ترغب بنشر مسار تعليمي؟ اضغط هنا

Visualising stock flow consistent models as directed acyclic graphs

187   0   0.0 ( 0 )
 نشر من قبل Peter Fennell G
 تاريخ النشر 2014
  مجال البحث مالية
والبحث باللغة English




اسأل ChatGPT حول البحث

We show how every stock-flow consistent model of the macroeconomy can be represented as a directed acyclic graph. The advantages of representing the model in this way include graphical clarity, causal inference, and model specification. We provide many examples implemented with a new software package.



قيم البحث

اقرأ أيضاً

Missing data is a pervasive problem in data analyses, resulting in datasets that contain censored realizations of a target distribution. Many approaches to inference on the target distribution using censored observed data, rely on missing data models represented as a factorization with respect to a directed acyclic graph. In this paper we consider the identifiability of the target distribution within this class of models, and show that the most general identification strategies proposed so far retain a significant gap in that they fail to identify a wide class of identifiable distributions. To address this gap, we propose a new algorithm that significantly generalizes the types of manipulations used in the ID algorithm, developed in the context of causal inference, in order to obtain identification.
The Minimum Path Cover problem on directed acyclic graphs (DAGs) is a classical problem that provides a clear and simple mathematical formulation for several applications in different areas and that has an efficient algorithmic solution. In this pape r, we study the computational complexity of two constrained variants of Minimum Path Cover motivated by the recent introduction of next-generation sequencing technologies in bioinformatics. The first problem (MinPCRP), given a DAG and a set of pairs of vertices, asks for a minimum cardinality set of paths covering all the vertices such that both vertices of each pair belong to the same path. For this problem, we show that, while it is NP-hard to compute if there exists a solution consisting of at most three paths, it is possible to decide in polynomial time whether a solution consisting of at most two paths exists. The second problem (MaxRPSP), given a DAG and a set of pairs of vertices, asks for a path containing the maximum number of the given pairs of vertices. We show its NP-hardness and also its W[1]-hardness when parametrized by the number of covered pairs. On the positive side, we give a fixed-parameter algorithm when the parameter is the maximum overlapping degree, a natural parameter in the bioinformatics applications of the problem.
We introduce a structure for the directed acyclic graph (DAG) and a mechanism design based on that structure so that peers can reach consensus at large scale based on proof of work (PoW). We also design a mempool transaction assignment method based o n the DAG structure to render negligible the probability that a transaction being processed by more than one miners. The result is a significant scale-up of the capacity without sacrificing security and decentralization.
75 - Paul Jung , Jiho Lee , Sam Staton 2018
Motivated by the problem of designing inference-friendly Bayesian nonparametric models in probabilistic programming languages, we introduce a general class of partially exchangeable random arrays which generalizes the notion of hierarchical exchangea bility introduced in Austin and Panchenko (2014). We say that our partially exchangeable arrays are DAG-exchangeable since their partially exchangeable structure is governed by a collection of Directed Acyclic Graphs. More specifically, such a random array is indexed by $mathbb{N}^{|V|}$ for some DAG $G=(V,E)$, and its exchangeability structure is governed by the edge set $E$. We prove a representation theorem for such arrays which generalizes the Aldous-Hoover and Austin-Panchenko representation theorems.
Background: In epidemiology, causal inference and prediction modeling methodologies have been historically distinct. Directed Acyclic Graphs (DAGs) are used to model a priori causal assumptions and inform variable selection strategies for causal ques tions. Although tools originally designed for prediction are finding applications in causal inference, the counterpart has remained largely unexplored. The aim of this theoretical and simulation-based study is to assess the potential benefit of using DAGs in clinical risk prediction modeling. Methods and Findings: We explore how incorporating knowledge about the underlying causal structure can provide insights about the transportability of diagnostic clinical risk prediction models to different settings. A single-predictor model in the causal direction is likely to have better transportability than one in the anticausal direction. We further probe whether causal knowledge can be used to improve predictor selection. We empirically show that the Markov Blanket, the set of variables including the parents, children, and parents of the children of the outcome node in a DAG, is the optimal set of predictors for that outcome. Conclusions: Our findings challenge the generally accepted notion that a change in the distribution of the predictors does not affect diagnostic clinical risk prediction model calibration if the predictors are properly included in the model. Furthermore, using DAGs to identify Markov Blanket variables may be a useful, efficient strategy to select predictors in clinical risk prediction models if strong knowledge of the underlying causal structure exists or can be learned.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا