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DS4DM Coffee Talk

Part 1: Crash Course in Decision Theory: Ideas and Problems in Decision Making Under Uncertainty


Mar 20, 2023   10:00 AM — 11:00 AM

Massimiliano Amarante Université de Montréal, Canada

Massimiliano  Amarante

Presentation on YouTube.

As these concepts will be freely used in the second portion of the talk, this part quickly reviews some of the main ideas in the theory of decision making under uncertainty such as Expected Utility (EU), Maxmin EU, Choquet EU, the Invariant bi-separable model and the Variational model. We will discuss the relation of these ideas with problems like one-shot learning or learning with corrupted data as well as applications to Robust Statistics, fuzzy systems, climate change and finance. As a bridge to the second part, we will talk about the difficulties encountered in extending non-Bayesian models to a dynamic setting.

Part 2 at 11h15

Federico Bobbio organizer
Léa Ricard organizer
Defeng Liu organizer


Hybrid seminar at CIRRELT
Zoom et salle 5441
Pavillon André-Aisenstadt
Campus de l'Université de Montréal
2920, chemin de la Tour

Montréal Québec H3T 1J4

Associated organization