wanyu/IteraTeR_full_sent huggingface dataset:
Original:  The authors have taken part in the development of the physical engine, and they are currently working on gene expression, i.e. the process by which the heritable information in a gene - the sequence of DNA base pairs - is made into a functional gene product, such as protein or RNA. Typically, gene regulatory models employ either statistical or analytical approaches, being the former already well understood and broadly used.
Revised:  The authors have been working on gene expression, i.e. the process by which the heritable information in a gene - the sequence of DNA base pairs - is made into a functional gene product, such as protein or RNA. Typically, gene regulatory models employ either statistical or analytical approaches, being the former already well understood and broadly used.
Edit intent: coherence
Original:  These restrictions are inspired by the idea that trembles correspond to deliberate experiments by inexperienced agents who are unsure of the prevailing distribution of strategies in opponent populations  .
Revised:  These restrictions are inspired by the idea that trembles correspond to deliberate experiments by inexperienced agents who are unsure of the prevailing distribution of strategies in opponent populations , and that different players' relative "compatibilities" with various strategies determine the relative frequencies of their experiments .
Edit intent: meaning-changed
Original:  These restrictions are inspired by the idea that trembles correspond to deliberate experiments by inexperienced agents who are unsure of the prevailing distribution of play in opponent populations, and that different players' relative "compatibilities" with various strategies determine the relative frequencies of their experiments.
Revised:  These restrictions capture the idea that trembles correspond to deliberate experiments by inexperienced agents who are unsure of the prevailing distribution of play in opponent populations, and that different players' relative "compatibilities" with various strategies determine the relative frequencies of their experiments.
Edit intent: clarity
Original:  These restrictions are inspired by the idea that trembles correspond to deliberate experiments by inexperienced agents who are unsure of the prevailing distribution of play in opponent populations, and that different players' relative "compatibilities" with various strategies determine the relative frequencies of their experiments.
Revised:  These restrictions are inspired by the idea that trembles correspond to deliberate experiments by agents who are unsure of the prevailing distribution of play in opponent populations, and that different players' relative "compatibilities" with various strategies determine the relative frequencies of their experiments.
Edit intent: clarity
Original:  These restrictions are inspired by the idea that trembles correspond to deliberate experiments by inexperienced agents who are unsure of the prevailing distribution of play in opponent populations, and that different players' relative "compatibilities" with various strategies determine the relative frequencies of their experiments. We show that PCE selects the "intuitive " equilibria in a number of examples where trembling-hand perfect equilibrium (Selten, 1975) and proper equilibrium (Myerson, 1978) have no bite.
Revised:  These restrictions are inspired by the idea that trembles correspond to deliberate experiments by inexperienced agents who are unsure of the prevailing distribution of play . PCE selects intuitive equilibria in a number of examples where trembling-hand perfect equilibrium (Selten, 1975) and proper equilibrium (Myerson, 1978) have no bite.
Edit intent: coherence
Original:  We also provide learning-based microfoundations for our cross-player tremble restrictions in a class of games using three different specifications of how agents handle the exploration/exploitation trade-off: expected utility maximization, Bayesian upper confidence bounds, and Thompson sampling.
Revised:  We show that rational learning and some near-optimal heuristics imply our compatibility restrictions in a class of games using three different specifications of how agents handle the exploration/exploitation trade-off: expected utility maximization, Bayesian upper confidence bounds, and Thompson sampling.
Edit intent: meaning-changed
Original:  We also provide learning-based microfoundations for our cross-player tremble restrictions in a class of games using three different specifications of how agents handle the exploration/exploitation trade-off: expected utility maximization, Bayesian upper confidence bounds, and Thompson sampling. Finally, we conduct a lab experiment based on one of our examples and verify PCE leads to better predictions than other equilibrium concepts .
Revised:  We also provide learning-based microfoundations for our cross-player tremble restrictions in a steady-state setting and verify that our theoretical predictions also apply to finite-population simulations when all agents start learning at the same time .
Edit intent: clarity
Original: This note poses the problem of developing a non-stochastic version of Fernholz's stochastic portfolio theory and discusses a possible approach to it. In particular, it gives a non-stochastic interpretation of the tension between market efficiency and market diversity that is a key finding of stochastic portfolio theory  .
Revised: This note poses the problem of developing a non-stochastic version of Fernholz's stochastic portfolio theory for a simple model of stock markets with continuous price paths. It establishes non-stochastic interpretation of the tension between market efficiency and market diversity that is a key finding of stochastic portfolio theory .
Edit intent: meaning-changed
Original:  Using data on homicides in New South Wales, and also U.S bankruptcies , we illustrate both the flexibility of the time series copula models, and the efficacy of the variational Bayes estimator for copulas of up to 792 dimensions and 60 parameters.
Revised:  Using six example series , we illustrate both the flexibility of the time series copula models, and the efficacy of the variational Bayes estimator for copulas of up to 792 dimensions and 60 parameters.
Edit intent: meaning-changed
Original:  A common problem in this literature is a regression problem with bracketed (interval-censored) outcome variable Y, which creates a set-identified parameter of interest. The recent studies have only considered finite-dimensional linear regression in such context. To incorporate more complex controls into the problem, we consider a partially linear projection of Y on the set functions that are linear in treatment/policy variables and nonlinear in the controls. We characterize the identified set for the linear component of this projection and propose an estimator of its support function.
Revised:  A common problem in this literature is a regression problem with bracketed (interval-censored) outcome variable Y, which creates a set-identified linear models with high-dimensional covariates where the model selection is based on modern machine learning tools. I characterize the boundary (i.e, support function) of the linear component of this projection and propose an estimator of its support function.
Edit intent: clarity
Original:  We characterize the identified set for the linear component of this projection and propose an estimator of its support function.
Revised:  We characterize the identified set for the identified set using a semiparametric moment condition. Combining Neyman-orthogonality and sample splitting ideas, I construct a root-N consistent, the uniformly asymptotically Gaussian estimator of the support function. I also prove the validity of the Bayesian bootstrap procedure to conduct inference about the identified set. I provide a general method to construct a Neyman-orthogonal moment condition for the support function.
Edit intent: meaning-changed
Original:  Our estimator converges at parametric rate and has asymptotic normality properties. It may be useful for labor economics applications that involve bracketed salaries and rich, high-dimensional demographic data about the subjects of the study .
Revised:  I apply this result to estimate sharp nonparametric bounds on the average treatment effect in Lee (2008)'s model of endogenous selection and substantially tighten the bounds on this parameter in Angrist et al. (2006)'s empirical setting. I also apply this result to estimate sharp identified sets for two other parameters - a new parameter, called a partially linear predictor, and the average partial derivative when the outcome variable is recorded in intervals .
Edit intent: meaning-changed
Original:  Combining Neyman-orthogonality and sample splitting ideas, I construct a root-N consistent, the uniformly asymptotically Gaussian estimator of the support function . I also prove the validity of the Bayesian bootstrap procedure to conduct inference about the identified set.
Revised:  Combining Neyman-orthogonality and sample splitting ideas, I construct a root-N consistent, the uniformly asymptotically Gaussian estimator of the support function and propose a weighted bootstrap procedure to conduct inference about the identified set.
Edit intent: clarity
Original:  I apply this result to estimate sharp nonparametric bounds on the average treatment effect in Lee (2008)'s model of endogenous selection and substantially tighten the bounds on this parameter in Angrist et al. (2006)'s empirical setting.
Revised:  Applying my method to Lee (2008)'s model of endogenous selection and substantially tighten the bounds on this parameter in Angrist et al. (2006)'s empirical setting.
Edit intent: clarity
Original:  I apply this result to estimate sharp nonparametric bounds on the average treatment effect in Lee (2008)'s model of endogenous selection and substantially tighten the bounds on this parameter in Angrist et al. (2006)'s empirical setting.I also apply this result to estimate sharp identified sets for two other parameters - a new parameter, called a partially linear predictor, and the average partial derivative when the outcome variable is recorded in intervals .
Revised:  I apply this result to estimate sharp nonparametric bounds on the average treatment effect in Lee (2008)'s endogenous selection model, I provide the asymptotic theory for the sharp (i.e., the tightest possible) bounds on the Average Treatment Effect in the presence of high-dimensional covariates. Furthermore, I relax the conventional monotonicity assumption and allow the sign of the treatment effect on the selection (e.g., employment) to be determined by covariates. Using JobCorps data set with very rich baseline characteristics, I substantially tighten the bounds on the JobCorps effect on wages under weakened monotonicity assumption .
Edit intent: meaning-changed
Original: This study focuses on the pricing of the variance swap in the financial market where the stochastic interest rate and the volatility of the stock are  driven by Cox-Ingersoll-Ross model and Heston model with simultaneous L\'{e}vy jumps , respectively.
Revised: This paper focuses on the pricing of the variance swap in the financial market where the stochastic interest rate and the volatility of the stock are driven by Cox-Ingersoll-Ross model and Heston model with simultaneous L\'{e}vy jumps , respectively.
Edit intent: clarity
Original: This study focuses on the pricing of the variance swap in the financial market where the stochastic interest rate and the volatility of the stock are  driven by Cox-Ingersoll-Ross model and Heston model with simultaneous L\'{e}vy jumps , respectively.
Revised: This study focuses on the pricing of the variance swap in an incomplete market where the stochastic interest rate and the volatility of the stock are driven by Cox-Ingersoll-Ross model and Heston model with simultaneous L\'{e}vy jumps , respectively.
Edit intent: clarity
Original: This study focuses on the pricing of the variance swap in the financial market where the stochastic interest rate and the volatility of the stock are  driven by Cox-Ingersoll-Ross model and Heston model with simultaneous L\'{e}vy jumps , respectively.
Revised: This study focuses on the pricing of the variance swap in the financial market where the stochastic interest rate and the price of the stock are driven by Cox-Ingersoll-Ross model and Heston model with simultaneous L\'{e}vy jumps , respectively.
Edit intent: clarity
Original: This study focuses on the pricing of the variance swap in the financial market where the stochastic interest rate and the volatility of the stock are  driven by Cox-Ingersoll-Ross model and Heston model with simultaneous L\'{e}vy jumps , respectively.
Revised: This study focuses on the pricing of the variance swap in the financial market where the stochastic interest rate and the volatility of the stock are respectively driven by Cox-Ingersoll-Ross model and Heston model with simultaneous L\'{e}vy jumps , respectively.
Edit intent: fluency
Original: This study focuses on the pricing of the variance swap in the financial market where the stochastic interest rate and the volatility of the stock are  driven by Cox-Ingersoll-Ross model and Heston model with simultaneous L\'{e}vy jumps , respectively. After transforming the physical probability measure to the forward measure , we obtain a closed-form solution of the related moment-generating function having the martingale property and the affine structure .
Revised: This study focuses on the pricing of the variance swap in the financial market where the stochastic interest rate and the volatility of the stock are driven by Cox-Ingersoll-Ross model and Heston model with simultaneous L\'{e}vy jumps . By using the equilibrium framework , we obtain a closed-form solution of the related moment-generating function having the martingale property and the affine structure .
Edit intent: meaning-changed
Original:  For the special case when G is a directed acyclic graph (DAG), we show that Max-IP can be solved in polynomial time - in O(mnd_i) where d_i is the maximum indegree of a vertex in G. In the more general problem IP, the goal is to find a collection of  interesting paths such that these paths form an exact cover of E (hence they are edge-disjoint) and the overall sum of interestingness scores of all paths is maximized.
Revised:  For the special case when G is a directed acyclic graph (DAG), we show that Max-IP can be solved in polynomial time - in O(mnd_i) where d_i is the maximum indegree of a vertex in G. In the more general problem IP, the goal is to find a collection of edge-disjoint interesting paths such that these paths form an exact cover of E (hence they are edge-disjoint) and the overall sum of interestingness scores of all paths is maximized.
Edit intent: fluency
Original:  For the special case when G is a directed acyclic graph (DAG), we show that Max-IP can be solved in polynomial time - in O(mnd_i) where d_i is the maximum indegree of a vertex in G. In the more general problem IP, the goal is to find a collection of  interesting paths such that these paths form an exact cover of E (hence they are edge-disjoint) and the overall sum of interestingness scores of all paths is maximized.
Revised:  For the special case when G is a directed acyclic graph (DAG), we show that Max-IP can be solved in polynomial time - in O(mnd_i) where d_i is the maximum indegree of a vertex in G. In the more general problem IP, the goal is to find a collection of interesting paths such that the overall sum of interestingness scores of all paths is maximized.
Edit intent: meaning-changed
Original:  For the special case when G is a directed acyclic graph (DAG), we show that Max-IP can be solved in polynomial time - in O(mnd_i) where d_i is the maximum indegree of a vertex in G. In the more general problem IP, the goal is to find a collection of  interesting paths such that these paths form an exact cover of E (hence they are edge-disjoint) and the overall sum of interestingness scores of all paths is maximized.
Revised:  For the special case when G is a directed acyclic graph (DAG), we show that Max-IP can be solved in polynomial time - in O(mnd_i) where d_i is the maximum indegree of a vertex in G. In the more general problem IP, the goal is to find a collection of interesting paths such that these paths form an exact cover of E (hence they are edge-disjoint) and the overall sum of their interestingness scores is maximized.
Edit intent: clarity
Original:  We also study a variant of IP termed k-IP, where the goal is to identify a collection of edge-disjoint interesting paths each with k edges, and the total interestingness score of all paths is maximized.
Revised:  We also study a variant of IP termed k-IP, where the goal is to identify a collection of edge-disjoint interesting paths each with k edges, and their total interestingness score of all paths is maximized.
Edit intent: clarity
Original:  We also study a variant of IP termed k-IP, where the goal is to identify a collection of edge-disjoint interesting paths each with k edges, and the total interestingness score of all paths is maximized.
Revised:  We also study a variant of IP termed k-IP, where the goal is to identify a collection of edge-disjoint interesting paths each with k edges, and the total interestingness score is maximized.
Edit intent: clarity
Original:  While k-IP can be solved in polynomial time for k <= 2, we show k-IP is NP-complete for k >= 3. Further, we show that k-IP remains NP-complete for k >= 3 even for the case when G is a DAG.
Revised:  While k-IP can be solved in polynomial time for k <= 2, we show k-IP is NP-complete for k >= 3 even for the case when G is a DAG.
Edit intent: clarity
Original:  While k-IP can be solved in polynomial time for k <= 2, we show k-IP is NP-complete for k >= 3. Further, we show that k-IP remains NP-complete for k >= 3 even for the case when G is a DAG.
Revised:  While k-IP can be solved in polynomial time for k <= 2, we show k-IP is NP-complete for k >= 3. Further, we show that k-IP remains NP-complete for k >= 3 even when G is a DAG.
Edit intent: clarity
Original:  We now ask a question: Can higher savings moderate the income inequality?
Revised:  We are interested in gaining an insight about the co-evolution of the countries in the inequality space, from a data science perspective. For this purpose, we use the time series data for Gini indices of different countries, and construct the equal-time cross-correlation matrix. We then use this to construct a similarity matrix and generate a map with the countries as different points generated through a multi-dimensional scaling technique. We also produce a similar map of different countries using the time series data for Gross Domestic Savings (\% of GDP). We also pose a different, yet significant, question: Can higher savings moderate the income inequality?
Edit intent: meaning-changed
Original:  In this paper, we have tried to address this question and establish an empirical link between the income inequality with savings, mainly for closed economies, and also relate it to an existing theoretical model  based on the principle of kinetic theory of gases.
Revised:  In this paper, we have tried to address this question through another data science technique - linear regression, to seek an empirical linkage between the income inequality with savings, mainly for closed economies, and also relate it to an existing theoretical model based on the principle of kinetic theory of gases.
Edit intent: meaning-changed
Original:  In this paper, we have tried to address this question and establish an empirical link between the income inequality with savings, mainly for closed economies, and also relate it to an existing theoretical model  based on the principle of kinetic theory of gases.
Revised:  In this paper, we have tried to address this question and establish an empirical link between the income inequality and savings, mainly for closed economies, and also relate it to an existing theoretical model based on the principle of kinetic theory of gases.
Edit intent: fluency
Original:  In this paper, we have tried to address this question and establish an empirical link between the income inequality with savings, mainly for closed economies, and also relate it to an existing theoretical model  based on the principle of kinetic theory of gases.
Revised:  In this paper, we have tried to address this question and establish an empirical link between the income inequality with savings, mainly for relatively small or closed economies. This question was inspired from an existing theoretical model based on the principle of kinetic theory of gases.
Edit intent: meaning-changed
Original:  In this paper, we have tried to address this question and establish an empirical link between the income inequality with savings, mainly for closed economies, and also relate it to an existing theoretical model  based on the principle of kinetic theory of gases.
Revised:  In this paper, we have tried to address this question and establish an empirical link between the income inequality with savings, mainly for closed economies, and also relate it to an existing theoretical model proposed by Chakraborti-Chakrabarti (2000), based on the principle of kinetic theory of gases.
Edit intent: meaning-changed
Original:  We tested our model empirically using Gini Index (a measure for income inequality) and Gross Domestic Savings (percentage of GDP) , and observed that our model holds reasonably true for many real closed economies of the world.
Revised:  We tested our model empirically using Gini index and Gross Domestic Savings (percentage of GDP) , and observed that our model holds reasonably true for many real closed economies of the world.
Edit intent: clarity
Original:  We tested our model empirically using Gini Index (a measure for income inequality) and Gross Domestic Savings (percentage of GDP) , and observed that our model holds reasonably true for many real closed economies of the world.
Revised:  We tested our model empirically using Gini Index (a measure for income inequality) and Gross Domestic Savings , and observed that our model holds reasonably true for many real closed economies of the world.
Edit intent: clarity
Original:  We tested our model empirically using Gini Index (a measure for income inequality) and Gross Domestic Savings (percentage of GDP) , and observed that our model holds reasonably true for many real closed economies of the world.
Revised:  We tested our model empirically using Gini Index (a measure for income inequality) and Gross Domestic Savings (percentage of GDP) , and observed that the model holds reasonably true for many real closed economies of the world.
Edit intent: fluency
Original:  We tested our model empirically using Gini Index (a measure for income inequality) and Gross Domestic Savings (percentage of GDP) , and observed that our model holds reasonably true for many real closed economies of the world.
Revised:  We tested our model empirically using Gini Index (a measure for income inequality) and Gross Domestic Savings (percentage of GDP) , and observed that our model holds reasonably true for many economies of the world.
Edit intent: clarity
Original: This paper develops procedures for computing a confidence set for a latent group structure. We study panel data models with unobserved grouped heterogeneity where each unit 's regression curve is determined by the unit's latent group membership .
Revised: We develop new procedures to quantify the statistical uncertainty from sorting units in panel data into groups using data-driven clustering algorithms. In our setting, each unit belongs to one of a finite number of latent groups and its regression curve is determined by the unit's latent group membership .
Edit intent: clarity