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The nested Sinkhorn divergence to learn the nested distance

Pichler, Alois; Weinhardt, Michael - In: Computational Management Science 19 (2021) 2, pp. 269-293

the related (fixed point) iteration algorithm. Furthermore, we investigate the transition of the entropy throughout the … stages of the stochastic process and provide an entropy-regularized nested distance formulation, including a characterization …

Persistent link: https://www.econbiz.de/10014497512

Semi-nonparametric models of multidimensional matching: An optimal transport approach

Kim, Dongwoo; Lee, Young Jun - 2024

This paper proposes empirically tractable multidimensional matching models, focusing on worker-job matching. We generalize the parametric model proposed by Lindenlaub (2017), which relies on the assumption of joint normality of observed characteristics of workers and jobs. In our paper, we allow...

Persistent link: https://www.econbiz.de/10014581899

A note on overrelaxation in the Sinkhorn algorithm

Lehmann, Tobias; von Renesse, Max-K.; Sambale, Alexander; … - In: Optimization Letters 16 (2021) 8, pp. 2209-2220

We derive an a priori parameter range for overrelaxation of the Sinkhorn algorithm, which guarantees global convergence and a strictly faster asymptotic local convergence. Guided by the spectral analysis of the linearized problem we pursue a zero cost procedure to choose a near optimal...

Persistent link: https://www.econbiz.de/10014501397

Single market nonparametric identification of multi-attribute hedonic equilibrium models

Chernozhukov, Victor; Galichon, Alfred; Henry, Marc; … - 2019

This paper derives conditions under which preferences and technology are nonparametrically identified in hedonic equilibrium models, where products are differentiated along more than one dimension and agents are characterized by several dimensions of unobserved heterogeneity. With products...

Persistent link: https://www.econbiz.de/10012146378

Feature extraction with hybrid neural networks

Wegmann, Georg - 2000

optimizer. The mathematical motivation for such hybrid networks is presented, using the Kolmogorov theory of metric entropy. As …

Persistent link: https://www.econbiz.de/10010301758

Modelling inter-regional trade flows: data and methodological issues in Rhomolo

Ivanova, Olga; Kancs, D'Artis; Stelder, Dirk - 2010

used for modelling purposes. We propose an augmented entropy approach, which combines the Transtools model’s inter …

Persistent link: https://www.econbiz.de/10011332422

Real-time macroeconomic data and uncertainty

Glass, Katharina; Fritsche, Ulrich - 2015

Most macroeconomic data is continuously revised as additional information becomes available. We suggest that revisions of data is an increasingly important source of uncertainty about the state of the economy and offer an alternative channel of uncertainty - data uncertainty. This paper adds on...

Persistent link: https://www.econbiz.de/10011341024

A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500

Allen, David E.; McAleer, Michael; Powell, Robert; … - 2013

sets a series of non-parametric based tests utilising entropy based metrics. These suggest that the PDFs and CDFs of these … two return distributions change shape in various subsample periods. The entropy and MI statistics suggest that the degree … most recent period from 2011 to 2012. The entropy based non-parametric tests of the equivalence of the two distributions …

Persistent link: https://www.econbiz.de/10010326508

De-composing diversity: In-group size and out-group entropy and their relationship to neighbourhood cohesion

Koopmans, Ruud; Schaeffer, Merlin - 2013

generalized entropy measures can be used to test which of diversity's two basic dimensions matters most: the variety of groups, or …

Persistent link: https://www.econbiz.de/10010329620

Conservation laws, financial entropy and the Eurozone crisis

Cockshott, Paul; Zachariah, David - In: Economics: The Open-Access, Open-Assessment E-Journal 8 (2014) 2014-5, pp. 1-55

of financial entropy and gives numerical simula-tions indicating that this tends to rise. We discuss an analogue for free …

Persistent link: https://www.econbiz.de/10010331149