scholarly journals Stratied Finite Empirical Bernstein Sampling

Author(s):  
Mark Burgess ◽  
Archie Chapman

We derive a concentration inequality for the uncertainty in stratied random sampling. Minimising this inequality leads to an iterated online method for choosing samples from the strata. The inequality is versatile and considers a range of factors including: the data ranges, weights, sizes of the strata, as well as the number of samples taken, the estimated sample variances and whether strata are sampled with or without replacement. We evaluate the improvement this method reliably offers against other methods over sets of synthetic data, and also in approximating the Shapley value of cooperative games. The method is seen to be competitive with the performance of perfect Neyman sampling, even without prior information on strata variances. We supply a multidimensional extension of our inequality and discuss some future applications.

Author(s):  
Mark Alexander Burgess ◽  
Archie C. Chapman

We derive a concentration inequality for the uncertainty in the mean computed by stratified random sampling, and provide an online sampling method based on this inequality.  Our concentration inequality is versatile and considers a range of factors including: the data ranges, weights, sizes of the strata, the number of samples taken, the estimated sample variances, and whether strata are sampled with or without replacement.  Sequentially choosing samples to minimize this inequality leads to a online method for choosing samples from a stratified population.  We evaluate and compare the effectiveness of our method against others for synthetic data sets, and also in approximating the Shapley value of cooperative games.  Results show that our method is competitive with the performance of Neyman sampling with perfect variance information, even without having prior information on strata variances.We also provide a multidimensional extension of our inequality and discuss future applications.


Author(s):  
Mark A. Burgess ◽  
Archie C. Chapman

The Shapley value is a well recognised method for dividing the value of joint effort in cooperative games. However, computing the Shapley value is known to be computationally hard, so stratified sample-based estimation is sometimes used. For this task, we provide two contributions to the state of the art. First, we derive a novel concentration inequality that is tailored to stratified Shapley value estimation using sample variance information. Second, by sequentially choosing samples to minimize our inequality, we develop a new and more efficient method of sampling to estimate the Shapley value. We evaluate our sampling method on a suite of test cooperative games, and our results demonstrate that it outperforms or is competitive with existing stratified sample-based estimation approaches to computing the Shapley value.


Entropy ◽  
2021 ◽  
Vol 23 (5) ◽  
pp. 599
Author(s):  
Danilo Cruz ◽  
João de Araújo ◽  
Carlos da Costa ◽  
Carlos da Silva

Full waveform inversion is an advantageous technique for obtaining high-resolution subsurface information. In the petroleum industry, mainly in reservoir characterisation, it is common to use information from wells as previous information to decrease the ambiguity of the obtained results. For this, we propose adding a relative entropy term to the formalism of the full waveform inversion. In this context, entropy will be just a nomenclature for regularisation and will have the role of helping the converge to the global minimum. The application of entropy in inverse problems usually involves formulating the problem, so that it is possible to use statistical concepts. To avoid this step, we propose a deterministic application to the full waveform inversion. We will discuss some aspects of relative entropy and show three different ways of using them to add prior information through entropy in the inverse problem. We use a dynamic weighting scheme to add prior information through entropy. The idea is that the prior information can help to find the path of the global minimum at the beginning of the inversion process. In all cases, the prior information can be incorporated very quickly into the full waveform inversion and lead the inversion to the desired solution. When we include the logarithmic weighting that constitutes entropy to the inverse problem, we will suppress the low-intensity ripples and sharpen the point events. Thus, the addition of entropy relative to full waveform inversion can provide a result with better resolution. In regions where salt is present in the BP 2004 model, we obtained a significant improvement by adding prior information through the relative entropy for synthetic data. We will show that the prior information added through entropy in full-waveform inversion formalism will prove to be a way to avoid local minimums.


Author(s):  
Ivan Belik

The dynamic nature of networks formation requires the development of multidisciplinary methods for the effective social network analysis. The research presented in this chapter is motivated by the necessity to overcome the limitation of using analytical methods from the originally disconnected research domains. Hence, the authors present an approach based on techniques from different areas, such as graph theory, theory of algorithms, and game theory. Specifically, this chapter is based on the analysis of how an agent can move towards leadership in real-life socioeconomic networks. For the agent's importance measure, the authors employed a Shapley value concept from the area of cooperative games. Shapley value is interpreted as the node centrality that corresponds to the significance of the agent within a socioeconomic network. Employing game theoretic concept, the authors introduced an algorithmic approach that detects the potential connectivity modifications required to increase an agent's leadership position.


2005 ◽  
Vol 07 (01) ◽  
pp. 63-72 ◽  
Author(s):  
M. J. ALBIZURI ◽  
J. ARIN ◽  
J. RUBIO

Lucas and Trall (1963) defined the games in partition function form as a generalization of the cooperative games with transferable utility. In our work we propose by means of an axiomatic characterization a solution for such games in partition function form. This solution will be a generalization of the Shapley value (1953).


Author(s):  
Bas Dietzenbacher ◽  
Peter Sudhölter

AbstractThis paper formally introduces Hart–Mas-Colell consistency for general (possibly multi-valued) solutions for cooperative games with transferable utility. This notion is used to axiomatically characterize the core on the domain of convex games. Moreover, we characterize all nonempty solutions satisfying individual rationality, anonymity, scale covariance, superadditivity, weak Hart–Mas-Colell consistency, and converse Hart–Mas-Colell consistency. This family consists of (a) the Shapley value, (b) all homothetic images of the core with the Shapley value as center of homothety and with positive ratios of homothety not larger than one, and (c) their relative interiors.


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