3 papers
cs.LG2025
The Use of Binary Choice Forests to Model and Estimate Discrete Choices
Ningyuan Chen, Guillermo Gallego, Zhuodong Tang
Problem definition. In retailing, discrete choice models (DCMs) are commonly used to capture the choice behavior of customers when offered an assortment of products. When estimatin…
math.OC2025
Post-estimation Adjustments in Data-driven Decision-making with Applications in Pricing
Michael Albert, Max Biggs, Ningyuan Chen +1
The predict-then-optimize (PTO) framework is a standard approach in data-driven decision-making, where a decision-maker first estimates an unknown parameter from historical data an…
math.OC2025
Contextual Optimization under Covariate Shift: A Robust Approach by Intersecting Wasserstein Balls
Tianyu Wang, Ningyuan Chen, Chun Wang
In contextual optimization, a decision-maker leverages contextual information, often referred to as covariates, to better resolve uncertainty and make informed decisions. In this p…