Alternative Title

Core Determining Class: Construction, Approximation and Inference

Publication Type

Journal Article

Version

publishedVersion

Publication Date

5-2017

Abstract

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.

Keywords

Core Determining Class, Sparse Model, Linear Programming, Inequality Selection

Discipline

Theory and Algorithms

Research Areas

Intelligent Systems and Optimization

Publication

American Economic Review: Papers & Proceedings

Volume

107

Issue

5

First Page

274

Last Page

277

ISSN

0002-8282

Identifier

10.1257/aer.p20171041

Publisher

American Economic Association

Copyright Owner and License

Authors

Comments

Based on paper given at American Economic Association Annual Meeting 2017, January 6-8, Chicago, IL

Additional URL

https://doi.org/10.1257/aer.p20171041

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