English
Related papers

Related papers: Information Validates the Prior: A Theorem on Baye…

200 papers

We study adaptive querying for learning user-dependent quantities of interest, such as responses to held-out items and psychometric indicators, within tight question budgets. Classical Bayesian design and computerized adaptive testing…

Machine Learning · Statistics 2026-05-04 Kaizheng Wang , Yuhang Wu , Assaf Zeevi

We study public persuasion when a sender communicates with a large audience that can fact-check at heterogeneous costs. The sender commits to a public information policy before the state is realized, but any verifiable claim she makes after…

Theoretical Economics · Economics 2025-10-07 Georgy Lukyanov , Samuel Safaryan

In order to study updating rules, we consider the problem of a malevolent principal screening an imperfectly Bayesian agent. We uncover a fundamental dichotomy between underreaction and overreaction to information. If an agent's posterior…

Theoretical Economics · Economics 2024-05-15 Konstantin von Beringe , Mark Whitmeyer

This paper focuses on finite-player incomplete information games where players may hold mutually inconsistent beliefs without a common prior. We introduce absolute continuity of beliefs, extending the classical notion of absolutely…

Theoretical Economics · Economics 2025-12-02 Denis Kojevnikov , Kyungchul Song

There is growing interest in Bayesian clinical trial designs with informative prior distributions, e.g. for extrapolation of adult data to pediatrics, or use of external controls. While the classical type I error is commonly used to…

Methodology · Statistics 2023-09-06 Nicky Best , Maxine Ajimi , Beat Neuenschwander , Gaelle Saint-Hilary , Simon Wandel

In clinical trials, there often exist multiple historical studies for the same or related treatment investigated in the current trial. Incorporating historical data in the analysis of the current study is of great importance, as it can help…

Methodology · Statistics 2021-02-02 Huaqing Jin , Guosheng Yin

We consider a population of Bayesian agents who share a common prior over some finite state space and each agent is exposed to some information about the state. We ask which distributions over empirical distributions of posteriors beliefs…

Computer Science and Game Theory · Computer Science 2022-02-07 Itai Arieli , Yakov Babichenko

Here we focus on the description of the mechanisms behind the process of information aggregation and decision making, a basic step to understand emergent phenomena in society, such as trends, information spreading or the wisdom of crowds.…

Physics and Society · Physics 2015-04-15 Víctor M. Eguíluz , N. Masuda , J. Fernández-Gracia

This paper extends the work of Clarke [1] on the Bayesian foundations of the biomagnetic inverse problem. It derives expressions for the expectation and variance of the a posteriori source current probability distribution given a prior…

Medical Physics · Physics 2009-10-31 R. Hasson , S. J. Swithenby

We define the information threshold as the point of maximum curvature in the prior vs. posterior Bayesian curve, both of which are described as a function of the true positive and negative rates of the classification system in question. The…

Machine Learning · Statistics 2022-06-07 Jacques Balayla

The Bayesian persuasion model studies communication between an informed sender and a receiver with a payoff-relevant action, emphasizing the ability of a sender to extract maximal surplus from his informational advantage. In this paper we…

Computer Science and Game Theory · Computer Science 2020-06-04 Ronen Gradwohl , Niklas Hahn , Martin Hoefer , Rann Smorodinsky

It is common in recommendation systems that users both consume and produce information as they make strategic choices under uncertainty. While a social planner would balance "exploration" and "exploitation" using a multi-armed bandit…

Computer Science and Game Theory · Computer Science 2019-02-20 Nicole Immorlica , Jieming Mao , Aleksandrs Slivkins , Zhiwei Steven Wu

In Bayesian meta-analysis, the specification of prior probabilities for the between-study heterogeneity is commonly required, and is of particular benefit in situations where only few studies are included. Among the considerations in the…

Methodology · Statistics 2023-06-02 Christian Röver , Sibylle Sturtz , Jona Lilienthal , Ralf Bender , Tim Friede

In this paper, we study axiomatic foundations of Bayesian persuasion, where a principal (i.e., sender) delegates the task of choice making after informing a biased agent (i.e., receiver) about the payoff relevant uncertain state (see, e.g.,…

Theoretical Economics · Economics 2025-12-30 Youichiro Higashi , Kemal Ozbek , Norio Takeoka

This paper studies how imprecision in noisy signals attenuates Bayesian updating toward the prior. This phenomenon is well-known under a normal prior and normal noise, where less precise signals yield posterior means closer to the prior…

Theoretical Economics · Economics 2025-09-04 Martin Vaeth

We analyze boundedly rational updating from aggregate statistics in a model with binary actions and binary states. Agents each take an irreversible action in sequence after observing the unordered set of previous actions. Each agent first…

Machine Learning · Computer Science 2021-01-11 Itai Arieli , Yakov Babichenko , Manuel Mueller-Frank

Decision-making from offline datasets typically warm-starts a policy or score model from fixed offline data and then refines it with limited online interaction. Offline data reduces uncertainty, but it does not remove the need for…

Machine Learning · Computer Science 2026-05-29 Keru Chen

Bayesian predictive inference analyzes a dataset to make predictions about new observations. When a model does not match the data, predictive accuracy suffers. We develop population empirical Bayes (POP-EB), a hierarchical framework that…

Machine Learning · Statistics 2015-06-10 Alp Kucukelbir , David M. Blei

The availability of data from multiple heterogeneous environments has motivated methods that remain reliable under distributional shifts. When the joint distribution of response and predictors varies across environments, the response may…

Methodology · Statistics 2026-04-29 Ruqian Zhang , Juan Shen , Yijiao Zhang

We study online Bayesian persuasion problems in which an informed sender repeatedly faces a receiver with the goal of influencing their behavior through the provision of payoff-relevant information. Previous works assume that the sender has…

Computer Science and Game Theory · Computer Science 2024-11-12 Francesco Bacchiocchi , Matteo Bollini , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti