Mario Vazquez Corte | Searcharxiv

arXiv2021

Novel Matrix Hit and Run for Sampling Polytopes and Its GPU Implementation

We propose and analyze a new Markov Chain Monte Carlo algorithm that generates a uniform sample over full and non-full dimensional polytopes. This algorithm, termed "Matrix Hit and Run" (MHAR), is a modification of the Hit and Run framework. For the regime $n^{1+\frac{1}{3}} \ll m$, MHAR has a lower asymptotic cost per sample in terms of soft-O notation ($\SO$) than do existing sampling algorithms after a \textit{warm start}. MHAR is designed to take advantage of matrix multiplication routines that require less computational and memory resources. Our tests show this implementation to be substantially faster than the \textit{hitandrun} R package, especially for higher dimensions. Finally, we provide a python library based on Pytorch and a Colab notebook with the implementation ready for deployment in architectures with GPU or just CPU.

cs.CG↗

arXiv2020

A Model of Choice with Minimal Compromise

I formulate and characterize the following two-stage choice behavior. The decision maker is endowed with two preferences. She shortlists all maximal alternatives according to the first preference. If the first preference is decisive, in the sense that it shortlists a unique alternative, then that alternative is the choice. If multiple alternatives are shortlisted, then, in a second stage, the second preference vetoes its minimal alternative in the shortlist, and the remaining members of the shortlist form the choice set. Only the final choice set is observable. I assume that the first preference is a weak order and the second is a linear order. Hence the shortlist is fully rationalizable but one of its members can drop out in the second stage, leading to bounded rational behavior. Given the asymmetric roles played by the underlying binary relations, the consequent behavior exhibits a minimal compromise between two preferences. To our knowledge it is the first Choice function that satisfies Sen's $β$ axiom of choice,but not $α$.

econ.TH↗