wanyu/IteraTeR_full_sent huggingface dataset:
Original:  The methodology is illustrated using three real data examples that highlight the differences between simple HP filtering, the data-determined boosted filter, and an alternative autoregressive approach  .
Revised:  The methodology is illustrated using three real data examples that highlight the differences between simple HP filtering, the data-determined boosted filter, and an alternative autoregressive approach . These examples show that the bHP filter is helpful in analyzing a large collection of heterogeneous macroeconomic time series that manifest various degrees of persistence, trend behavior, and volatility .
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Original:  Motivated by Thompson (1952)'s interchange of decision nodes, we attempt to capture the notion of a faithful representation of the chronological order of the moves in dynamic games which plays an important role in fields like epistemic game theory.
Revised:  Motivated by Thompson (1952)'s interchange of decision nodes, we attempt to capture the notion of a faithful representation of the chronological order of the moves in a dynamic game which plays a vital role in fields like epistemic game theory.
Edit intent: clarity
Original:  The compact extensive form provides an approach to avoid problems in dynamic game theory due to the vague definition of the chronological order of the moves, for example, belief in the opponents' future rationality (Perea (2014)) is sensitivity to the specific extensive form representative .
Revised:  The compact extensive form provides an approach to avoid problems in dynamic game theory due to the vague definition of the chronological order of the moves, for example, belief in the opponents' future rationality (Perea (2014)) 's sensitivity to the specific extensive form representative .
Edit intent: fluency
Original:  The compact extensive form provides an approach to avoid problems in dynamic game theory due to the vague definition of the chronological order of the moves, for example, belief in the opponents' future rationality (Perea (2014)) is sensitivity to the specific extensive form representative .
Revised:  The compact extensive form provides an approach to avoid problems in dynamic game theory due to the vague definition of the chronological order of the moves, for example, belief in the opponents' future rationality (Perea (2014)) is sensitivity to the specific extensive form representation .
Edit intent: fluency
Original:  We show that any strategy which can rationally be chosen under common belief in future rationality in a minimal compact game if and only if it satisfies this property in every extensive form game which can be related to it via some compactification process.
Revised:  We show that any strategy which can rationally be chosen under common belief in future rationality in a minimal compact game if and only if it satisfies this property in every extensive form game which is related to it via some compactification process.
Edit intent: clarity
Original: We introduce an operation, called compactification, to reduce an extensive form to a compact one where each decision node in the game tree can be assigned to more than one player. Motivated by Thompson (1952)'s interchange of decision nodes, we attempt to capture the notion of a faithful representation of the chronological order of the moves in a dynamic game which plays a vital role in fields like epistemic game theory. The compactification process preserves perfect recall and the unambiguity of the order among information sets. We specify an algorithm, called leaves-to-root process, which compactifies at least as many information sets as any other compactification process. The compact extensive form provides an approach to avoid problems in dynamic game theory due to the vague definition of the chronological order of the moves, for example, belief in the opponents' future rationality ( Perea ( 2014))'s sensitivity to the specific extensive form representation.
Revised: We study the relationship between invariant transformations on extensive game structures and backward dominance procedure (BD), a generalization of the classical backward induction introduced in Perea ( 2014))'s sensitivity to the specific extensive form representation.
Edit intent: meaning-changed
Original:  The compact extensive form provides an approach to avoid problems in dynamic game theory due to the vague definition of the chronological order of the moves, for example, belief in the opponents' future rationality ( Perea ( 2014))'s sensitivity to the specific extensive form representation. We show that any strategy which can rationally be chosen under common belief in future rationality in a minimal compact game if and only if it satisfies this property in every extensive form game which is related to it via some compactification process .
Revised:  The compact extensive form provides an approach to avoid problems in dynamic game theory due to the vague definition of the chronological order of the moves, for example, belief in the opponents' future rationality ( Perea ( 2014). We show that behavioral equivalence with unambiguous orderings of information sets, a critical property that guarantees BD's applicability, can be characterized by the classical Coalescing and a modified Interchange/Simultanizing in Battigalli et al. (2020). We also give conditions on transformations that improve BD's efficiency. In addition, we discuss the relationship between transformations and Bonanno (2014)'s generalized backward induction .
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Original:  The main conceptual challenge in the design of this market was the rich set of diversity considerations, which necessitated the development of an appropriate preference-specification language along with corresponding choice-function semantics, which we also theoretically analyze to a certain extent.
Revised:  The main conceptual challenge in the design of this market was the rich set of diversity considerations, which necessitated the development of an appropriate preference-specification language along with corresponding choice-function semantics, which we also theoretically analyze . Our contribution extends the existing toolbox for two-sided matching with soft constraints.
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Original:  This market was run for the first time in January 2018 and matched 1,607 candidates (out of a total of 2,580 candidates) to 35 different programs  , and has been adopted by the Joint Council of the "Mechinot" gap-year programs for the foreseeable future.
Revised:  This market was run for the first time in January 2018 and matched 1,607 candidates (out of a total of 3,120 candidates) to 35 different programs , and has been adopted by the Joint Council of the "Mechinot" gap-year programs for the foreseeable future.
Edit intent: meaning-changed
Original:  This market was run for the first time in January 2018 and matched 1,607 candidates (out of a total of 2,580 candidates) to 35 different programs  , and has been adopted by the Joint Council of the "Mechinot" gap-year programs for the foreseeable future.
Revised:  This market was run for the first time in January 2018 and matched 1,607 candidates (out of a total of 2,580 candidates) to 35 different programs , has been run twice more since , and has been adopted by the Joint Council of the "Mechinot" gap-year programs for the foreseeable future.
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Original: Variational Bayes (VB) methods have emerged as a fast and computationally-efficient alternative to  Markov chain Monte Carlo (MCMC) methods for Bayesian estimation of mixed logit models .
Revised: Variational Bayes (VB) methods have emerged as a fast and computationally-efficient alternative to maximum simulated likelihood (MSL) and Markov chain Monte Carlo (MCMC) methods for Bayesian estimation of mixed logit models .
Edit intent: meaning-changed
Original: Variational Bayes (VB) methods have emerged as a fast and computationally-efficient alternative to  Markov chain Monte Carlo (MCMC) methods for Bayesian estimation of mixed logit models .
Revised: Variational Bayes (VB) methods have emerged as a fast and computationally-efficient alternative to Markov chain Monte Carlo (MCMC) methods for the estimation of discrete choice models. Thus far, the application of VB has been limited to mixed logit models .
Edit intent: meaning-changed
Original: Variational Bayes (VB) methods have emerged as a fast and computationally-efficient alternative to  Markov chain Monte Carlo (MCMC) methods for Bayesian estimation of mixed logit models .
Revised: Variational Bayes (VB) methods have emerged as a fast and computationally-efficient alternative to Markov chain Monte Carlo (MCMC) methods for Bayesian estimation of mixed logit models with unobserved inter-individual taste variation. However, such a model formulation may be too restrictive in panel data settings, as tastes may vary both between individuals as well as across choice tasks by the same individual.
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Original:  The proposed VB method is benchmarked against MCMC in a simulation study. The results suggest that VB is substantially faster than MCMC but also noticeably less accurate, because the mean-field assumption of VB is too restrictive. Future research should thus focus on enhancing the expressiveness and flexibility of the variational approximation .
Revised:  The proposed VB method against MSL and MCMC in terms of parameter recovery, predictive accuracy and computational efficiency. The simulation study demonstrates that VB can be a fast and scalable alternative to MSL and MCMC, especially in applications in which fast predictions are paramount, as VB is observed to be between 2.8 and 17.7 times faster than the two competing methods. Furthermore, the simulation study shows that a parallelised implementation of the MSL estimator with analytical gradients is a viable alternative to MCMC in terms of both estimation accuracy and computational efficiency. In the considered experimental settings, the MSL estimator is between 0.9 and 2.1 times faster than MCMC .
Edit intent: meaning-changed
Original:  The simulation study demonstrates that VB can be a fast and scalable alternative to MSL and MCMC  , especially in applications in which fast predictions are paramount , as VB is observed to be between 2.8 and 17.7 times faster than the two competing methods .
Revised:  The simulation study shows that VB can be a fast and scalable alternative to MSL and MCMC , especially in applications in which fast predictions are paramount , as VB is observed to be between 2.8 and 17.7 times faster than the two competing methods .
Edit intent: clarity
Original:  The simulation study demonstrates that VB can be a fast and scalable alternative to MSL and MCMC  , especially in applications in which fast predictions are paramount , as VB is observed to be between 2.8 and 17.7 times faster than the two competing methods .
Revised:  The simulation study demonstrates that VB can be a fast , scalable and accurate alternative to MSL and MCMC , especially in applications in which fast predictions are paramount , as VB is observed to be between 2.8 and 17.7 times faster than the two competing methods .
Edit intent: clarity
Original:  The simulation study demonstrates that VB can be a fast and scalable alternative to MSL and MCMC  , especially in applications in which fast predictions are paramount , as VB is observed to be between 2.8 and 17.7 times faster than the two competing methods .
Revised:  The simulation study demonstrates that VB can be a fast and scalable alternative to MSL and MCMC estimation , especially in applications in which fast predictions are paramount , as VB is observed to be between 2.8 and 17.7 times faster than the two competing methods .
Edit intent: clarity
Original:  The simulation study demonstrates that VB can be a fast and scalable alternative to MSL and MCMC  , especially in applications in which fast predictions are paramount , as VB is observed to be between 2.8 and 17.7 times faster than the two competing methods .
Revised:  The simulation study demonstrates that VB can be a fast and scalable alternative to MSL and MCMC , especially in applications in which fast predictions are paramount . VB is observed to be between 2.8 and 17.7 times faster than the two competing methods .
Edit intent: coherence
Original:  The simulation study demonstrates that VB can be a fast and scalable alternative to MSL and MCMC  , especially in applications in which fast predictions are paramount , as VB is observed to be between 2.8 and 17.7 times faster than the two competing methods . Furthermore , the simulation study shows that a parallelised implementation of the MSL estimator with analytical gradients is a viable alternative to MCMC in terms of both estimation accuracy and computational efficiency .
Revised:  The simulation study demonstrates that VB can be a fast and scalable alternative to MSL and MCMC , especially in applications in which fast predictions are paramount , as VB is observed to be between 2.8 and 17.7 times faster than the two competing methods , while affording comparable or superior accuracy. Besides , the simulation study shows that a parallelised implementation of the MSL estimator with analytical gradients is a viable alternative to MCMC in terms of both estimation accuracy and computational efficiency .
Edit intent: meaning-changed
Original:  Furthermore , the simulation study shows that a parallelised implementation of the MSL estimator with analytical gradients is a viable alternative to MCMC in terms of both estimation accuracy and computational efficiency . In the considered experimental settings, the MSL estimator is  between 0.9 and 2.1 times faster than MCMC.
Revised:  Furthermore , the simulation study shows that a parallelised implementation of the MSL estimator with analytical gradients is a viable alternative to MCMC in terms of both estimation accuracy and computational efficiency , as the MSL estimator is between 0.9 and 2.1 times faster than MCMC.
Edit intent: coherence
Original:  This new class of risk statistics can be considered as a kind of risk extension of risk statisticsintroduced by Kou, Peng and Heyde (2013), and also data-based versions of cash sub-additive riskmeasures introduced by El Karoui and Ravanelli (2009) and Sun and Hu (2019) .
Revised:  This new risk extension of risk statisticsintroduced by Kou, Peng and Heyde (2013), and also data-based versions of cash sub-additive riskmeasures introduced by El Karoui and Ravanelli (2009) and Sun and Hu (2019) .
Edit intent: clarity
Original:  This new class of risk statistics can be considered as a kind of risk extension of risk statisticsintroduced by Kou, Peng and Heyde (2013), and also data-based versions of cash sub-additive riskmeasures introduced by El Karoui and Ravanelli (2009) and Sun and Hu (2019) .
Revised:  This new class of risk statistics can be considered as a kind of risk statistic can be uesd for the quantification of portfolio risk. By further developing the properties related to cash sub-additive risk statistics, we are able to derive representation results for such risk .
Edit intent: meaning-changed
Original: Most living systems rely on double-stranded DNA (dsDNA) to store their genetic information and perpetrate themselves. Thus, the biological information contained within a dsDNA molecule, in terms of a linear sequence of nucleotides, has been considered the main target of the evolution.
Revised: Most living systems rely on double-stranded DNA (dsDNA) to store their genetic information and perpetuate themselves. This biological information has been considered the main target of the evolution.
Edit intent: clarity
Original:  However, in this information-centred perspective, certain DNA sequence symmetries are difficult to explain. Here we show that these patterns can emerge from the physical peculiarities of the dsDNA molecule itself and the maximum entropy principle alone, rather than from biological or environmental evolutionary pressure.
Revised:  However, here we show that these patterns can emerge from the physical peculiarities of the dsDNA molecule itself and the maximum entropy principle alone, rather than from biological or environmental evolutionary pressure.
Edit intent: coherence
Original:  Our predictions are valid for both prokaryotes and eukaryotes, and also inform the interpretation of observed codon biases and context-dependent mutation patterns in human populations  .
Revised:  Our predictions are valid for both prokaryotes and eukaryotes, and also inform the interpretation of observed codon biases and context-dependent mutation patterns in human populations . Thus, the DNA "exceptional symmetries", emerged from the randomness, have to be taken into account when looking for the DNA encoded information .
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Original:  Experiments for Lasso and SVM with different data sets show a speedup of typically an order of magnitude compared to straightforward parallel implementations in C++ .
Revised:  Our library efficiently supports dense and sparse datasets as well as 4-bit quantized data for further possible gains in performance. We show benchmarks for Lasso and SVM with different data sets show a speedup of typically an order of magnitude compared to straightforward parallel implementations in C++ .
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Original:  Experiments for Lasso and SVM with different data sets show a speedup of typically an order of magnitude compared to straightforward parallel implementations in C++ .
Revised:  Experiments for Lasso and SVM with different data sets against straightforward parallel implementations and prior software. In particular, for Lasso on dense data, we improve the state-of-the-art by an order of magnitude compared to straightforward parallel implementations in C++ .
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Original: In this paper, we derive a uniform stochastic bound of the operator norm (or equivalently,the largest singular value)of random matrices whose elements are indexed by parameters. As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E  ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf\right)(\cdot), and \gamma_2(}\Bbf\Bbf operator norm of the matrix that consists ofthe moment functions.
Revised: For an N \times T random matrix X(\beta) with weakly dependent uniformly sub-Gaussian entries x_{it(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf\right)(\cdot), and \gamma_2(}\Bbf\Bbf operator norm of the matrix that consists ofthe moment functions.
Edit intent: meaning-changed
Original:  As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E  ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf\right)(\cdot), and \gamma_2(}\Bbf\Bbf operator norm of the matrix that consists ofthe moment functions.
Revised:  As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf, we obtain a uniform bound on its operator norm of the form\E ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf\right)(\cdot), and \gamma_2(}\Bbf\Bbf operator norm of the matrix that consists ofthe moment functions.
Edit intent: meaning-changed
Original:  As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E  ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf\right)(\cdot), and \gamma_2(}\Bbf\Bbf operator norm of the matrix that consists ofthe moment functions.
Revised:  As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E \sup_{\beta \in \Bbf ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf\right)(\cdot), and \gamma_2(}\Bbf\Bbf operator norm of the matrix that consists ofthe moment functions.
Edit intent: meaning-changed
Original:  As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E  ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf\right)(\cdot), and \gamma_2(}\Bbf\Bbf operator norm of the matrix that consists ofthe moment functions.
Revised:  As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E ||X(\beta)|| \leq CK }\left(\sqrt{\max(N,T) + \gamma_2(}\Bbf\right)(\cdot), and \gamma_2(}\Bbf\Bbf operator norm of the matrix that consists ofthe moment functions.
Edit intent: meaning-changed
Original:  As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E  ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf\right)(\cdot), and \gamma_2(}\Bbf\Bbf operator norm of the matrix that consists ofthe moment functions.
Revised:  As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf,d_\Bbf)\right)(\cdot), and \gamma_2(}\Bbf\Bbf operator norm of the matrix that consists ofthe moment functions.
Edit intent: meaning-changed
Original:  As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E  ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf\right)(\cdot), and \gamma_2(}\Bbf\Bbf operator norm of the matrix that consists ofthe moment functions.
Revised:  As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf\right), where C is an absolute constant, K controls the tail behavior of (the increments of) x_{it(\cdot), and \gamma_2(}\Bbf\Bbf operator norm of the matrix that consists ofthe moment functions.
Edit intent: meaning-changed
Original:  As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E  ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf\right)(\cdot), and \gamma_2(}\Bbf\Bbf operator norm of the matrix that consists ofthe moment functions.
Revised:  As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf\right)(\cdot), and \gamma_2(}\Bbf,d_\Bbf) is Talagrand's functional, a measure of multi-scale complexity of the metric space (\Bbf operator norm of the matrix that consists ofthe moment functions.
Edit intent: meaning-changed
Original:  As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E  ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf\right)(\cdot), and \gamma_2(}\Bbf\Bbf operator norm of the matrix that consists ofthe moment functions.
Revised:  As an application, we propose a new estimator that minimizes the(\beta) that may depend on a possibly infinite-dimensional parameter \beta\in }\Bbf\E ||X(\beta)|| \leq CK }\left( + \gamma_2(}\Bbf\right)(\cdot), and \gamma_2(}\Bbf\Bbf,d_\Bbf). We illustrate how this result may be used for estimation that seeks to minimize the operator norm of the matrix that consists ofthe moment functions.
Edit intent: meaning-changed