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?

裕一 山本 and Yuichi Yamamoto

Economic Review, 2024, vol. 75, issue 1, 7-7

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.

JEL-codes: C61 D83 (search for similar items in EconPapers)
Date: 2024
Note: 【論文】
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