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Related papers: Investigating inequality: a Langevin approach

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In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative to the classical overdamped Langevin diffusion. Our goal is…

Probability · Mathematics 2025-11-14 Patrick Cattiaux , Paula Cordero-Encinar , Arnaud Guillin

Entropy is being used in physics, mathematics, informatics and in related areas to describe equilibration, dissipation, maximal probability states and optimal compression of information. The Gini index on the other hand is an established…

Physics and Society · Physics 2023-07-19 Tamás S. Biró , Zoltán Néda

Fairness is an important performance criterion in all resource allocation schemes, including those in distributed computer systems. However, it is often specified only qualitatively. The quantitative measures proposed in the literature are…

Networking and Internet Architecture · Computer Science 2007-05-23 R. Jain , D. Chiu , W. Hawe

Discrimination via algorithmic decision making has received considerable attention. Prior work largely focuses on defining conditions for fairness, but does not define satisfactory measures of algorithmic unfairness. In this paper, we focus…

A concentration index, a standardized covariance between a health variable and relative income ranks, is often used to quantify income-related health inequalities. There is a lack of formal approach to study the effect of an exposure, e.g.,…

Methodology · Statistics 2025-01-14 Mohammad Ghasempour , Xavier de Luna , Per E. Gustafsson

A Lorenz curve is a graphical representation of the distribution of income or wealth within a population. The generalized Lorenz curve can be created by scaling the values on the vertical axis of a Lorenz curve by the average output of the…

Methodology · Statistics 2023-09-26 Suthakaran Ratnasingam , Anton Butenko

This paper proposes the k-generalized distribution as a model for describing the distribution and dispersion of income within a population. Formulas for the shape, moments and standard tools for inequality measurement - such as the Lorenz…

General Finance · Quantitative Finance 2009-01-31 F. Clementi , T. Di Matteo , M. Gallegati , G. Kaniadakis

Income and wealth allocation are foundational components of how economies operate. These are complex distributions, and it is hard to get a real sense for their dynamics using simplifications like average or median. One metric that…

General Economics · Economics 2023-04-21 Dave Costenaro

In this paper, we study the inequality indices for some models of wealth exchange. We calculated Gini index and newly introduced k-index and compare the results with reported empirical data available for different countries. We have found…

Physics and Society · Physics 2016-03-21 Asim Ghosh , Arnab Chatterjee , Jun-ichi Inoue , Bikas K. Chakrabarti

The Gini's mean difference was defined as the expected absolute difference between a random variable and its independent copy. The corresponding normalized version, namely Gini's index, denotes two times the area between the egalitarian…

Probability · Mathematics 2024-01-08 Marco Capaldo , Jorge Navarro

We propose an extension of the univariate Lorenz curve and of the Gini coefficient to the multivariate case, i.e., to simultaneously measure inequality in more than one variable. Our extensions are based on copulas and measure inequality…

Methodology · Statistics 2022-04-25 Oliver Grothe , Fabian Kächele , Friedrich Schmid

The pursuit of having an appropriate level of income inequality should be viewed as one of the biggest challenges facing academic scholars as well as policy makers. Unfortunately, research on this issue is currently lacking. This study is…

General Economics · Economics 2022-01-04 Thitithep Sitthiyot , Kanyarat Holasut

Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is…

Machine Learning · Statistics 2020-02-26 Niladri S. Chatterji , Jelena Diakonikolas , Michael I. Jordan , Peter L. Bartlett

Many existing fairness metrics measure group-wise demographic disparities in system behavior or model performance. Calculating these metrics requires access to demographic information, which, in industrial settings, is often unavailable. By…

Social and Information Networks · Computer Science 2024-09-13 Avijit Ghosh , Tomo Lazovich , Kristian Lum , Christo Wilson

Based on some analytic structural properties of the Gini and Kolkata indices for social inequality, as obtained from a generic form of the Lorenz function, we make a conjecture that the limiting (effective saturation) value of the…

Physics and Society · Physics 2021-04-09 Asim Ghosh , Bikas K Chakrabarti

Langevin diffusions are rapidly convergent under appropriate functional inequality assumptions. Hence, it is natural to expect that with additional smoothness conditions to handle the discretization errors, their discretizations like the…

Statistics Theory · Mathematics 2023-07-21 Alireza Mousavi-Hosseini , Tyler Farghly , Ye He , Krishnakumar Balasubramanian , Murat A. Erdogdu

Based on measure transportation ideas and the related concepts of center-outward quantile functions, we propose multiple-output center-outward generalizations of the traditional univariate concepts of Lorenz and concentration functions, and…

Statistics Theory · Mathematics 2022-11-22 Marc Hallin , Gilles Mordant

In the last decade, a large body of literature has been developed to explain the universal features of inequality in terms of income and wealth. By now, it is established that the distributions of income and wealth in various economies show…

General Finance · Quantitative Finance 2016-11-25 Anindya S. Chakrabarti , Bikas K. Chakrabarti

Linearization methods are customarily adopted in sampling surveys to obtain approximated variance formulae for estimators of nonlinear functions of finite population totals - such as ratios, correlation coefficients or measures of income…

Methodology · Statistics 2014-02-17 Lucio Barabesi , Giancarlo Diana , Pier Francesco Perri

Various papers demonstrate the importance of inequality, poverty and the size of the middle class for economic growth. When explaining why these measures of the income distribution are added to the growth regression, it is often mentioned…

Econometrics · Economics 2019-03-07 Max Köhler , Stefan Sperlich , Jisu Yoon