Cause-effect association between event pairs in event datasets
Debarun Bhattacharjya, Tian Gao, et al.
IJCAI 2020
In the portfolio problem, the decision maker selects a subset from a set of candidate projects, each yielding an uncertain profit. When the projects in the portfolio are probabilistically dependent, further information regarding any particular project also provides information about other projects, and there is thus an opportunity to improve value through prudential information gathering. In this paper, we study the value of information in portfolio problems with multivariate Gaussian projects, analyzing the effect of parameters such as the expected values and standard deviations of profits from each project, the accuracy of the information, and dependence among projects. We are particularly interested in the role that dependence plays, illustrating the results using examples from the earth sciences, where there is spatial dependence among physical locations. © 2013, INFORMS.
Debarun Bhattacharjya, Tian Gao, et al.
IJCAI 2020
Sola Shirai, Debarun Bhattacharjya, et al.
WWW 2023
Debarun Bhattacharjya, Oktie Hassanzadeh, et al.
IJCAI 2023
Lav R. Varshney, Florian Pinel, et al.
IBM J. Res. Dev