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バイアスがベイズ学習に与える影響について, How Do Biases Influence Learning Outcomes?

Author

Listed:
  • 山本, 裕一
  • YAMAMOTO, Yuichi

Abstract

近年の研究により，バイアスを持つ経済主体が未知の変数をベイズ学習する際には，通常のバイアスを持たないケースと比べてかなり異なる結果が得られることが明らかになった．具体的には，いつまでたっても信念が収束せず振動し続けたり，信念は収束するもののその収束先が（非常に小さなバイアスしか存在しないにも拘らず）真実のパラメータとは全く異なる値になってしまうなどの例が知られている．本稿では，これらの結果を概観し，なぜこのような事象が起こるのかについて詳細に議論をする．, Recent studies on misspecified learning show that when a misspecified agent learns an unknown economic state, its outcome can differ significantly from that of a correctly specified agent. Specifically, there are cases in which one’s belief does not converge forever or a negligible amount of misspecification has a significant impact on the learning outcome. In this study, we review these recent results in the literature and discuss what is critical to them.

Suggested Citation

  • 山本, 裕一 & YAMAMOTO, Yuichi, 2024. "バイアスがベイズ学習に与える影響について, How Do Biases Influence Learning Outcomes?," Economic Review, Hitotsubashi University, vol. 75(1), pages 7-7, April.
    • Handle: RePEc:hit:ecorev:v:75:y:2024:i:1:p:7-7
    Note: 【論文】
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    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness

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