Using domain models for context-rich user logging

This paper describes the prototype interactive search sys- Tem being developed within the AutoAdapt project1. The AutoAdapt project seeks to enhance the user experience in searching for information and navigating within selected do- main collections by providing structured representations of domain knowledge to be directly explored, logged, adapted and updated to refject user needs. We propose that this structure is a valuable stepping-stone in context-rich logging of user activities within the information seeking environment. Here we describe the primary components that have been implemented and the user interactions that it will support

DSGE Models in a Data-Rich Environment.

Standard practice for the estimation of dynamic stochastic general equilibrium (DSGE) models maintains the assumption that economic variables are properly measured by a single indicator, and that all relevant information for the estimation is summarized by a small number of data series. However, recent empirical research on factor models has shown that information contained in large data sets is relevant for the evolution of important macroeconomic series. This suggests that conventional model estimates and inference based on estimated DSGE models might be distorted. In this paper, we propose an empirical framework for the estimation of DSGE models that exploits the relevant information from a data-rich environment. This framework provides an interpretation of all information contained in a large data set, and in particular of the latent factors, through the lenses of a DSGE model. The estimation involves Markov-Chain Monte-Carlo (MCMC) methods. We apply this estimation approach to a state-of-the-art DSGE monetary model. We find evidence of imperfect measurement of the model's theoretical concepts, in particular for inflation. We show that exploiting more information is important for accurate estimation of the model's concepts and shocks, and that it implies different conclusions about key structural parameters and the sources of economic fluctuations.DSGE models ; Measurement error ; Large data sets ; Factor models ; Forecasting ; MCMC ; Bayesian estimation.

DSGE Models in a Data-Rich Environment

Standard practice for the estimation of dynamic stochastic general equilibrium (DSGE) models maintains the assumption that economic variables are properly measured by a single indicator, and that all relevant information for the estimation is summarized by a small number of data series. However, recent empirical research on factor models has shown that information contained in large data sets is relevant for the evolution of important macroeconomic series. This suggests that conventional model estimates and inference based on estimated DSGE models might be distorted. In this paper, we propose an empirical framework for the estimation of DSGE models that exploits the relevant information from a data-rich environment. This framework provides an interpretation of all information contained in a large data set, and in particular of the latent factors, through the lenses of a DSGE model. The estimation involves Markov-Chain Monte-Carlo (MCMC) methods. We apply this estimation approach to a state-of-the-art DSGE monetary model. We find evidence of imperfect measurement of the model's theoretical concepts, in particular for inflation. We show that exploiting more information is important for accurate estimation of the model's concepts and shocks, and that it implies different conclusions about key structural parameters and the sources of economic fluctuations.

Better Optimism By Bayes: Adaptive Planning with Rich Models

The computational costs of inference and planning have confined Bayesian model-based reinforcement learning to one of two dismal fates: powerful Bayes-adaptive planning but only for simplistic models, or powerful, Bayesian non-parametric models but using simple, myopic planning strategies such as Thompson sampling. We ask whether it is feasible and truly beneficial to combine rich probabilistic models with a closer approximation to fully Bayesian planning. First, we use a collection of counterexamples to show formal problems with the over-optimism inherent in Thompson sampling. Then we leverage state-of-the-art techniques in efficient Bayes-adaptive planning and non-parametric Bayesian methods to perform qualitatively better than both existing conventional algorithms and Thompson sampling on two contextual bandit-like problems.Comment: 11 pages, 11 figure

Improved Relation Extraction with Feature-Rich Compositional Embedding Models

Compositional embedding models build a representation (or embedding) for a linguistic structure based on its component word embeddings. We propose a Feature-rich Compositional Embedding Model (FCM) for relation extraction that is expressive, generalizes to new domains, and is easy-to-implement. The key idea is to combine both (unlexicalized) hand-crafted features with learned word embeddings. The model is able to directly tackle the difficulties met by traditional compositional embeddings models, such as handling arbitrary types of sentence annotations and utilizing global information for composition. We test the proposed model on two relation extraction tasks, and demonstrate that our model outperforms both previous compositional models and traditional feature rich models on the ACE 2005 relation extraction task, and the SemEval 2010 relation classification task. The combination of our model and a log-linear classifier with hand-crafted features gives state-of-the-art results.Comment: 12 pages for EMNLP 201

DSGE Models in a Data-Rich Environment

Standard practice for the estimation of dynamic stochastic general equilibrium (DSGE) models maintains the assumption that economic variables are properly measured by a single indicator, and that all relevant information for the estimation is summarized by a small number of data series. However, recent empirical research on factor models has shown that information contained in large data sets is relevant for the evolution of important macroeconomic series. This suggests that conventional model estimates and inference based on estimated DSGE models might be distorted. In this paper, we propose an empirical framework for the estimation of DSGE models that exploits the relevant information from a data-rich environment. This framework provides an interpretation of all information contained in a large data set, and in particular of the latent factors, through the lenses of a DSGE model. The estimation involves Markov-Chain Monte-Carlo (MCMC) methods. We apply this estimation approach to a state-of-the-art DSGE monetary model. We find evidence of imperfect measurement of the model's theoretical concepts, in particular for inflation. We show that exploiting more information is important for accurate estimation of the model's concepts and shocks, and that it implies different conclusions about key structural parameters and the sources of economic fluctuations.

Stellar yields from metal-rich asymptotic giant branch models

We present new theoretical stellar yields and surface abundances for three grids of metal-rich asymptotic giant branch (AGB) models. Post-processing nucleosynthesis results are presented for stellar models with initial masses between 1$M_{\odot}$ and 7.5$M_{\odot}$ for $Z=0.007$, and 1$M_{\odot}$ and 8$M_{\odot}$ for $Z=0.014$ (solar) and $Z=0.03$. We include stellar surface abundances as a function of thermal pulse on the AGB for elements from C to Bi and for a selection of isotopic ratios for elements up to Fe and Ni (e.g., $^{12}$C/$^{13}$C), which can be obtained from observations of molecules in stars and from the laboratory analysis of meteoritic stardust grains. Ratios of elemental abundances of He/H, C/O, and N/O are also included, which are useful for direct comparison to observations of AGB stars and their progeny including planetary nebulae. The integrated elemental stellar yields are presented for each model in the grid for hydrogen, helium and all stable elements from C to Bi. Yields of Li are also included for intermediate-mass models with hot bottom burning. We present the first $slow$ neutron-capture ($s$-process) yields for super-solar metallicity AGB stars with $Z=0.03$, and the first complete $s$-process yields for models more massive than 6$M_{\odot}$ at all three metallicities.Comment: 20 pages, 20 figures, includes supplementary surface abundance and yield data tables; accepted for publication in Ap