arXiv:2207. 12877v3 Announce Type: replace Abstract: Motivated by the successes of deep learning, we propose a class of neural network-based discrete choice models, called RUMnets, inspired by the random utility maximization (RUM) framework.
By Ali Aouad, Antoine D\'esir
arXiv:2505. 18077v3 Announce Type: replace-cross Abstract: Discrete choice models (DCMs) are used to analyze individual decision-making in contexts such as transportation choices, political elections, and consumer preferences.
By Daniel F. Villarraga, Ricardo A. Daziano
arXiv:2606. 26432v1 Announce Type: new Abstract: Tabular foundation models achieve strong accuracy on choice prediction tasks, but their predictions often violate the economic logic those tasks require: raising a price can increase predicted demand, implied willingness-to-pay estimates are frequently negative or implausible, and unavailable alternatives receive nonzero probability.
By Yingshuo Wang, Xian Sun, Yanhang Li, Zhichao Fan, Zexin Zhuang
arXiv:2601. 07944v2 Announce Type: replace-cross Abstract: Since the turn of the century, approximate Bayesian inference has steadily evolved as new computational techniques have been incorporated to handle increasingly complex, large-scale predictive problems.
By Roy Shivam Ram Shreshtth, Arnab Hazra, Gourab Mukherjee
The paper introduces asymptotically-informed neural‑network architectures for computing Black‑Scholes implied volatility. By learning a trainable partition of the price‑log‑moneyness domain and combining specialised local approximations, the models outperform standard feed‑forward networks across a wide range of parameters. The neural‑network outputs also serve as highly accurate initial guesses for a third‑order Householder scheme, enabling near machine‑precision results after only two refinement iterations.
By Samira Amiriyan, Youness Boutaib
arXiv:2310.02423v3 Announce Type: replace
Abstract: We present a new algorithm for amortized inference in sparse probabilistic graphical models (PGMs), which we call $\Delta$-amortized inference ($\D...
By Jean-Pierre Falet, Hae Beom Lee, Esmeralda S. Whitammer, Chen Sun, Dragos Secrieru, Thomas Jiralerspong, Dinghuai Zhang, Guillaume Lajoie, Yoshua Bengio
arXiv:2607. 28854v1 Announce Type: new Abstract: Discrete choice modeling is a common tool used for preference elicitation during policy-making, but this is typically done through parametric models.
By Sheng Lun Christine Cao, Destenie Nock, Alex Davis
arXiv:2609.31570v1 Announce Type: new
Abstract: Deep learning has substantially accelerated the calibration of complex stochastic-volatility models, but neural point calibration alone does not captur...
By Damiano Brigo, Rapha\"el Huser, Dan Leonte
arXiv:2608. 03566v1 Announce Type: cross Abstract: The drift diffusion model (DDM) is a cornerstone of cognitive decision-making research.
By Yufei Wu, Shanqing Gao, Andreas Voss, Francis Tuerlinckx
arXiv:2512.24407v2 Announce Type: replace
Abstract: In many sequential decision-making problems, researchers observe actions but not the rewards that drive behavior, yet still wish to evaluate and co...
By Lars van der Laan, Aur\'elien Bibaut, Nathan Kallus
arXiv:2509. 07123v2 Announce Type: replace-cross Abstract: Generalized extreme value models capture dependence among choice alternatives in discrete choice modeling, but require this dependence to be predefined, symmetric, and shared uniformly across individuals.
By Yuqi Zhou, Zhanhong Cheng, Dingyi Zhuang, Lingqian Hu, Yuheng Bu, Shenhao Wang
arXiv:2607. 13314v1 Announce Type: cross Abstract: Tabular foundation models (TFMs) generate predictions on structured data via in-context learning, without task-specific estimation.
By Liu Liu, Dan Zhang