10.25440/smu.12062766.v1
LUO Hai WANG Ye
LUO Hai WANG
Ye
Data from: Core determining class and inequality selection
SMU Research Data Repository (RDR)
2017
Core Determining Class
Sparse Model
Linear Programming
Inequality Selection
Analysis of Algorithms and Complexity
2017-05-01 00:00:00
Dataset
https://researchdata.smu.edu.sg/articles/dataset/Data_from_Core_determining_class_and_inequality_selection/12062766
<p>This record contains the underlying research data for the publication "Core determining class and inequality selection" and the full-text is available from: <a href="https://ink.library.smu.edu.sg/sis_research/3769">https://ink.library.smu.edu.sg/sis_research/3769</a></p><p>The relations between unobserved events and observed outcomes can be characterized by a bipartite graph. We propose an algorithm that explores the structure of the graph to construct the "exact Core Determining Class," i.e., the set of irredudant inequalities. We prove that in general the exact Core Determining Class does not depend on the probability measure of the outcomes but only on the structure of the graph. For more general linear inequalities selection problems, we propose a statistical procedure similar to the Dantzig Selector to select the truly informative constraints. We demonstrate performances of our procedures in Monte-Carlo experiments.</p><p>Based on paper given at American Economic Association Annual Meeting 2017, January 6-8, Chicago, IL</p>