9 papers
Coupling and Maximal Inequalities for Graph-Dependent Empirical Processes
Mengsi Gao, Demian Pouzo
We develop maximal inequalities for empirical processes indexed by graph-dependent observations. Our bounds separate the complexity of the indexing class from two features specific…
Maximal Inequalities for Empirical Processes under General Mixing Conditions
Demian Pouzo
This paper provides a bound for the supremum of sample averages over a class of functions for a general class of mixing stochastic processes with arbitrary mixing rates. Regardless…
Learning about Treatment Effects with Prior Studies: A Bayesian Model Averaging Approach
Frederico Finan, Demian Pouzo
We establish concentration rates for estimation of treatment effects in experiments that incorporate prior sources of information -- such as past pilots, related studies, or expert…
Learning and Equilibrium under Model Misspecification
Ignacio Esponda, Demian Pouzo
This chapter develops a unified framework for studying misspecified learning situations in which agents optimize and update beliefs within an incorrect model of their environment.…
Berk-Nash Rationalizability
Ignacio Esponda, Demian Pouzo
We study learning in complete-information games, allowing the players' models of their environment to be misspecified. We introduce Berk--Nash rationalizability: the largest self-j…
Characterizing Optimality in Dynamic Settings: A Monotonicity-based Approach
Zhuokai Huang, Demian Pouzo, Andrés RodrÃguez-Clare
We develop a novel analytical method for studying optimal paths in dynamic optimization problems under general monotonicity conditions. The method centers on a locator function --…