Asymptotic behavior of Bayesian learners with misspecified models
From MaRDI portal
Publication:2044981
DOI10.1016/j.jet.2021.105260zbMath1470.91049arXiv1904.08551OpenAlexW3159354220MaRDI QIDQ2044981
Ignacio Esponda, Demian Pouzo, Yuichi Yamamoto
Publication date: 11 August 2021
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.08551
Related Items
A reputation for honesty, Corrigendum to: ``Asymptotic behavior of Bayesian learners with misspecified models, Mislearning from censored data: The gambler's fallacy and other correlational mistakes in optimal‐stopping problems, Which misspecifications persist?, A multi-agent model of misspecified learning with overconfidence, Pathwise concentration bounds for Bayesian beliefs
Cites Work
- Unnamed Item
- Informational herding with model misspecification
- On the consistency of Bayes estimates
- Learning in mis-specified models and the possibility of cycles
- Strict monotonicity in comparative statics
- Learning mixed equilibria
- Asymptotic behavior of Bayes estimates under possibly incorrect models
- Mixed equilibria and dynamical systems arising from fictitious play in perturbed games
- Limited horizon forecast in repeated alternate games
- Analogy-based expectation equilibrium
- Revisiting games of incomplete information with analogy-based expectations
- Coarse decision making and overfitting
- Social Stability and Equilibrium
- The Gambler's and Hot-Hand Fallacies: Theory and Applications
- Decision Makers as Statisticians: Diversity, Ambiguity, and Learning
- Controlling a Stochastic Process with Unknown Parameters
- Endogenous sample selection: A laboratory study
- “Data Monkeys”: A Procedural Model of Extrapolation from Partial Statistics*
- Berk-Nash Equilibrium: A Framework for Modeling Agents With Misspecified Models
- Unrealistic Expectations and Misguided Learning
- Active learning with a misspecified prior
- A Dynamical System Approach to Stochastic Approximations
- Bayesian Networks and Boundedly Rational Expectations *
- Misinterpreting Others and the Fragility of Social Learning
- Convergence in models of misspecified learning
- Equilibrium in misspecified Markov decision processes
- Optimal Learning by Experimentation
- RETROSPECTIVE VOTING AND PARTY POLARIZATION
- Self-Confirming Equilibrium
- Stochastic Approximations and Differential Inclusions
- Cursed Equilibrium
- On the Global Convergence of Stochastic Fictitious Play
- On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
- Limiting Behavior of Posterior Distributions when the Model is Incorrect
- Maximum Likelihood Estimation of Misspecified Models
