Monograph records
https://feeds.library.caltech.edu/people/Tamuz-O/monograph.rss
A Caltech Library Repository Feedhttp://www.rssboard.org/rss-specificationpython-feedgenenTue, 16 Apr 2024 14:23:02 +0000Bundling Customers: How to Exploit Trust Among Customers to Maximize Seller Profit
https://resolver.caltech.edu/CaltechAUTHORS:20161110-143929904
Authors: {'items': [{'id': 'Mossel-E', 'name': {'family': 'Mossel', 'given': 'Elchanan'}, 'orcid': '0000-0001-7812-7886'}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}]}
Year: 2016
DOI: 10.48550/arXiv.1202.0969
We consider an auction of identical digital goods to customers whose valuations are drawn independently from known distributions. Myerson's classic result identifies the truthful mechanism that maximizes the seller's expected profit. Under the assumption that in small groups customers can learn each others' valuations, we show how Myerson's result can be improved to yield a higher payoff to the seller using a mechanism that offers groups of customers to buy bundles of items.https://authors.library.caltech.edu/records/1248d-kht92Efficient Bayesian Social Learning on Trees
https://resolver.caltech.edu/CaltechAUTHORS:20161110-083842987
Authors: {'items': [{'id': 'Kanoria-Y', 'name': {'family': 'Kanoria', 'given': 'Yashodhan'}}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}]}
Year: 2016
DOI: 10.48550/arXiv.1102.1398
We consider a set of agents who are attempting to
iteratively learn the 'state of the world' from their
neighbors in a social network. Each agent initially
receives a noisy observation of the true state of the
world. The agents then repeatedly 'vote' and observe the votes of some of their peers, from which they gain more information. The agents' calculations are Bayesian and aim to myopically maximize the expected utility at each iteration.
This model, introduced by Gale and Kariv (2003),
is a natural approach to learning on networks. However, it has been criticized, chiefly because the agents' decision rule appears to become computationally intractable as the number of iterations advances. For instance, a dynamic programming approach (part of this work) has running time that is exponentially large in min(n; (d - 1)^t), where n is the number of agents.
We provide a new algorithm to perform the agents' computations on locally tree-like graphs. Our algorithm uses the dynamic cavity method to drastically reduce computational effort. Let d be the maximum degree and t be the iteration number. The computational effort needed per agent is exponential only in O(td) (note that the number of possible information sets of a neighbor at time t is itself exponential in td).
Under appropriate assumptions on the rate of convergence, we deduce that each agent is only required to spend polylogarithmic (in 1=є) computational effort to approximately learn the true state of the world with error probability є, on regular trees of degree at least five. We provide numerical and other evidence to justify our assumption on convergence rate.
We extend our results in various directions, including loopy graphs. Our results indicate efficiency of iterative Bayesian social learning in a wide range of situations, contrary to widely held beliefs.https://authors.library.caltech.edu/records/cazf0-pdg89The Sys-Rem Detrending Algorithm: Implementation and Testing
https://resolver.caltech.edu/CaltechAUTHORS:20161115-090420610
Authors: {'items': [{'id': 'Mazeh-T', 'name': {'family': 'Mazeh', 'given': 'T.'}}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'O.'}, 'orcid': '0000-0002-0111-0418'}, {'id': 'Zucker-S', 'name': {'family': 'Zucker', 'given': 'S.'}}]}
Year: 2016
DOI: 10.48550/arXiv.0612418
Sys-Rem (Tamuz, Mazeh & Zucker 2005) is a detrending algorithm designed to remove systematic effects in a large set of lightcurves obtained by a photometric survey. The algorithm works without any prior knowledge of the effects, as long as they appear in many stars of the sample. This paper presents the basic principles of Sys-Rem and discusses a parameterization used to determine the number of effects removed. We assess the performance of Sys-Rem on simulated transits injected into WHAT survey data. This test is proposed as a general scheme to assess the effectiveness of detrending algorithms. Application of Sys-Rem to the OGLE dataset demonstrates the power of the algorithm. We offer a coded implementation of Sys-Rem to the community.https://authors.library.caltech.edu/records/e707h-hty72Analysis of the eclipsing binaries in the LMC discovered by OGLE: period distribution and frequency of the short-period binaries
https://resolver.caltech.edu/CaltechAUTHORS:20161115-085954023
Authors: {'items': [{'id': 'Mazeh-T', 'name': {'family': 'Mazeh', 'given': 'Tsevi'}}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}, {'id': 'North-P', 'name': {'family': 'North', 'given': 'Pierre'}}]}
Year: 2016
DOI: 10.48550/arXiv.0611482
We review the results of our analysis of the OGLE LMC eclipsing binaries (Mazeh, Tamuz & North 2006), using EBAS -- Eclipsing Binary Automated Solver, an automated algorithm to fit lightcurves of eclipsing binaries (Tamuz, Mazeh & North 2006).
After being corrected for observational selection effects, the set of detected eclipsing binaries yielded the period distribution and the frequency of all LMC short-period binaries, and not just the eclipsing systems.
Somewhat surprisingly, the period distribution is consistent with a flat distribution in log P between 2 and 10 days. The total number of binaries with periods shorter than 10 days in the LMC was estimated to be about 5000. This figure led us to suggest that (0.7 ± 0.4)% of the main-sequence A- and B-type stars are found in binaries with periods shorter than 10 days. This frequency is substantially smaller than the fraction of binaries found by small Galactic radial-velocity surveys of B stars.https://authors.library.caltech.edu/records/2sd25-3ax57Weak equivalence of stationary actions and the entropy realization problem
https://resolver.caltech.edu/CaltechAUTHORS:20161111-122744051
Authors: {'items': [{'id': 'Burton-P', 'name': {'family': 'Burton', 'given': 'Peter'}}, {'id': 'Lupini-M', 'name': {'family': 'Lupini', 'given': 'Martino'}, 'orcid': '0000-0003-1588-7057'}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}]}
Year: 2016
DOI: 10.48550/arXiv.1603.05013
We introduce the notion of weak containment for stationary actions of a countable group and define a natural topology on the space of weak equivalence classes. We prove that Furstenberg entropy is an invariant of weak equivalence, and moreover that it descends to a continuous function on the space of weak equivalence classes.https://authors.library.caltech.edu/records/1fbtx-nyk67Textual Features for Programming by Example
https://resolver.caltech.edu/CaltechAUTHORS:20161114-080916122
Authors: {'items': [{'id': 'Menon-A-K', 'name': {'family': 'Menon', 'given': 'Aditya Krishna'}}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}, {'id': 'Gulwani-S', 'name': {'family': 'Gulwani', 'given': 'Sumit'}}, {'id': 'Lampson-B', 'name': {'family': 'Lampson', 'given': 'Butler'}}, {'id': 'Kalai-A-T', 'name': {'family': 'Kalai', 'given': 'Adam Tauman'}}]}
Year: 2016
DOI: 10.48550/arXiv.1209.3811
In Programming by Example, a system attempts to infer a program from input and output examples, generally by searching for a composition of certain base functions. Performing a naїve brute force search is infeasible for even mildly involved tasks. We note that the examples themselves often present clues as to which
functions to compose, and how to rank the resulting programs. In text processing, which is our domain of interest, clues arise from simple textual features: for example, if parts of the input and output strings are permutations of one another, this suggests that sorting may be useful. We describe a system that learns the reliability of such clues, allowing for faster search and a principled ranking over programs. Experiments on a prototype of this system show that this learning scheme facilitates efficient inference on a range of text processing tasks.https://authors.library.caltech.edu/records/z6wkq-brk71Symbolic dynamics on amenable groups: the entropy of generic shifts
https://resolver.caltech.edu/CaltechAUTHORS:20161111-134938105
Authors: {'items': [{'id': 'Frisch-J', 'name': {'family': 'Frisch', 'given': 'Joshua'}}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}]}
Year: 2016
DOI: 10.48550/arXiv.1503.06251
Let G be a finitely generated amenable group. We study the space of shifts on G over a given finite alphabet A. We show that the zero entropy shifts are generic in this space, and that more generally the shifts of entropy c are generic in the space of shifts with entropy at least c. The same is shown to hold for the space of transitive shifts and for the space of weakly mixing shifts.
As applications of this result, we show that for every entropy value c∈[0,log|A|] there is a weakly mixing subshift of A^G with entropy c. We also show that the set of strongly irreducible shifts does not form a G_δ in the space of shifts, and that all non-trivial, strongly irreducible shifts are non-isolated points in this space.https://authors.library.caltech.edu/records/tkvca-n5335Convergence, unanimity and disagreement in majority dynamics on unimodular graphs and random graphs
https://resolver.caltech.edu/CaltechAUTHORS:20161111-145123837
Authors: {'items': [{'id': 'Benjamini-I', 'name': {'family': 'Benjamini', 'given': 'Itai'}}, {'id': 'Chan-Siu-On', 'name': {'family': 'Chan', 'given': 'Siu-On'}}, {'id': "O'Donnell-R", 'name': {'family': "O'Donnell", 'given': 'Ryan'}}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}, {'id': 'Tan-Li-Yang', 'name': {'family': 'Tan', 'given': 'Li-Yang'}}]}
Year: 2016
DOI: 10.48550/arXiv.1405.2486
In majority dynamics, agents located at the vertices of an undirected simple graph update their binary opinions synchronously by adopting those of the majority of their neighbors.
On infinite unimodular transitive graphs (e.g., Cayley graphs), when initial opinions are chosen from a distribution that is invariant with respect to the graph automorphism group, we show that the opinion of each agent almost surely either converges, or else eventually oscillates with period two; this is known to hold for finite graphs, but not for all infinite graphs.
On Erdős-Rényi random graphs with degrees Ω(n√), we show that when initial opinions are chosen i.i.d. then agents all converge to the initial majority opinion, with constant probability. Conversely, on random 4-regular finite graphs, we show that with high probability different agents converge to different opinions.https://authors.library.caltech.edu/records/av4tc-q2055An Abramov formula for stationary spaces of discrete groups
https://resolver.caltech.edu/CaltechAUTHORS:20161114-064703507
Authors: {'items': [{'id': 'Hartman-Y', 'name': {'family': 'Hartman', 'given': 'Yair'}}, {'id': 'Lima-Y', 'name': {'family': 'Lima', 'given': 'Yuri'}}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}]}
Year: 2016
DOI: 10.48550/arXiv.1204.5414
Let (G, μ) be a discrete group equipped with a generating probability measure, and let Γ be a finite index subgroup of G. A μ-random walk on G, starting from the identity, returns to Γ with probability one. Let θ be the hitting measure, or the distribution of the position in which the random walk first hits Γ.
We prove that the Furstenberg entropy of a (G, μ)-stationary space, with respect to the induced action of (Γ, θ), is equal to the Furstenberg entropy with respect to the action of (G, μ), times the index of Γ in G. The index is shown to be equal to the expected return time to Γ.
As a corollary, when applied to the Furstenberg-Poisson boundary of (G, μ), we prove that the random walk entropy of (Γ, θ) is equal to the random walk entropy of (G, μ), times the index of Γ in G.https://authors.library.caltech.edu/records/2qapf-ext21The cost of information
https://resolver.caltech.edu/CaltechAUTHORS:20190404-161816718
Authors: {'items': [{'id': 'Pomatto-L', 'name': {'family': 'Pomatto', 'given': 'Luciano'}, 'orcid': '0000-0002-4331-8436'}, {'id': 'Strack-P', 'name': {'family': 'Strack', 'given': 'Philipp'}}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}]}
Year: 2019
DOI: 10.48550/arXiv.1812.04211
We develop an axiomatic theory of information acquisition that captures the idea of constant marginal costs in information production: the cost of generating two independent signals is the sum of their costs, and generating a signal with probability half costs half its original cost. Together with a monotonicity and a continuity conditions, these axioms determine the cost of a signal up to a vector of parameters. These parameters have a clear economic interpretation and determine the difficulty of distinguishing states. We argue that this cost function is a versatile modeling tool that leads to more realistic predictions than mutual information.https://authors.library.caltech.edu/records/yrhbn-2yz42There are no monotone homomorphisms out of the convolution semigroup
https://resolver.caltech.edu/CaltechAUTHORS:20200123-105749369
Authors: {'items': [{'id': 'Fritz-Tobias', 'name': {'family': 'Fritz', 'given': 'Tobias'}}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}]}
Year: 2020
DOI: 10.48550/arXiv.1912.01733
We prove that there is no nonzero way of assigning real numbers to probability measures on R in a way which is monotone under first-order stochastic dominance and additive under convolution.https://authors.library.caltech.edu/records/z89d1-ffk59On the spectrum of asymptotic entropies of random walks
https://resolver.caltech.edu/CaltechAUTHORS:20200124-085648355
Authors: {'items': [{'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}, {'id': 'Zheng-Tianyi', 'name': {'family': 'Zheng', 'given': 'Tianyi'}}]}
Year: 2020
DOI: 10.48550/arXiv.1903.01312
Given a random walk on a free group, we study the random walks it induces on the group's quotients. We show that the spectrum of asymptotic entropies of the induced random walks has no isolated points, except perhaps its maximum.https://authors.library.caltech.edu/records/hr7ja-y2861Invariant random subgroups of semidirect products
https://resolver.caltech.edu/CaltechAUTHORS:20200124-092403035
Authors: {'items': [{'id': 'Biringer-I', 'name': {'family': 'Biringer', 'given': 'Ian'}}, {'id': 'Bowen-L', 'name': {'family': 'Bowen', 'given': 'Lewis'}}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}]}
Year: 2020
DOI: 10.48550/arXiv.1703.01282
We study invariant random subgroups (IRSs) of semidirect products G = A⋊Γ. In particular, we characterize all IRSs of parabolic subgroups of SL_d(R), and show that all ergodic IRSs of R^d⋊SL_d(R) are either of the form R^d⋊K for some IRS of SL_d(R), or are induced from IRSs of Λ⋊SL(Λ), where Λ < R^d is a lattice.https://authors.library.caltech.edu/records/njjv8-zag17Characteristic measures of symbolic dynamical systems
https://resolver.caltech.edu/CaltechAUTHORS:20200615-160518971
Authors: {'items': [{'id': 'Frisch-J', 'name': {'family': 'Frisch', 'given': 'Joshua'}}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}]}
Year: 2020
DOI: 10.48550/arXiv.1908.02930
A probability measure is a characteristic measure of a topological dynamical system if it is invariant to the automorphism group of the system. We show that zero entropy shifts always admit characteristic measures. We use similar techniques to show that automorphism groups of minimal zero entropy shifts are sofic.https://authors.library.caltech.edu/records/2rh1h-48t12Background Risk and Small-Stakes Risk Aversion
https://resolver.caltech.edu/CaltechAUTHORS:20210303-154333226
Authors: {'items': [{'id': 'Mu-Xiaosheng', 'name': {'family': 'Mu', 'given': 'Xiaosheng'}, 'orcid': '0000-0002-2868-5182'}, {'id': 'Pomatto-L', 'name': {'family': 'Pomatto', 'given': 'Luciano'}, 'orcid': '0000-0002-4331-8436'}, {'id': 'Strack-Philipp', 'name': {'family': 'Strack', 'given': 'Philipp'}, 'orcid': '0000-0002-7960-9243'}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}]}
Year: 2021
DOI: 10.48550/arXiv.2010.08033
We show that under plausible levels of background risk, no theory of choice under risk---such as expected utility theory, prospect theory, or rank dependent utility---can simultaneously satisfy the following three economic postulates: (i) Decision makers are risk-averse over small gambles, (ii) they respect stochastic dominance, and (iii) they account for background risk.https://authors.library.caltech.edu/records/2wy8c-yg798Taxes and Market Power: A Principal Components Approach
https://resolver.caltech.edu/CaltechAUTHORS:20220707-170547552
Authors: {'items': [{'id': 'Galeotti-Andrea', 'name': {'family': 'Galeotti', 'given': 'Andrea'}, 'orcid': '0000-0002-3071-9767'}, {'id': 'Golub-Benjamin', 'name': {'family': 'Golub', 'given': 'Benjamin'}}, {'id': 'Goyal-Sanjeev', 'name': {'family': 'Goyal', 'given': 'Sanjeev'}}, {'id': 'Talamàs-Eduard', 'name': {'family': 'Talamàs', 'given': 'Eduard'}, 'orcid': '0000-0002-9128-0532'}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}]}
Year: 2022
DOI: 10.48550/arXiv.2112.08153
Suppliers of differentiated goods make simultaneous pricing decisions, which are strategically linked. Because of market power, the equilibrium is inefficient. We study how a policymaker should target a budget-balanced tax-and-subsidy policy to increase welfare. A key tool is a certain basis for the goods space, determined by the network of interactions among suppliers. It consists of eigenbundles -- orthogonal in the sense that a tax on any eigenbundle passes through only to its own price -- with pass-through coefficients determined by associated eigenvalues. Our basis permits a simple characterization of optimal interventions. A planner maximizing consumer surplus should tax eigenbundles with low pass-through and subsidize ones with high pass-through. The Pigouvian leverage of the system -- the gain in consumer surplus achievable by an optimal tax scheme -- depends only on the dispersion of the eigenvalues of the matrix of strategic interactions. We interpret these results in terms of the network structure of the market.https://authors.library.caltech.edu/records/5qyvs-abm77Information Cascades and Social Learning
https://resolver.caltech.edu/CaltechAUTHORS:20220707-170537442
Authors: {'items': [{'id': 'Bikhchandani-Sushil', 'name': {'family': 'Bikhchandani', 'given': 'Sushil'}, 'orcid': '0000-0003-0554-072X'}, {'id': 'Hirshleifer-David', 'name': {'family': 'Hirshleifer', 'given': 'David'}, 'orcid': '0000-0003-0280-8882'}, {'id': 'Tamuz-O', 'name': {'family': 'Tamuz', 'given': 'Omer'}, 'orcid': '0000-0002-0111-0418'}, {'id': 'Welch-Ivo', 'name': {'family': 'Welch', 'given': 'Ivo'}, 'orcid': '0000-0002-4347-7250'}]}
Year: 2022
DOI: 10.48550/arXiv.2105.11044
We review the theory of information cascades and social learning. Our goal is to describe in a relatively integrated and accessible way the more important themes, insights and applications of the literature as it has developed over the last thirty years. We also highlight open questions and promising directions for further theoretical and empirical exploration.https://authors.library.caltech.edu/records/qye4a-re870