منابع مشابه
Concentration of Posterior Distributions with Misspecified Models
Abstract We investigate the asymptotic properties of posterior distributions when the model is misspecified, i.e. it is comtemplated that the observations x1, ..., xn might be drawn from a density in a family {hσ,σ ∈ Θ} where Θ ⊂ IR, while the actual distribution of the observations may not correspond to any of the densities hσ . A concentration property around a fixed value of the parameter is...
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The paper illustrates and compares estimation methods alternative to maximum likelihood, among which multistep estimation and leave-one-out cross-validation, for the purposes of signal extraction, and in particular the separation of the trend from the cycle in economic time series, and longrange forecasting, in the presence of a misspecified, but simply parameterised model. Our workhorse models...
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Active learning is the problem in supervised learning to design the locations of training input points so that the generalization error is minimized. Existing active learning methods often assume that the model used for learning is correctly specified, i.e., the learning target function can be expressed by the model at hand. In many practical situations, however, this assumption may not be fulf...
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In this paper we deal with comparisons among several estimators available in situations of multicollinearity (e.g., the r k class estimator proposed by Baye and Parker, the ordinary ridge regression (ORR) estimator, the principal components regression (PCR) estimator and also the ordinary least squares (OLS) estimator) for a misspecified linear model where misspecification is due to omission of...
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Active learning refers to algorithmic frameworks aimed at selecting training data points in order to reduce the number of required training data points and/or improve the generalization performance of a learning method. In this paper, we present an asymptotic analysis of active learning for generalized linear models. Our analysis holds under the common practical situation of model misspecificat...
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ژورنال
عنوان ژورنال: The Review of Economic Studies
سال: 2016
ISSN: 0034-6527,1467-937X
DOI: 10.1093/restud/rdw030