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In this paper an Information–Theoretic method for reconstructing noisy and blurry images is developed. Basically, the inverse problem is transformed into a generalized moment problem, which is then solved by an information theoretic method. This estimation approach is robust for a whole class...
Persistent link: https://www.econbiz.de/10014197954
The Navy’s promotion-retention process involves two successive decisions: The Navy decides whether an individual is selected for promotion, and then, conditional on the Navy’s decision, the sailor decides whether to reenlist or leave the Navy. Rates of promotion and retention depend on...
Persistent link: https://www.econbiz.de/10014198321
A semi-parametric, information-based estimator is used to estimate strategies in prices and advertising for Coca-Cola and Pepsi-Cola. Separate strategies for each firm are estimated with and without restrictions from game theory. These information/entropy estimators are consistent, are...
Persistent link: https://www.econbiz.de/10014029527
The possibility of reoccurring waves of the novel coronavirus that triggered the 2020 pandemic makes it critical to identify underlying policy-relevant factors that could be leveraged to decrease future COVID-19 death rates. We examined variation in a number of underlying, policy-relevant,...
Persistent link: https://www.econbiz.de/10014031893
In this paper we formulate a solution concept without making assumptions about expected utility maximization, common knowledge or beliefs. Beliefs, strategies and the degree to which players are expected utility maximizers are endogenously determined as part of the solution. To achieve this,...
Persistent link: https://www.econbiz.de/10013143305
In this note we present a way of solving linear inverse problems with convex constraints and noisy data. Combining the methods of maximum entropy in the mean and the generalized maximum entropy, we are able to treat both the noiseless and the noisy cases as conceptually the same problem. This...
Persistent link: https://www.econbiz.de/10012923883
We develop an estimation procedure of multiple regression function and its derivatives (formarginal e¤ects) based on multivariate maximum entropy (ME) density estimation. The relevantmoments and cross moments conditions are selected to be inlcuded in the inferred distribution.Finite sample and...
Persistent link: https://www.econbiz.de/10014357361
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