Uncertainty Quantification via Stable Distribution Propagation
Felix Petersen, Aashwin Mishra, et al.
ICLR 2024
In domains such as homeland security, cybersecurity, and competitive marketing, it is frequently the case that analysts need to forecast actions by other intelligent agents that impact the problem of interest. Standard structured expert judgment elicitation techniques may fall short in this type of problem as they do not explicitly take into account intentionality. We present a decomposition technique based on adversarial risk analysis followed by a behavioural recomposition using discrete choice models that facilitate such elicitation process and illustrate its reasonable performance through behavioural experiments.
Felix Petersen, Aashwin Mishra, et al.
ICLR 2024
Tyler Chen, Thomas Trogdon, et al.
SIAM Journal on Scientific Computing
Lingxiao Li, Qiang Liu, et al.
ICLR 2023
Tsuyoshi Idé, Keerthiram Murugesan, et al.
KAIS