相关论文: Demand Modeling, Forecasting, and Counterfactuals,…

We introduce a causal aware foundation-model framework for real time optimal decision making in discrete choice environments. We propose a constrained triple-head price optimization (C3PO) network to solve a bilevel decision problem in…

Session-based recommendation (SR) models aim to recommend top-K items to a user, based on the user's behaviour during the current session. Several SR models are proposed in the literature, however,concerns have been raised about their…

Sequential recommender systems train their models based on a large amount of implicit user feedback data and may be subject to biases when users are systematically under/over-exposed to certain items. Unbiased learning based on inverse…

Counterfactual inference aims to estimate the counterfactual outcome at the individual level given knowledge of an observed treatment and the factual outcome, with broad applications in fields such as epidemiology, econometrics, and…

Automated decision support systems that are able to infer second opinions from experts can potentially facilitate a more efficient allocation of resources; they can help decide when and from whom to seek a second opinion. In this paper, we…

Project promoters, forecasters, and managers sometimes object to two things in measuring inaccuracy in travel demand forecasting: (1) using the forecast made at the time of making the decision to build as the basis for measuring inaccuracy…

Demand forecasting in the online fashion industry is particularly amendable to global, data-driven forecasting models because of the industry's set of particular challenges. These include the volume of data, the irregularity, the high…

The way that people make choices or exhibit preferences can be strongly affected by the set of available alternatives, often called the choice set. Furthermore, there are usually heterogeneous preferences, either at an individual level…

This survey reviews recent developments in revealed preference theory. It discusses the testable implications of theories of choice that are germane to specific economic environments. The focus is on expected utility in risky environments;…

In this paper, we consider a distributionally robust resource planning model inspired by a real-world service industry problem. In this problem, there is a mixture of known demand and uncertain future demand. Prior to having full knowledge…

In sequential recommender system applications, it is important to develop models that can capture users' evolving interest over time to successfully recommend future items that they are likely to interact with. For users with long…

This paper reviews background and examples of Bayesian predictive synthesis (BPS), and develops details in a subset of BPS mixture models. BPS expands on standard Bayesian model uncertainty analysis for model mixing to provide a broader…

We consider a model of socially interacting individuals that make a binary choice in a context of positive additive endogenous externalities. It encompasses as particular cases several models from the sociology and economics literature. We…

High dimensional predictive regressions are useful in wide range of applications. However, the theory is mainly developed assuming that the model is stationary with time invariant parameters. This is at odds with the prevalent evidence for…

Across domains such as medicine, employment, and criminal justice, predictive models often target labels that imperfectly reflect the outcomes of interest to experts and policymakers. For example, clinical risk assessments deployed to…

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Probabilistic forecasting in combination with stochastic programming is a key tool for handling the growing uncertainties in future energy systems. Derived from a general stochastic programming formulation for the optimal scheduling and…

When designing product rankings, online retailers and platforms choose which outcome to maximize: revenues from commissions or markups, the number of transactions, or consumer welfare. These objectives need not align, creating potential…

The academic job market for new statisticians is highly congested at the interview stage, where departments must rank and select candidates from large applicant pools without credible signals of candidate interest. As a result, interviews…

Real-world recommendation systems often consist of two phases. In the first phase, multiple predictive models produce the probability of different immediate user actions. In the second phase, these predictions are aggregated according to a…