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Assessing the systemic effects of uncertainty that arises from agents' partial observation of the true states of the world is critical for understanding a wide range of scenarios. Yet, previous modeling work on agent learning and…
Models necessarily capture only parts of a reality. Prediction models aim at capturing a future reality. In this paper we address the question of how the future is constructed (or: imagined) in an investment context where market…
Complex statistical models such as scalar-on-image regression often require strong assumptions to overcome the issue of non-identifiability. While in theory it is well understood that model assumptions can strongly influence the results,…
Individuals use models to guide decisions, but many models are wrong. This paper studies which misspecified models are likely to persist when individuals also entertain alternative models. Consider an agent who uses her model to learn the…
Sensor-driven systems are increasingly ubiquitous: they provide both data and information that can facilitate real-time decision-making and autonomous actuation, as well as enabling informed policy choices by service providers and…
Unobserved confounding arises when an unmeasured feature influences both the treatment and the outcome, leading to biased causal effect estimates. This issue undermines observational studies in fields like economics, medicine, ecology or…
Predictive algorithms inform consequential decisions in settings with selective labels: outcomes are observed only for units selected by past decision makers. This creates an identification problem under unobserved confounding -- when…
When making predictions about ecosystems, we often have available a number of different ecosystem models that attempt to represent their dynamics in a detailed mechanistic way. Each of these can be used as simulators of large-scale…
Coupled natural systems are generally modeled at multiple abstraction levels. Both structural scale and behavioral complexity of these models are determinants in the kinds of questions that can be posed and answered. As scale and complexity…
Model-Based Reinforcement Learning distinguishes between physical dynamics models operating on proprioceptive inputs and latent dynamics models operating on high-dimensional image observations. A prominent latent approach is the Recurrent…
Multi-model ensembles provide a pragmatic approach to the representation of model uncertainty in climate prediction. However, such representations are inherently ad hoc, and, as shown, probability distributions of climate variables based on…
Spatial dynamic microsimulations probabilistically project geographically referenced units with individual characteristics over time. Like any projection method, their outcomes are inherently uncertain and sensitive to multiple factors.…
Multi-model prediction efforts in infectious disease modeling and climate modeling involve multiple teams independently producing projections under various scenarios. Often these scenarios are produced by the presence and absence of a…
Integrated Assessment Models (IAMs) are pivotal tools that synthesize knowledge from climate science, economics, and policy to evaluate the interactions between human activities and the climate system. They serve as essential instruments…
Machine learning models have emerged as a very effective strategy to sidestep time-consuming electronic-structure calculations, enabling accurate simulations of greater size, time scale and complexity. Given the interpolative nature of…
Interpretable classification models are built with the purpose of providing a comprehensible description of the decision logic to an external oversight agent. When considered in isolation, a decision tree, a set of classification rules, or…
This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…
Stochastic simulation is widely used to study complex systems composed of various interconnected subprocesses, such as input processes, routing and control logic, optimization routines, and data-driven decision modules. In practice, these…
The capability of imagining internally with a mental model of the world is vitally important for human cognition. If a machine intelligent agent can learn a world model to create a "dream" environment, it can then internally ask what-if…
Existing procedures for model validation have been deemed inadequate for many engineering systems. The reason of this inadequacy is due to the high degree of complexity of the mechanisms that govern these systems. It is proposed in this…