4 citations · 9 across the 5 of their papers we have counts for
10 papers
Affine Gateaux Differentials and the von Mises Statistical Calculus
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci +2
This paper presents a general study of one-dimensional differentiability for functionals defined on convex domains that are not necessarily open. The local approximation is carried…
Capacities and Choquet Averages of Ultrafilters
Simone Cerreia-Vioglio, Paolo Leonetti, Fabio Maccheroni +1
We show that a normalized capacity is invariant with respect to an ideal on if and only if it can be represent…
A Characterization of the Vector Lattice of Measurable Functions
Simone Cerreia-Vioglio, Paolo Leonetti, Fabio Maccheroni
Given a probability measure space , it is well known that the Riesz space of equivalence classes of measurable functions is universally comp…
Making Decisions under Model Misspecification
Simone Cerreia-Vioglio, Lars Peter Hansen, Fabio Maccheroni +1
We use decision theory to confront uncertainty that is sufficiently broad to incorporate "models as approximations." We presume the existence of a featured collection of what we ca…
A Canon of Probabilistic Rationality
Simone Cerreia-Vioglio, Per Olov Lindberg, Fabio Maccheroni +2
We prove that a random choice rule satisfies Luce's Choice Axiom if and only if its support is a choice correspondence that satisfies the Weak Axiom of Revealed Preference, thus it…
Axiomatic Tests for the Boltzmann Distribution
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci +1
The Boltzmann distribution describes a single parameter (temperature) family of probability distributions over a state space; at any given temperature, the ratio of probabilities o…
Equilibria of nonatomic anonymous games
Simone Cerreia-Vioglio, Fabio Maccheroni, David Schmeidler
We add here another layer to the literature on nonatomic anonymous games started with the 1973 paper by Schmeidler. More specifically, we define a new notion of equilibrium which w…
Multialternative Neural Decision Processes
Carlo Baldassi, Simone Cerreia-Vioglio, Fabio Maccheroni +2
We introduce an algorithmic decision process for multialternative choice that combines binary comparisons and Markovian exploration. We show that a preferential property, transitiv…
Multinomial logit processes and preference discovery: inside and outside the black box
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci +1
We provide two characterizations, one axiomatic and the other neuro-computational, of the dependence of choice probabilities on deadlines, within the widely used softmax representa…
Ergodic Theorems for Lower Probabilities
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci
We establish an Ergodic Theorem for lower probabilities, a generalization of standard probabilities widely used in applications. As a by-product, we provide a version for lower pro…