贝叶斯推理的市场模型
Toward a Market Model for Bayesian Inference
摘要:
我们提出了一种方法来表示一般均衡经济模型中的概率关系。具体来说,我们定义了一个精确的映射,从贝叶斯网络与二进制节点的市场价格体系中,消费者和生产者的交易不确定的命题。我们证明了商品的均衡价格在这个经济和贝叶斯网络所代表的概率之间的对应关系。这样的计算市场模型可以为信念聚合、分布式概率推理、不确定性下的资源分配以及分散不确定性的其他问题的调查提供有用的框架。
英文摘要:
We present a methodology for representing probabilistic relationships in a general-equilibrium economic model. Specifically, we define a precise mapping from a Bayesian network with binary nodes to a market price system where consumers and producers trade in uncertain propositions. We demonstrate the correspondence between the equilibrium prices of goods in this economy and the probabilities represented by the Bayesian network. A computational market model such as this may provide a useful framework for investigations of belief aggregation, distributed probabilistic inference, resource allocation under uncertainty, and other problems of decentralized uncertainty.
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