相关论文: Continuity and Monotonicity of Preferences and Pro…

We study consumption dependence in the context of random utility and repeated choice. We show that, in the presence of consumption dependence, the random utility model is a misspecified model of repeated rational choice. This…

In natural phenomena, data distributions often deviate from normality. One can think of cataclysms as a self-explanatory example: events that occur almost never, and at the same time are many standard deviations away from the common…

This paper is concerned with the study of the consistency of a variational method for probability measure quantization, deterministically realized by means of a minimizing principle, balancing power repulsion and attraction potentials. The…

In several decision-making problems, alternatives should be ranked on the basis of paired comparisons between them. We present an axiomatic approach for the universal ranking problem with arbitrary preference intensities, incomplete and…

Philosophers now seem to agree that frequentism is an untenable strategy to explain the meaning of probabilities. Nevertheless, I want to revive frequentism, and I will do so by grounding probabilities on typicality in the same way as the…

Applied researchers often claim that the risk difference is more heterogeneous than the relative risk and the odds ratio. Some also argue that there are theoretical grounds for why this claim is true. In this note, we point out that these…

I revisit the standard moral-hazard model, in which an agent's preference over contracts is rooted in costly effort choice. I characterise the behavioural content of the model in terms of empirically testable axioms, and show that the…

The problem of quantification of emotions in the choice between alternatives is considered. The alternatives are evaluated in a dual manner. From one side, they are characterized by rational features defining the utility of each…

Mixability is a property of a loss which characterizes when fast convergence is possible in the game of prediction with expert advice. We show that a key property of mixability generalizes, and the exp and log operations present in the…

Reward modelling from preference data is a crucial step in aligning large language models (LLMs) with human values, requiring robust generalisation to novel prompt-response pairs. In this work, we propose to frame this problem in a causal…

We document a connection between constraint reasoning and probabilistic reasoning. We present an algorithm, called {em probabilistic arc consistency}, which is both a generalization of a well known algorithm for arc consistency used in…

Likelihood-based methods of statistical inference provide a useful general methodology that is appealing, as a straightforward asymptotic theory can be applied for their implementation. It is important to assess the relationships between…

For linear multivariate purely second order highla degenerated parabolic equations with univariate convex data, monotonicity of the coefficent matrices implies monotonicity of the related value functions under usual regularity and growth…

We ask if participants in a choice experiment with repeated presentation of the same menus and no feedback provision: (i) exhibit overall behaviour that is consistent with ordinal and expected utility theory under *weak* preferences; (ii)…

A family of models of individual discrete choice are constructed by means of statistical averaging of choices made by a subject in a reinforcement learning process, where the subject has short, k-term memory span. The choice probabilities…

We consider the extent to which we can learn from a completely randomized experiment whether all individuals have treatment effects that are weakly of the same sign, a condition we call monotonicity. From a classical sampling perspective,…

Probabilistic risk aversion, defined through quasi-convexity in probabilistic mixtures, is a common useful property in decision analysis. We study a general class of non-monotone mappings, called the generalized rank-dependent functions,…

This paper presents a new framework for analyzing and designing no-regret algorithms for dynamic (possibly adversarial) systems. The proposed framework generalizes the popular online convex optimization framework and extends it to its…

We consider general linear non-degenerate weakly-coupled cooperative elliptic systems and study certain monotonicity properties of the generalized principal eigenvalue in $\mathbb{R}^d$ with respect to the potential. It is shown that…

Debates about juridical proof are often framed as a conflict between probabilistic approaches and relative plausibility theory (RPT). This paper argues that this opposition rests on a level-of-analysis error. Drawing on Marr's distinction…