SearcharxivSearch

arXiv · 2607.12299

Q-SCM: A Quantum-Sequential Choice Model for Driver Mental State Evolution

Abstract

We propose a Quantum-Sequential Choice Model (Q-SCM) for modelling driver mental state evolution in interactive traffic environments. The proposed framework retains the classical latent class choice structure, but replaces the conventional class membership formulation with a quantum cognitive state model. A unique feature of this model is that the quantum component is confined to the class membership layer, while the action choice layer remains a classical RUM. The driver's latent state is represented as a two-state quantum system on the Bloch sphere including neutral and defensive states. Perceptual cues, including separation distance, closing time-to-collision (CTTC), and lane deviation induce sequential unitary rotations governed by Pauli matrices. This formulation allows the model to capture memory, phase effects, cue order dependence, and transitions between behavioural regimes that depend on prior cue history. To ensure well-behaved state evolution, we introduce three control mechanisms: a monotonicity constraint that prevents pendulum-like overshoot, a geodesic safeguard mechanism that ensures convergence toward the defensive state under sustained threat exposure, and a relaxation step that allows recovery toward the neutral baseline when the threat weakens. The model is estimated using 85,754 observations from 9,610 drivers extracted from naturalistic trajectories. The empirical results show that defensive state formation is not governed only by the instantaneous values of traffic cues, but also by the accumulated cue history and the order in which cues are processed.

Explore related subjects

Keep this discovery

BibTeXRIS

Rulla Al-Haideri, Bilal Farooq, Karim Ismail. 2026-07-14. Q-SCM: A Quantum-Sequential Choice Model for Driver Mental State Evolution. https://arxiv.org/abs/2607.12299

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Identification in Linear Quantile Panel Models

This paper studies identification in linear quantile panel models with unrestricted individual heterogeneity when the number of time periods is fixed and small. We impose strict exogeneity, whereby the conditional quantile restriction holds given the individual's complete regressor history and latent individual effect, but otherwise allow the disturbances to be arbitrarily dependent over time.

econ.EM

Experimental Design for Policy Choice

We show how to optimally design experiments when the resulting data will be used to choose a welfare-maximizing policy subject to constraints. A decision maker seeks to maximize Bayes expected welfare by choosing a policy whose effects depend on an unknown finite-dimensional parameter. The decision maker has access to a first wave of experimental data with a fixed design but may choose the design of a second wave that will be collected before choosing the policy. The resulting experimental design--policy choice problem is a very high-dimensional dynamic program that is generally intractable in finite samples. We propose a tractable approximation based on the limit experiment and show it is asymptotically optimal using a new asymptotic representation theorem for adaptive experiments with continuous treatments. We apply the method to a conditional cash transfer experiment and demonstrate the potential for large gains from tailoring the experiment to the policy choice.

econ.EM

Designing Spatial Treatments

Spatial treatments are interventions assigned to locations potentially distinct from those of the responding units. We study their optimal design under a general model in which a unit's response diminishes with distance to a treated site. Our estimand of interest is an ``uncontaminated'' effect equal to the average impact of a single intervention site over all hypothetical sites. We propose a novel design based on a Mat\'{e}rn point process which separates treatments by a distance of at least $r$. A larger choice of $r$ reduces bias by separating interventions but increases variance by reducing their numerosity. We choose $r$ to maximize the rate of convergence of a Horvitz-Thompson estimator and prove that this is minimax rate-optimal. We provide weak conditions under which the estimator is asymptotically normal and propose a variance estimator.

econ.EM