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[经济学] 信息级联有多脆弱? [推广有奖]

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何人来此 在职认证  发表于 2022-3-7 19:34:25 来自手机 |AI写论文

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摘要翻译:
众所周知,顺序决策可能导致信息级联。也就是说,当智能体基于他们的私人信息做出决策,并观察他们前面的人的行为时,忽略他们的私人信号而模仿前面的人的行为可能是理性的。如果个体在正确和错误的状态之间选择,而最初的行动是错误的,那么整个级联将是错误的。这个问题是由于级联可以基于很少的信息。我们证明了如果Agent偶尔忽略他人的行为,而只根据他人的私人信息进行行动,那么错误的级联是可以避免的。此外,我们还研究了在时刻$T$的错误概率可以达到零的最优渐近速率。最优策略是玩家在时间$t$以概率$P_{t}=C/t$跟随他们的私人信息,导致学习速率$C'/t$,其中常数$C$和$C'$是显式的。
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英文标题:
《How fragile are information cascades?》
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作者:
Yuval Peres, Miklos Z. Racz, Allan Sly, Izabella Stuhl
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最新提交年份:
2018
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分类信息:

一级分类:Mathematics        数学
二级分类:Probability        概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
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一级分类:Computer Science        计算机科学
二级分类:Computer Science and Game Theory        计算机科学与博弈论
分类描述:Covers all theoretical and applied aspects at the intersection of computer science and game theory, including work in mechanism design, learning in games (which may overlap with Learning), foundations of agent modeling in games (which may overlap with Multiagent systems), coordination, specification and formal methods for non-cooperative computational environments. The area also deals with applications of game theory to areas such as electronic commerce.
涵盖计算机科学和博弈论交叉的所有理论和应用方面,包括机制设计的工作,游戏中的学习(可能与学习重叠),游戏中的agent建模的基础(可能与多agent系统重叠),非合作计算环境的协调、规范和形式化方法。该领域还涉及博弈论在电子商务等领域的应用。
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一级分类:Computer Science        计算机科学
二级分类:Social and Information Networks        社会和信息网络
分类描述:Covers the design, analysis, and modeling of social and information networks, including their applications for on-line information access, communication, and interaction, and their roles as datasets in the exploration of questions in these and other domains, including connections to the social and biological sciences. Analysis and modeling of such networks includes topics in ACM Subject classes F.2, G.2, G.3, H.2, and I.2; applications in computing include topics in H.3, H.4, and H.5; and applications at the interface of computing and other disciplines include topics in J.1--J.7. Papers on computer communication systems and network protocols (e.g. TCP/IP) are generally a closer fit to the Networking and Internet Architecture (cs.NI) category.
涵盖社会和信息网络的设计、分析和建模,包括它们在联机信息访问、通信和交互方面的应用,以及它们作为数据集在这些领域和其他领域的问题探索中的作用,包括与社会和生物科学的联系。这类网络的分析和建模包括ACM学科类F.2、G.2、G.3、H.2和I.2的主题;计算应用包括H.3、H.4和H.5中的主题;计算和其他学科接口的应用程序包括J.1-J.7中的主题。关于计算机通信系统和网络协议(例如TCP/IP)的论文通常更适合网络和因特网体系结构(CS.NI)类别。
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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:
  It is well known that sequential decision making may lead to information cascades. That is, when agents make decisions based on their private information, as well as observing the actions of those before them, then it might be rational to ignore their private signal and imitate the action of previous individuals. If the individuals are choosing between a right and a wrong state, and the initial actions are wrong, then the whole cascade will be wrong. This issue is due to the fact that cascades can be based on very little information.   We show that if agents occasionally disregard the actions of others and base their action only on their private information, then wrong cascades can be avoided. Moreover, we study the optimal asymptotic rate at which the error probability at time $t$ can go to zero. The optimal policy is for the player at time $t$ to follow their private information with probability $p_{t} = c/t$, leading to a learning rate of $c'/t$, where the constants $c$ and $c'$ are explicit.
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PDF链接:
https://arxiv.org/pdf/1711.04024
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关键词:Applications econometrics Architecture Coordination Differential 错误 做出 action time 时间

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