用于以算法替代人工决策者的统计检验 、 最优分配中的统计推断:规律及启示
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时间和日期
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2025-07-11 (星期五) 10:00 上午
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12:00 下午
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| 标题: | 用于以算法替代人工决策者的统计检验 、 最优分配中的统计推断:规律及启示 |
| 日期和时间: |
2025年7月11日(周五) 10:00-12:00 |
| 地点 | 综合教学楼D904会议室 |
| 主讲人: |
洪瀚教授 斯坦福大学 |
| 摘要: |
Paper 1: Statistical Tests for Replacing Human Decision Makers with Algorithms This paper proposes a statistical framework of using artificial intelligence to improve human decision making. The performance of each human decision maker is benchmarked against that of machine predictions. We replace the diagnoses made by a subset of the decision makers with the recommendation from the machine learning algorithm. We apply both a heuristic frequentist approach and a Bayesian posterior loss function approach to abnormal birth detection using a nationwide data set of doctor diagnoses from prepregnancy checkups of reproductive-age couples and pregnancy outcomes. We find that our algorithm on a test data set results in a higher overall true positive rate and a lower false positive rate than the diagnoses made by doctors only. Paper 2: Statistical Inference of Optimal Allocations I: Regularities and their Implications In this paper, we develop a functional differentiability approach for solving statistical optimal allocation problems. We derive Hadamard differentiability of the value functions through analyzing the properties of the sorting operator using tools from geometric measure theory. Building on our Hadamard differentiability results, we apply the functional delta method to obtain the asymptotic properties of the value function process for the binary constrained optimal allocation problem and the plug-in ROC curve estimator. Moreover, the convexity of the optimal allocation value functions facilitates demonstrating the degeneracy of first order derivatives with respect to the policy. We then present a double / debiased estimator for the value functions. Importantly, the conditions that validate Hadamard differentiability justify the margin assumption from the statistical classification literature for the fast convergence rate of plug-in methods. |
| 主讲人简介: | 洪瀚博士自2007年以来一直担任斯坦福大学经济学教授。他于1993年毕业于中山大学岭南学院,获得国际贸易专业学士学位。1998年,他在斯坦福大学获得经济学博士学位后,曾在普林斯顿大学担任助理教授至2003年,随后于2003年至2007年在杜克大学担任副教授和教授。他的研究兴趣集中在计量经济学、产业组织以及应用微观经济学分析领域。他在顶级经济学和计量经济学期刊上发表了广泛的研究成果。2009年,他被选为国际知名经济学家与计量经济学家组织——计量经济学会(Econometric Society)的成员。该学会在2014年拥有约700名世界各地的会员,新会员通过匿名投票程序每年选举产生。此外,洪教授还曾受邀访问并授课于北京大学、中国人民大学、中山大学、香港科技大学、芝加哥大学以及比利时鲁汶大学(Catholic Université de Louvain)。目前,他担任《计量经济学杂志》(Journal of Econometrics)的联合主编,该杂志是计量经济学研究领域的旗舰刊物。 |