2 papers
stat.ML2023
Discrete Choice Multi-Armed Bandits
Emerson Melo, David Müller
This paper establishes a connection between a category of discrete choice models and the realms of online learning and multiarmed bandit algorithms. Our contributions can be summar…
econ.TH2023
A Distributionally Robust Random Utility Model
David Müller, Emerson Melo, Ruben Schlotter
This paper introduces the distributionally robust random utility model (DRO-RUM), which allows the preference shock (unobserved heterogeneity) distribution to be misspecified or un…