Scalable Estimation of Multinomial Response Models with Random Consideration Sets

Siddhartha Chib & Kenichi Shimizu

Journal of the American Statistical Association2026https://doi.org/10.1080/01621459.2025.2609361article
AJG 4ABDC A*
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https://doi.org/https://doi.org/10.1080/01621459.2025.2609361

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@article{siddhartha2026,
  title        = {{Scalable Estimation of Multinomial Response Models with Random Consideration Sets}},
  author       = {Siddhartha Chib & Kenichi Shimizu},
  journal      = {Journal of the American Statistical Association},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1080/01621459.2025.2609361},
}

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Scalable Estimation of Multinomial Response Models with Random Consideration Sets

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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