Massimiliano Russo , Roberta De Vito

Contextual pricing strategies are prevalent in online retailing, where the seller adjusts prices based on products' attributes and buyers' characteristics. Although such strategies can enhance seller's profits, they raise concerns about…

Computer Science and Game Theory · Computer Science 2026-03-17 Pangpang Liu , Will Wei Sun

In this paper, we study the price responsiveness of electricity consumption from empirical commercial and industrial load data obtained from Texas. Employing a dynamical system perspective, we show that price responsive demand can be…

Applications · Statistics 2016-12-16 Jaeyong An , P. R. Kumar , Le Xie

The large scale deployment of Advanced Metering Infrastructure among residential energy customers has served as a boon for energy systems research relying on granular consumption data. Residential Demand Response aims to utilize the…

Systems and Control · Computer Science 2016-07-05 Datong Zhou , Maximilian Balandat , Claire Tomlin

Visual information plays a critical role in human decision-making process. While recent developments on visually-aware recommender systems have taken the product image into account, none of them has considered the aesthetic aspect. We argue…

Information Retrieval · Computer Science 2021-01-19 Wenhui Yu , Xiangnan He , Jian Pei , Xu Chen , Li Xiong , Jinfei Liu , Zheng Qin

Knowledge acquisition by consumers is a key process in the diffusion of innovations. However, in standard theories of the representative agent, agents do not learn and innovations are adopted instantaneously. Here, we show that in a…

Economics · Quantitative Finance 2018-07-02 Jean-Francois Mercure

Recommender Systems have become an integral part of online e-Commerce platforms, driving customer engagement and revenue. Most popular recommender systems attempt to learn from users' past engagement data to understand behavioral traits of…

Machine Learning · Computer Science 2020-12-04 Venugopal Mani , Ramasubramanian Balasubramanian , Sushant Kumar , Abhinav Mathur , Kannan Achan

Classical recommender systems often assume that historical data are stationary and fail to account for the dynamic nature of user preferences, limiting their ability to provide reliable recommendations in time-sensitive settings. This…

Information Retrieval · Computer Science 2023-08-03 Ashraf Ghiye , Baptiste Barreau , Laurent Carlier , Michalis Vazirgiannis

User opinions expressed in the form of ratings can influence an individual's view of an item. However, the true quality of an item is often obfuscated by user biases, and it is not obvious from the observed ratings the importance different…

Artificial Intelligence · Computer Science 2017-05-25 Lahari Poddar , Wynne Hsu , Mong Li Lee

In this paper we consider estimation of unobserved components in state space models using a dynamic factor approach to incorporate auxiliary information from high-dimensional data sources. We apply the methodology to unemployment estimation…

Econometrics · Economics 2020-02-17 Caterina Schiavoni , Franz Palm , Stephan Smeekes , Jan van den Brakel

We develop a nonparametric approach to identify and estimate consumer preferences and unobserved heterogeneity under nonlinear price schedules. Leveraging variation across multiple price schedules, we show that both the utility function and…

Econometrics · Economics 2026-04-29 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens

Matrix factorization exploits the idea that, in complex high-dimensional data, the actual signal typically lies in lower-dimensional structures. These lower dimensional objects provide useful insight, with interpretability favored by sparse…

Methodology · Statistics 2022-12-14 Lorenzo Schiavon , Bernardo Nipoti , Antonio Canale
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