惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

WordPress大学
WordPress大学
博客园 - 司徒正美
宝玉的分享
宝玉的分享
阮一峰的网络日志
阮一峰的网络日志
The Cloudflare Blog
月光博客
月光博客
博客园 - 【当耐特】
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
博客园 - 三生石上(FineUI控件)
博客园 - 聂微东
小众软件
小众软件
Hugging Face - Blog
Hugging Face - Blog
酷 壳 – CoolShell
酷 壳 – CoolShell
Apple Machine Learning Research
Apple Machine Learning Research
V
V2EX
Jina AI
Jina AI
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
罗磊的独立博客
雷峰网
雷峰网
博客园 - 叶小钗
量子位
IT之家
IT之家

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for Primes in Short Intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Aggregation of Models, Choices, Beliefs, and Preferences
Hamed Hamze Bajgiran, Houman Owhadi · 2021-11-23 · via math.PR updates on arXiv.org

A natural notion of rationality/consistency for aggregating models is that, for all (possibly aggregated) models $A$ and $B$, if the output of model $A$ is $f(A)$ and if the output model $B$ is $f(B)$, then the output of the model obtained by aggregating $A$ and $B$ must be a weighted average of $f(A)$ and $f(B)$. Similarly, a natural notion of rationality for aggregating preferences of ensembles of experts is that, for all (possibly aggregated) experts $A$ and $B$, and all possible choices $x$ and $y$, if both $A$ and $B$ prefer $x$ over $y$, then the expert obtained by aggregating $A$ and $B$ must also prefer $x$ over $y$. Rational aggregation is an important element of uncertainty quantification, and it lies behind many seemingly different results in economic theory: spanning social choice, belief formation, and individual decision making. Three examples of rational aggregation rules are as follows. (1) Give each individual model (expert) a weight (a score) and use weighted averaging to aggregate individual or finite ensembles of models (experts). (2) Order/rank individual model (expert) and let the aggregation of a finite ensemble of individual models (experts) be the highest-ranked individual model (expert) in that ensemble. (3) Give each individual model (expert) a weight, introduce a weak order/ranking over the set of models/experts, aggregate $A$ and $B$ as the weighted average of the highest-ranked models (experts) in $A$ or $B$. Note that (1) and (2) are particular cases of (3). In this paper, we show that all rational aggregation rules are of the form (3). This result unifies aggregation procedures across different economic environments. Following the main representation, we show applications and extensions of our representation in various separated economics topics such as belief formation, choice theory, and social welfare economics.