相关论文: Pairwise Choice Markov Chains

Pairwise Choice Markov Chains (PCMC) have been recently introduced to overcome limitations of choice models based on traditional axioms unable to express empirical observations from modern behavior economics like context effects occurring…

The Pairwise Markov Chain (PMC) is a probabilistic graphical model extending the well-known Hidden Markov Model. This model, although highly effective for many tasks, has been scarcely utilized for continuous value prediction. This is…

Most multi-target tracking filters assume that one target and its observation follow a Hidden Markov Chain (HMC) model, but the implicit independence assumption of HMC model is invalid in many practical applications, and a Pairwise Markov…

We examine the effect of item arrangement on choices using a novel decision-making model based on the Markovian exploration of choice sets. This model is inspired by experimental evidence suggesting that the decision-making process involves…

Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…

In discrete choice modeling (DCM), model misspecifications may lead to limited predictability and biased parameter estimates. In this paper, we propose a new approach for estimating choice models in which we divide the systematic part of…

Switching state-space models (SSSM) are a very popular class of time series models that have found many applications in statistics, econometrics and advanced signal processing. Bayesian inference for these models typically relies on Markov…

We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power…

This paper introduces Logical Credal Networks, an expressive probabilistic logic that generalizes many prior models that combine logic and probability. Given imprecise information represented by probability bounds and conditional…

Verification of infinite-state Markov chains is still a challenge despite several fruitful numerical or statistical approaches. For decisive Markov chains, there is a simple numerical algorithm that frames the reachability probability as…

This paper investigates the performance, in terms of choice probabilities and correlations, of existing and new specifications of closed-form route choice models with flexible correlation patterns, namely the Link Nested Logit (LNL), the…

Parallel Markov Chain Monte Carlo (pMCMC) algorithms generate clouds of proposals at each step to efficiently resolve a target probability distribution. We build a rigorous foundational framework for pMCMC algorithms that situates these…

Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…

Cumulative prospect theory (CPT) is the first theory for decision-making under uncertainty that combines full theoretical soundness and empirically realistic features [P.P. Wakker - Prospect theory: For risk and ambiguity, Page 2]. While…

The latent multinomial model (LMM) model of Link et al. (2010) provided a general framework for modelling mark-recapture data with potential errors in identification. Key to this approach was a Markov chain Monte Carlo (MCMC) scheme for…

We compare different selection criteria to choose the number of latent states of a multivariate latent Markov model for longitudinal data. This model is based on an underlying Markov chain to represent the evolution of a latent…

Discrete-choice models, such as Multinomial Logit, Probit, or Mixed-Logit, are widely used in Marketing, Economics, and Operations Research: given a set of alternatives, the customer is modeled as choosing one of the alternatives to…

We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…

There is a growing need for discrete choice models that account for the complex nature of human choices, escaping traditional behavioral assumptions such as the transitivity of pairwise preferences. Recently, several parametric models of…

We present a data-driven model predictive control scheme for chance-constrained Markovian switching systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…