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