wanyu/IteraTeR_full_sent huggingface dataset:
Original:  We prove both the existence of a D1 equilibrium and the uniqueness of the equilibrium interim payoff vector for the seller. The uniqueness result holds even if the refinement concept is weakened to the intuitive criterionunder certain regularity conditions. The refined equilibriumpayoff vectors for both players are characterized by the seller's best incentive-feasible allocation among those that are ex post incentive compatible and individually rational for the buyer. The allocation takes a simple format of (almost-)fixed prices if the virtual surplus is strictly increasing in the buyer's type. We show that the privacy of the seller's information causes undersupply of the good and reduces both players' interim payoffs .
Revised:  We refine equilibria by the intuitive criterion. To eliminate each unintuitive equilibrium, we design an indirect mechanism that elicits both parties' common knowledge of the buyer's off-path belief after the mechanism itself is offered. The mechanism uses the elicited belief to decide what allocation is fully implemented. We characterize both parties' interim payoff vectors in intuitive equilibria. The result implies the uniqueness of the seller's information causes undersupply of the good and reduces both players' interim payoffs .
Edit intent: coherence
Original: We study the informed principal problems in a  bilateral trade environment where both seller and buyer have private information about the types affecting their interdependent valuations. The seller has full bargaining power to offer a trading mechanism. We refine equilibria by the intuitive criterion.
Revised: We study the informed principal problems in a bilateral trade environment with interdependent values. This interdependency causes the problem of multiple equilibria in the mechanism-selection game, while bilateral asymmetric information creates some difficulties in refinement analyses. Applying general methodologies of mechanism design, we show that only the principal's worst equilibrium allocation survives the intuitive criterion.
Edit intent: meaning-changed
Original:  To eliminate each unintuitive equilibrium, we design an indirect mechanism that elicits both parties' common knowledge of the buyer's off-path belief after the mechanism itself is offered. The mechanism uses the elicited belief to decide what allocation is fully implemented. We characterize both parties' interim payoff vectors in intuitive equilibria. The result implies the uniqueness of the seller's payoff vector .
Revised:  We also characterize the ex-ante social surpluses in intuitive allocations. These intuitive allocations are inefficient in general owing to the effects of signaling and screening .
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Original: In game theory, we often use infinite models to represent "limit" settings, such as markets with a large number of agents or games with a long time horizon. Yet many game-theoretic models incorporate finiteness assumptions that, while introduced for simplicity, play a real role in the analysis.
Revised: Many economic-theoretic models incorporate finiteness assumptions that, while introduced for simplicity, play a real role in the analysis.
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Original:   Here, we show how to extend key results from (finite) models of matching, games on graphs, and trading networks to infinite models by way of Logical Compactness, a core result from Propositional Logic.
Revised:  Such assumptions introduce a conceptual problem, as results that rely on finiteness are often implicitly nonrobust; for example, they may rely on edge effects or artificial boundary conditions. Here, we show how to extend key results from (finite) models of matching, games on graphs, and trading networks to infinite models by way of Logical Compactness, a core result from Propositional Logic.
Edit intent: meaning-changed
Original:   Here, we show how to extend key results from (finite) models of matching, games on graphs, and trading networks to infinite models by way of Logical Compactness, a core result from Propositional Logic.
Revised:  Here, we present a unified method that enables us to remove finiteness assumptions, such as those on datasets, market sizes, and time horizons. We then apply our approach to a variety of revealed preference, matching, and exchange economy settings. The key to our approach is Logical Compactness, a core result from Propositional Logic.
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Original:  Using Compactness, we prove the existence of man-optimal stable matchings in infinite economies, as well as strategy-proofness of the man-optimal stable matching mechanism.
Revised:  Building on Logical Compactness, in a revealed-preference setting, we reprove Reny's infinite-data version of Afriat's theorem and (newly) prove an infinite-data version of McFadden and Richter's characterization of rationalizable stochastic datasets. In a matching setting, we reprove large-market existence results implied by Fleiner's analysis, and prove both the strategy-proofness of the man-optimal stable matching mechanism.
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Original:  Using Compactness, we prove the existence of man-optimal stable matchings in infinite economies, as well as strategy-proofness of the man-optimal stable matching mechanism. We then use Compactness to eliminate the need for a finite start time in a dynamic matching model. Finally, we use Compactness to prove the existence of both Nash equilibria in infinite games on graphs and Walrasian equilibria in infinite trading networks .
Revised:  Using Compactness, we prove the existence of man-optimal stable matchings in infinite economies, as well as strategy-proofness of the man-optimal stable mechanism in infinite markets, and an infinite-market version of Nguyen and Vohra's existence result for near-feasible stable matchings with couples. In a trading-network setting, we prove that the Hatfield et al. result on existence of Walrasian equilibria extends to infinite markets. Finally, we prove that Pereyra's existence result for dynamic two-sided matching markets extends to a doubly-infinite time horizon .
Edit intent: meaning-changed
Original:  Building on Logical Compactness, in a revealed-preference setting, we reprove Reny's infinite-data version of Afriat's theorem and (newly) prove an infinite-data version of McFadden and Richter's characterization of rationalizable stochastic datasets. In a matching setting, we reprove large-market existence results implied by Fleiner's analysis, and  prove both the strategy-proofness of the man-optimal stable mechanism in infinite markets , and an infinite-market version of Nguyen and Vohra's existence result for near-feasible stable matchings with couples.
Revised:  Building on Logical Compactness, in a matching setting, we reprove large-market existence results implied by Fleiner's analysis, and prove both the strategy-proofness of the man-optimal stable mechanism in infinite markets , and an infinite-market version of Nguyen and Vohra's existence result for near-feasible stable matchings with couples.
Edit intent: clarity
Original:  In a matching setting, we reprove large-market existence results implied by Fleiner's analysis, and  prove both the strategy-proofness of the man-optimal stable mechanism in infinite markets , and an infinite-market version of Nguyen and Vohra's existence result for near-feasible stable matchings with couples.
Revised:  In a matching setting, we reprove large-market existence results implied by Fleiner's analysis, and (newly) prove both the strategy-proofness of the man-optimal stable mechanism in infinite markets , and an infinite-market version of Nguyen and Vohra's existence result for near-feasible stable matchings with couples.
Edit intent: meaning-changed
Original:  In a matching setting, we reprove large-market existence results implied by Fleiner's analysis, and  prove both the strategy-proofness of the man-optimal stable mechanism in infinite markets , and an infinite-market version of Nguyen and Vohra's existence result for near-feasible stable matchings with couples.
Revised:  In a matching setting, we reprove large-market existence results implied by Fleiner's analysis, and prove both the strategy-proofness of the man-optimal stable mechanism in infinite markets and an infinite-market version of Nguyen and Vohra's existence result for near-feasible stable matchings with couples.
Edit intent: fluency
Original:  Finally , we prove that Pereyra's existence result for dynamic two-sided matching markets extends to a doubly-infinite time horizon .
Revised:  Finally , we prove that Pereyra's existence result for dynamic two-sided matching markets extends to a doubly infinite time horizon. Finally, beyond existence and characterization of solutions, in a revealed-preference setting we reprove Reny's infinite-data version of Afriat's theorem and (newly) prove an infinite-data version of McFadden and Richter's characterization of rationalizable stochastic datasets .
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Original:  However, these tools were developed years ago when hardware was less powerful and software had fewer features. For example, unified memory was introduced in CUDA 6 as a new programming model and wasn't available when Rodinia was released. Meanwhile, the increasing demand for graphics processing units (GPUs) due to the recent rise in popularity of deep neural networks (DNNs) has opened doors for many new research problems.
Revised:  However, these tools were developed years ago when hardware was more limited, software supported fewer features, and production hardware-accelerated workloads were scarce. Since that time, GPU compute density and memory capacity has grown exponentially, programmability features such as unified memory, demand paging, and HyperQ have matured, and new workloads such as deep neural networks (DNNs) has opened doors for many new research problems.
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Original:  Meanwhile, the increasing demand for graphics processing units (GPUs) due to the recent rise in popularity of deep neural networks (DNNs) has opened doors for many new research problems. It is essential to consider DNNs as first-class citizens in a comprehensive benchmark suite. However, the main focus is usually limited to inference and model performance evaluation, which is not desirable for hardware architects studying for emerging platforms . Drawing inspiration from Rodinia and SHOC, Mirovia is a benchmark suite that is designed to take advantage of modern GPU architectures , while also representing a diverse set of application domains.
Revised:  Meanwhile, the increasing demand for graphics processing units (GPUs) due to the recent rise in popularity of deep neural networks (DNNs) , graph analytics, and crypto-currencies have emerged in production environments, stressing the hardware and software in ways that previous benchmarks did not anticipate . Drawing inspiration from Rodinia and SHOC, Mirovia is a benchmark suite that is designed to take advantage of modern GPU architectures , while also representing a diverse set of application domains.
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Original:  However, the main focus is usually limited to inference and model performance evaluation, which is not desirable for hardware architects studying for emerging platforms . Drawing inspiration from Rodinia and SHOC, Mirovia is a benchmark suite that is designed to take advantage of modern GPU architectures , while also representing a diverse set of application domains.
Revised:  However, the main focus is usually limited to inference and model performance evaluation, which is not desirable for hardware architects studying for emerging platforms . Drawing inspiration from Rodinia and SHOC, Altis is a benchmark suite that is designed to take advantage of modern GPU architectures , while also representing a diverse set of application domains.
Edit intent: meaning-changed
Original:  However, the main focus is usually limited to inference and model performance evaluation, which is not desirable for hardware architects studying for emerging platforms . Drawing inspiration from Rodinia and SHOC, Mirovia is a benchmark suite that is designed to take advantage of modern GPU architectures , while also representing a diverse set of application domains.
Revised:  However, the main focus is usually limited to inference and model performance evaluation, which is not desirable for hardware architects studying for emerging platforms . Drawing inspiration from Rodinia and SHOC, Mirovia is a benchmark suite designed for modern GPU architectures , while also representing a diverse set of application domains.
Edit intent: coherence
Original:  However, the main focus is usually limited to inference and model performance evaluation, which is not desirable for hardware architects studying for emerging platforms . Drawing inspiration from Rodinia and SHOC, Mirovia is a benchmark suite that is designed to take advantage of modern GPU architectures , while also representing a diverse set of application domains.
Revised:  However, the main focus is usually limited to inference and model performance evaluation, which is not desirable for hardware architects studying for emerging platforms . Drawing inspiration from Rodinia and SHOC, Mirovia is a benchmark suite that is designed to take advantage of modern GPU architectures and modern GPU runtimes, representing a diverse set of application domains.
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Original:  By adopting  applications from Rodinia and SHOC, and including newly written applicationswith special focus on DNNs, Mirovia better characterizes modern heterogeneous systems .
Revised:  By adopting applications from Rodinia and SHOC, adding new applications, and focusing on CUDA platforms, Altis better represents modern GPGPU workloads to enable support GPGPU research in both architecture and system software .
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Original: The Emissions Trading Scheme of the European Union is a central instrument of EU's climate policy. Looking at the development of allowance prices shows that prices have been low for a long time and previous research indicates that a link to fundamental price drivers is hard to establish. Only recently, prices have started to increase. This new price development has received a lot of attention in political discussions in which it has been attributed to the recent reformof the EU ETS -- the strengthening of the Market Stability Reserve through cancellation.
Revised: The Emissions Trading Scheme (ETS) have started to rally from persistently low levels in previous years. Market observers attribute this development to the EU ETS -- the strengthening of the Market Stability Reserve through cancellation.
Edit intent: clarity
Original:  This new price development has received a lot of attention in political discussions in which it has been attributed to the recent reformof the EU ETS -- the strengthening of the Market Stability Reserve through cancellation.
Revised:  This new price development has received a lot of attention in political discussions in which it has been attributed to the recent reformof the ETS reform, naming anticipation of the tightening of allowance supply through the Market Stability Reserve through cancellation.
Edit intent: meaning-changed
Original:  This new price development has received a lot of attention in political discussions in which it has been attributed to the recent reformof the EU ETS -- the strengthening of the Market Stability Reserve through cancellation. It is, however, challenging to find empirical evidence which can link the two, or more generally, to provide evidence about the true cause of the upward trend. In this paper , we obtain first empirical results pointing in the direction of a period of exuberance in EUA prices .
Revised:  This new price development has received a lot of attention in political discussions in which it has been attributed to the recent reformof the EU ETS -- the strengthening of the Market Stability Reserve (MSR) and speculative buying as main price drivers. The former suggests an increasing role of fundamentals, while the latter could give rise to investor overreaction and mispricing. Analyzing the price run up using the anticipative dating algorithm by Phillips et al. (2015) , we obtain first empirical results pointing in the direction of a period of exuberance in EUA prices .
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Original:  In this paper , we obtain first empirical results pointing in the direction of a period of exuberance in EUA prices . This period overlaps with the recent upward trend in prices. We further investigate several abatement-related fundamentals and show that they do not display explosive behavior which could have driven the allowance price movements. We conjecture that this price exuberance could either be caused by an adaption process or an overreaction of prices to the announcement of the reform.
Revised:  In this paper , we obtain first empirical results that detect explosive behavior in prices from February 2018 on. Such behavior could reflect an adaption process or an overreaction of prices to the announcement of the reform.
Edit intent: clarity
Original:  We conjecture that this price exuberance could either be caused by an adaption process or an overreaction of prices to the announcement of the reform. In addition, we revisit the effects of fundamental price drivers, such as coal prices, gas prices and measures of economic activity, on allowance prices in the EU ETS using a time-varying coefficient regression model .
Revised:  We conjecture that this price exuberance could either be caused by an adaption process , or be an indicator for market exuberance during the inflationary phase of a bubble. Testing for the former, we neither find that abatement-related fundamentals display equally explosive behavior, nor a change in coefficients using a complementary time-varying coefficient regression model .
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Original:  In addition, we revisit the effects of fundamental price drivers, such as coal prices, gas prices and measures of economic activity, on allowance prices in the EU ETS using a time-varying coefficient regression model .
Revised:  In addition, we revisit the effects of fundamental price drivers, such as coal prices, gas prices and measures of economic activity, on allowance prices in the EU ETS using a time-varying non-parametrical regression model. Finally, we examine the two potential explanations from a theoretical angle to shed light on candidate underlying mechanisms. We conclude that no explanation can be ruled out, but further research is needed to increase confidence in either .
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Original:  Market observers attribute this development to the ETS reform , naming anticipation of the tightening of allowance supply through the Market Stability Reserve (MSR) and speculative buying as main price drivers. The former suggests an increasing role of fundamentals, while the latter could give rise to investor overreaction and mispricing. Analyzing the price run up using the anticipative dating algorithm by Phillips et al. (2015), we obtain first empirical results that detect explosive behavior in prices from February 2018 on. Such behavior could reflect an adaption process, or be an indicator for market exuberance during the inflationary phase of a bubble. Testing for the former, we neither find that abatement-related fundamentals display equally explosive behavior, nor a change in coefficients using a complementary time-varying non-parametrical regression model.
Revised:  Regulators attribute this to a comprehensive reform in the same year, and are confident the new price level reflects an anticipated tighter supply of allowances. We ask if this is indeed the case, or if it is an overreaction of the market driven by speculation. We combine several econometric methods - time-varying non-parametrical regression model.
Edit intent: clarity
Original:  Testing for the former, we neither find that abatement-related fundamentals display equally explosive behavior, nor a change in coefficients using a complementary time-varying non-parametrical regression model. Finally, we examine the two potential explanations from a theoretical angle to shed light on candidate underlying mechanisms. We conclude that no explanation can be ruled out, but further research is needed to increase confidence in either .
Revised:  Testing for the former, we neither find that abatement-related fundamentals display equally explosive behavior, nor a change in coefficients using a complementary time-varying coefficient regression, formal bubble detection as well as time stamping and crash odds prediction - to juxtapose the regulators' claim versus the concurrent explanation. We find evidence of a long period of explosive behaviour in allowance prices, starting in March 2018 when the reform was adopted. Our results suggest that the reform triggered market participants into speculation, and question regulators' confidence in its long-term outcome. This has implications for both the further development of the EU ETS, and the long lasting debate about taxes versus emission trading schemes .
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Original:  Anomaly detection takes many forms, but is frequently applied to the analysis of event sequence data in addressing real-world problems such as error diagnosis, fraud detection, and vital sign monitoring. With general event sequence data, however, the task of anomaly detection can be complex because the sequential and temporal nature of such data results in diverse definitions and flexible forms of anomalies.
Revised:  Anomaly detection takes many forms, but is frequently applied to the analysis of event sequence data , the task of anomaly detection can be complex because the sequential and temporal nature of such data results in diverse definitions and flexible forms of anomalies.
Edit intent: coherence
Original:  In this paper, we propose an unsupervised anomaly detection algorithm based on Variational AutoEncoders (VAE) . The model learns latent representations for all sequences in the dataset and detects anomalies that deviate from the overall distribution. Moreover, the model can estimate an underlying normal progression for each given sequence represented as occurrence probabilities of events along the sequence progression.
Revised:  In this paper, we propose an unsupervised anomaly detection algorithm based on Variational AutoEncoders (VAE) to estimate underlying normal progressions for each given sequence represented as occurrence probabilities of events along the sequence progression.
Edit intent: clarity
Original:  We also introduce a visualization system, EventThread3, to support interactive exploration of the analysis result. The system facilitates interpretations of anomalies within the context of normal sequence progressions in the dataset through comprehensive one-to-many sequence comparison.
Revised:  We also introduce a visualization system, EventThread3, to support interactive exploration and interpretations of anomalies within the context of normal sequence progressions in the dataset through comprehensive one-to-many sequence comparison.
Edit intent: clarity
Original: We describe a general approach to obtain dual representations for systemic risk measures of the "allocate first, then aggregate"-type, which have recently received significant attention in the literature. Our method is based on the possibility to express this type of multivariate risk measures as special cases of risk measures with multiple eligible assets. This allows us to apply standard Fenchel-Moreau techniques to tackle duality also for systemic risk measures .
Revised: We describe a general approach to obtain dual representations for systemic risk measures based on acceptance sets in a general setting. We deal with systemic risk measures .
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