摘要翻译:
考虑一个根据过去的情况对可能发生的事件进行排序的预测者:例如,搜索引擎对给定过去搜索的网页进行排序。对过去的案例进行重采样会导致不同的排名和更深层次信息的提取。然而,一个拥有足够多样化排名的丰富数据库往往是遥不可及的。缺乏经验要么要求“在飞行中”边做边学,要么要求谨慎:一个新案例的出现并不迫使(一)修改当前的排名,(二)对新排名的教条主义,或(三)不可及性。对于这个高阶归纳推理框架,我们通过一个关于可能x情形的矩阵导出了这些排序的一个适当唯一的数值表示,并描述了一个稳健的审慎性检验。应用包括:创业公司的成功/失败;假新闻的真实性;以及鲁棒无套利收益率曲线存在的新条件。
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英文标题:
《Second-order Inductive Inference: an axiomatic approach》
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作者:
Patrick H. O'Callaghan
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最新提交年份:
2021
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分类信息:
一级分类:Economics 经济学
二级分类:Theoretical Economics 理论经济学
分类描述:Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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英文摘要:
Consider a predictor who ranks eventualities on the basis of past cases: for instance a search engine ranking webpages given past searches. Resampling past cases leads to different rankings and the extraction of deeper information. Yet a rich database, with sufficiently diverse rankings, is often beyond reach. Inexperience demands either "on the fly" learning-by-doing or prudence: the arrival of a novel case does not force (i) a revision of current rankings, (ii) dogmatism towards new rankings, or (iii) intransitivity. For this higher-order framework of inductive inference, we derive a suitably unique numerical representation of these rankings via a matrix on eventualities x cases and describe a robust test of prudence. Applications include: the success/failure of startups; the veracity of fake news; and novel conditions for the existence of a yield curve that is robustly arbitrage-free.
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PDF链接:
https://arxiv.org/pdf/1904.02934