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具有战略数据源的最优统计估计

Optimum Statistical Estimation with Strategic Data Sources
课程网址: https://videolectures.net/videos/colt2015_daskalakis_data_sources  
主讲教师: Constantinos Daskalakis
开课单位: 信息不详。欢迎您在右侧留言补充。
开课时间: 2025-02-04
课程语种: 英语
中文简介:
我们提出了一种最优机制,为统计估计器(如线性回归)的数据源提供货币激励,从而以低成本提供高质量的数据,在某种意义上,加权支付和估计误差的总和最小。该机制适用于广泛的估计量,包括线性和多项式回归,核回归,以及在一些额外的假设下,岭回归。它还推广到几个目标,包括最小化受预算约束的估计误差。除了我们对回归问题的具体结果之外,我们还提供了一个机制设计框架,通过该框架可以设计和分析统计估计器,这些统计估计器的示例由标注所述示例的工人提供。
课程简介: We propose an optimum mechanism for providing monetary incentives to the data sources of a statistical estimator such as linear regression, so that high quality data is provided at low cost, in the sense that the weighted sum of payments and estimation error is minimized. The mechanism applies to a broad range of estimators, including linear and polynomial regression, kernel regression, and, under some additional assumptions, ridge regression. It also generalizes to several objectives, including minimizing estimation error subject to budget constraints. Besides our concrete results for regression problems, we contribute a mechanism design framework through which to design and analyze statistical estimators whose examples are supplied by workers with cost for labeling said examples.
关 键 词: 估计误差; 货币激励; 回归问题
课程来源: 视频讲座网
数据采集: 2025-03-27:zsp
最后编审: 2025-03-27:zsp
阅读次数: 80