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Although behavioral economics has demonstrated that there are many situations where rational choice is a poor empirical model, it has so far failed to provide quantitative models of economic problems such as price formation. We make a step…

物理与社会 · 物理学 2008-12-02 Szabolcs Mike , J. Doyne Farmer

The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…

数值分析 · 数学 2019-09-04 Chen Zhang , Simon Arridge , Bangti Jin

Bayesian persuasion, a central model in information design, studies how a sender, who privately observes a state drawn from a prior distribution, strategically sends a signal to influence a receiver's action. A key assumption is that both…

计算机科学与博弈论 · 计算机科学 2025-05-23 Jingwu Tang , Jiahao Zhang , Fei Fang , Zhiwei Steven Wu

We consider a polling system with two queues, exhaustive service, no switch-over times and exponential service times. The waiting cost depends on the position of the queue relative to the server: It costs a customer c per time unit to wait…

概率论 · 数学 2016-08-11 I. J. B. F. Adan , V. G. Kulkarni , N. Lee , A. A. J Lefeber

We study the problem of designing posted-price mechanisms in order to sell a single unit of a single item within a finite period of time. Motivated by real-world problems, such as, e.g., long-term rental of rooms and apartments, we assume…

计算机科学与博弈论 · 计算机科学 2020-12-11 Giulia Romano , Gianluca Tartaglia , Alberto Marchesi , Nicola Gatti

Recommender systems play an increasingly crucial role in shaping people's opportunities, particularly in online dating platforms. It is essential from the user's perspective to increase the probability of matching with a suitable partner…

信息检索 · 计算机科学 2024-09-04 Yoji Tomita , Tomohiki Yokoyama

A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials,…

概率论 · 数学 2015-11-18 Antonio Di Crescenzo , Barbara Martinucci , Shelemyahu Zacks

An important task for any large-scale organization is to prepare forecasts of key performance metrics. Often these organizations are structured in a hierarchical manner and for operational reasons, projections of these metrics may have been…

应用统计 · 统计学 2017-11-15 Julie Novak , Scott McGarvie , Beatriz Etchegaray Garcia

We study the secretary problem in which rank-ordered lists are generated by the Mallows model and the goal is to identify the highest-ranked candidate through a sequential interview process which does not allow rejected candidates to be…

统计方法学 · 统计学 2023-03-03 Xujun Liu , Olgica Milenkovic , George V. Moustakides

We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…

统计理论 · 数学 2021-10-27 Siddhartha Chib , Minchul Shin , Anna Simoni

We consider the problem of sequential evaluation, in which an evaluator observes candidates in a sequence and assigns scores to these candidates in an online, irrevocable fashion. Motivated by the psychology literature that has studied…

机器学习 · 统计学 2023-11-20 Jingyan Wang , Ashwin Pananjady

Ranking data arises in a wide variety of application areas but remains difficult to model, learn from, and predict. Datasets often exhibit multimodality, intransitivity, or incomplete rankings---particularly when generated by humans---yet…

机器学习 · 计算机科学 2019-01-29 Stephen Ragain , Johan Ugander

In this paper, we introduce a new approach to generate flexible parametric families of distributions. These models arise on competitive and complementary risks scenario, in which the lifetime associated with a particular risk is not…

应用统计 · 统计学 2018-05-22 Pedro L. Ramos , Dipak K. Dey , Francisco Louzada , Victor H. Lachos

Simulations are performed according to the Axelrod model of culture dissemination, with modified mechanism of repulsion. Previously, repulsion was considered by Radillo-Diaz et al (Phys. Rev. E 80 (2009) 066107) as dependent on a predefined…

物理与社会 · 物理学 2023-07-19 M. J. Krawczyk , K. Kulakowski

How to optimally persuade an agent who has a private type? When elicitation is feasible, this amounts to a fairly standard principal-agent-style mechanism design problem, where the persuader employs a mechanism to first elicit the agent's…

计算机科学与博弈论 · 计算机科学 2024-11-01 Jiarui Gan , Abheek Ghosh , Nicholas Teh

Various conceptual and descriptive models of conversational search have been proposed in the literature -- while useful, they do not provide insights into how interaction between the agent and user would change in response to the costs and…

信息检索 · 计算机科学 2022-01-24 Leif Azzopardi , Mohammad Aliannejadi , Evangelos Kanoulas

Many physical phenomena are modeled as stochastic searchers looking for targets. In these models, the probability that a searcher finds a particular target, its so-called hitting probability, is often of considerable interest. In this work…

统计力学 · 物理学 2024-07-18 Samantha Linn , Sean D. Lawley

A typical polling system consists of a number of queues, attended by a single server in a fixed order. The vast majority of papers on polling systems focusses on Poisson arrivals, whereas very few results are available for general arrivals.…

概率论 · 数学 2014-08-04 Marko Boon , Erik Winands , Ivo Adan , Sandra van Wijk

We consider a dynamic model of Bayesian persuasion in which information takes time and is costly for the sender to generate and for the receiver to process, and neither player can commit to their future actions. Persuasion may totally…

理论经济学 · 经济学 2022-10-03 Yeon-Koo Che , Kyungmin Kim , Konrad Mierendorff

In this paper we study the iterated birth process of which we examine the first-passage time distributions and the hitting probabilities. Furthermore, linear birth processes, linear and sublinear death processes at Poisson times are…

概率论 · 数学 2016-03-23 L. Beghin , E. Orsingher