Related papers: Poverty Targeting with Imperfect Information
In the United States as in other countries, political and economic divisions cut along geographic and demographic lines. Richer people are more likely to vote for Republican candidates while poorer voters lean Democratic; this is consistent…
We study misspecified Bayesian learning in principal-agent relationships, where an agent is assessed by an evaluator and rewarded by the market. The agent's outcome depends on their innate ability, costly effort -- whose effectiveness is…
We study empirical and hierarchical Bayes approaches to the problem of estimating an infinite-dimensional parameter in mildly ill-posed inverse problems. We consider a class of prior distributions indexed by a hyperparameter that quantifies…
In this paper the problem of learning appropriate bias for an environment of related tasks is examined from a Bayesian perspective. The environment of related tasks is shown to be naturally modelled by the concept of an {\em objective}…
In designed experiments and surveys, known laws or design feat ures provide checks on the most relevant aspects of a model and identify the target parameters. In contrast, in most observational studies in the health and social sciences, the…
A plug-in algorithm to estimate Bayes Optimal Classifiers for fairness-aware binary classification has been proposed in (Menon & Williamson, 2018). However, the statistical efficacy of their approach has not been established. We prove that…
A lower bound is an important tool for predicting the performance that an estimator can achieve under a particular statistical model. Bayesian bounds are a kind of such bounds which not only utilizes the observation statistics but also…
Model-based filtering is often carried out while subject to an imperfect model, as learning partially-observable stochastic systems remains a challenge. Recent work on Bayesian inference found that tempering the likelihood or full posterior…
Standard Bayesian analyses can be difficult to perform when the full likelihood, and consequently the full posterior distribution, is too complex and difficult to specify or if robustness with respect to data or to model misspecifications…
We study the control of nonlinear constrained systems via over-approximations. Our key observation is that the over-approximation error, rather than being an unknown disturbance, can be exploited as input-dependent preview information. This…
When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by…
Empirical growth analysis has three major problems --- variable selection, parameter heterogeneity and cross-sectional dependence --- which are addressed independently from each other in most studies. The purpose of this study is to propose…
Bayes' theorem incorporates distinct types of information through the likelihood and prior. Direct observations of state variables enter the likelihood and modify posterior probabilities through consistent updating. Information in terms of…
Trapping refers to the event when a household falls into the area of poverty. Households that live or fall into the area of poverty are said to be in a poverty trap, where a poverty trap is a state of poverty from which it is difficult to…
This paper studies the multiplicity-correction effect of standard Bayesian variable-selection priors in linear regression. Our first goal is to clarify when, and how, multiplicity correction happens automatically in Bayesian analysis, and…
The problem of state estimation for unobservable distribution systems is considered. A deep learning approach to Bayesian state estimation is proposed for real-time applications. The proposed technique consists of distribution learning of…
We study methods for simultaneous analysis of many noisy and biased estimates, each paired with an even noisier estimate of its own bias. The analyst's goal is to construct short calibrated intervals for each parameter. The standard…
Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing…
We study the problem of off-policy evaluation (OPE) in Reinforcement Learning (RL), where the aim is to estimate the performance of a new policy given historical data that may have been generated by a different policy, or policies. In…
In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…