中文
相关论文

相关论文: Optimal Design for Probit Choice Models with Depen…

200 篇论文

In this paper optimal experimental designs for inverse quadratic regression models are determined. We consider two different parameterizations of the model and investigate local optimal designs with respect to the $c$-, $D$- and…

统计方法学 · 统计学 2008-09-30 H. Dette , C. Kiss

Generalized linear models (GLMs) have been used widely for modelling the mean response both for discrete and continuous random variables with an emphasis on categorical response. Recently Yang, Mandal and Majumdar (2013) considered full…

统计理论 · 数学 2013-05-06 Jie Yang , Abhyuday Mandal

Binary logit (BNL) and multinomial logit (MNL) models are the two most widely used discrete choice models for travel behavior modeling and prediction. However, in many scenarios, the collected data for those models are subject to…

最优化与控制 · 数学 2025-06-02 Baichuan Mo , Yunhan Zheng , Xiaotong Guo , Ruoyun Ma , Jinhua Zhao

A/B test, a simple type of controlled experiment, refers to the statistical procedure of experimenting to compare two treatments applied to test subjects. For example, many IT companies frequently conduct A/B tests on their users who are…

统计方法学 · 统计学 2026-05-12 Qiong Zhang , Lulu Kang

This study proposes a mixed logit model with multivariate nonparametric finite mixture distributions. The support of the distribution is specified as a high-dimensional grid over the coefficient space, with equal or unequal intervals…

计量经济学 · 经济学 2018-02-08 Akshay Vij , Rico Krueger

We study the dynamic assortment planning problem, where for each arriving customer, the seller offers an assortment of substitutable products and customer makes the purchase among offered products according to an uncapacitated multinomial…

机器学习 · 统计学 2019-02-11 Xi Chen , Yining Wang , Yuan Zhou

For computing efficient approximate designs of multifactor experiments, we propose a simple algorithm based on adaptive exploration of the grid of all combinations of factor levels. We demonstrate that the algorithm significantly…

统计计算 · 统计学 2021-04-12 Radoslav Harman , Lenka Filová , Samuel Rosa

We propose a tractable semiparametric estimation method for structural dynamic discrete choice models. The distribution of additive utility shocks in the proposed framework is modeled by location-scale mixtures of extreme value…

计量经济学 · 经济学 2023-08-15 Andriy Norets , Kenichi Shimizu

In this paper we consider the problem of pricing multiple differentiated products. This is challenging as a price change in one product, not only changes the demand of that particular product, but also the demand for the other products. To…

最优化与控制 · 数学 2017-10-27 Ruben van de Geer , Sandjai Bhulai

We present a unified deterministic approach for experimental design problems using the method of interlacing polynomials. Our framework recovers the best-known approximation guarantees for the well-studied D/A/E-design problems with simple…

数据结构与算法 · 计算机科学 2024-10-16 Lap Chi Lau , Robert Wang , Hong Zhou

We derive new prox-functions on the simplex from additive random utility models of discrete choice. They are convex conjugates of the corresponding surplus functions. In particular, we explicitly derive the convexity parameter of discrete…

最优化与控制 · 数学 2019-09-13 David Müller , Yurii Nesterov , Vladimir Shikhman

Mechanistic mathematical models of biological systems usually contain a number of unknown parameters whose values need to be estimated from available experimental data in order for the models to be validated and used to make quantitative…

定量方法 · 定量生物学 2025-06-16 Yue Liu , Philip K. Maini , Ruth E. Baker

We provide a framework for modeling social network formation through conditional multinomial logit models from discrete choice and random utility theory, in which each new edge is viewed as a "choice" made by a node to connect to another…

社会与信息网络 · 计算机科学 2020-05-22 Jan Overgoor , Austin R. Benson , Johan Ugander

Optimal designs can help experimenters obtain more accurate parameter estimates with reduced experimental time and cost. In this paper, we characterize the Expected Weighted (EW) D-optimal designs as robust designs against unknown parameter…

统计方法学 · 统计学 2026-04-08 Siting Lin , Yifei Huang , Jie Yang

The gamma model is a generalized linear model for gamma-distributed outcomes. The model is widely applied in psychology, ecology or medicine. In this paper we focus on gamma models having a linear predictor without intercept. For a specific…

统计理论 · 数学 2019-04-22 Osama Idais , Rainer Schwabe

Discrete choice models are fundamental tools in management science, economics, and marketing for understanding and predicting decision-making. Logit-based models are dominant in applied work, largely due to their convenient closed-form…

统计方法学 · 统计学 2026-04-06 Easton Huch , Michael Keane

We propose a new approach for identifying the support points of a locally optimal design when the model is a nonlinear model. In contrast to the commonly used geometric approach, we use an approach based on algebraic tools. Considerations…

统计方法学 · 统计学 2009-03-05 Min Yang , John Stufken

Aligning large language models (LLMs) depends on high-quality datasets of human preference labels, which are costly to collect. Although active learning has been studied to improve sample efficiency relative to passive collection, many…

机器学习 · 计算机科学 2026-02-03 Yao Zhao , Kwang-Sung Jun

Price differentiation is a common strategy in many markets. In this paper, we study a static multiproduct price optimization problem with demand given by a discrete mixed multinomial logit model. By considering a mixed logit model that…

最优化与控制 · 数学 2023-04-05 Ahmadreza Marandi , Virginie Lurkin

We provide two characterizations, one axiomatic and the other neuro-computational, of the dependence of choice probabilities on deadlines, within the widely used softmax representation \[ p_{t}\left( a,A\right) =\dfrac{e^{\frac{u\left(…

理论经济学 · 经济学 2021-01-28 Simone Cerreia-Vioglio , Fabio Maccheroni , Massimo Marinacci , Aldo Rustichini