摘要翻译:
我们综合了各学科的知识,发展了半参数内生抗截断算法,修正了由于内生自选择引起的截断偏差。这种综合提高了算法的准确性、效率和适用性。在协变量转移假设的基础上,数据本质上受其自身行为(认知)的影响,并在很大程度上由其自身的行为(认知)产生。通过对Vox Populi(群体智慧)概念的精炼,数据点可以根据其估计的潜在参考群体意见空间进行自我分类。蒙特卡罗模拟,基于200万个不同的分布函数,实际上产生了1亿个实现,证明了我们的模型非常高的精度。
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英文标题:
《Semiparametric correction for endogenous truncation bias with Vox Populi
based participation decision》
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作者:
Nir Billfeld, Moshe Kim
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最新提交年份:
2019
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分类信息:
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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一级分类:Computer Science 计算机科学
二级分类:Machine Learning 机器学习
分类描述:Papers on all aspects of machine learning research (supervised, unsupervised, reinforcement learning, bandit problems, and so on) including also robustness, explanation, fairness, and methodology. cs.LG is also an appropriate primary category for applications of machine learning methods.
关于机器学习研究的所有方面的论文(有监督的,无监督的,强化学习,强盗问题,等等),包括健壮性,解释性,公平性和方法论。对于机器学习方法的应用,CS.LG也是一个合适的主要类别。
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英文摘要:
We synthesize the knowledge present in various scientific disciplines for the development of semiparametric endogenous truncation-proof algorithm, correcting for truncation bias due to endogenous self-selection. This synthesis enriches the algorithm's accuracy, efficiency and applicability. Improving upon the covariate shift assumption, data are intrinsically affected and largely generated by their own behavior (cognition). Refining the concept of Vox Populi (Wisdom of Crowd) allows data points to sort themselves out depending on their estimated latent reference group opinion space. Monte Carlo simulations, based on 2,000,000 different distribution functions, practically generating 100 million realizations, attest to a very high accuracy of our model.
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PDF链接:
https://arxiv.org/pdf/1902.06286


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