Browsing Faculté des arts et des sciences by Author "McCausland, William J."

Now showing items 1-7 of 7

  • Bayesian Analysis for a Theory of Random Consumer Demand: The Case of Indivisible Goods 

    McCausland, William J. (Université de Montréal. Département de sciences économiques., 2004)
    McCausland (2004a) describes a new theory of random consumer demand. Theoretically consistent random demand can be represented by a \"regular\" \"L-utility\" function on the consumption set X. The present paper is about Bayesian inference for regular ...

  • Bayesian inference and model comparison for random choice structures 

    McCausland, William J.; MARLEY, A. A. J. (Université de Montréal. Département de sciences économiques., 2013-07)
    We complete the development of a testing ground for axioms of discrete stochastic choice. Our contribution here is to develop new posterior simulation methods for Bayesian inference, suitable for a class of prior distributions introduced by McCausland ...

  • The Ghost in the Machine: Inferring Machine-Based Strategies from Observed Behavior 

    ENGLE-WARNICK, Jim; McCausland, William J.; MILLER, John H. (Université de Montréal. Département de sciences économiques., 2004)
    We introduce a procedure to infer the repeated-game strategies that generate actions in experimental choice data. We apply the technique to set of experiments where human subjects play a repeated Prisoner's Dilemma. The technique suggests that two types ...

  • The Hessian Method (Highly Efficient State Smoothing, In a Nutshell) 

    McCausland, William J. (Université de Montréal. Département de sciences économiques., 2008-03)

  • A New Approach to Drawing States in State Space Models 

    McCausland, William J.; Miller, Shirley; Pelletier, Denis (Université de Montréal. Département de sciences économiques., 2007-06)

  • A Theory of Random Consumer Demand 

    McCausland, William J. (Université de Montréal. Département de sciences économiques., 2004)
    This paper presents a new theory of random consumer demand. The primitive is a collection of probability distributions, rather than a binary preference. Various assumptions constrain these distributions, including analogues of common assumptions about ...

  • Time Reversibility of Stationary Regular Finite State Markov Chains 

    McCausland, William J. (Université de Montréal. Département de sciences économiques., 2004)
    We propose an alternate parameterization of stationary regular finite-state Markov chains, and a decomposition of the parameter into time reversible and time irreversible parts. We demonstrate some useful properties of the decomposition, and propose ...