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Mechanism design in resource allocation studies dividing limited resources among self-interested agents whose satisfaction with the allocation depends on privately held utilities. We consider the problem in a payment-free setting, with the…
We consider a model identification problem in which an outcome variable contains nonignorable missing values. Statistical inference requires a guarantee of the model identifiability to obtain estimators enjoying theoretically reasonable…
We establish a variety of numerical representations of preference relations induced by set-valued risk measures. Because of the general incompleteness of such preferences, we have to deal with multi-utility representations. We look for…
Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…
This article is devoted to the analysis of necessary and/or sufficient conditions for metric regularity in terms of Demyanov-Rubinov-Polyakova quasidifferentials. We obtain new necessary and sufficient conditions for the local metric…
We provide a general theoretical analysis of expected out-of-sample utility, also referred to as decision-theoretic classification, for non-decomposable binary classification metrics such as F-measure and Jaccard coefficient. Our key result…
The ability to measure the satisfaction of (groups of) voters is a crucial prerequisite for formulating proportionality axioms in approval-based participatory budgeting elections. Two common - but very different - ways to measure the…
We study the problem of maximising terminal utility for an agent facing model uncertainty, in a frictionless discrete-time market with one safe asset and finitely many risky assets. We show that an optimal investment strategy exists if the…
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
We investigate the universality of multi-spin systems in architectures of various symmetries of coupling type and topology. Explicit reachability sets under symmetry constraints are provided. Thus for a given (possibly symmetric)…
We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…
We propose an empirical likelihood ratio test for nonparametric model selection, where the competing models may be nested, nonnested, overlapping, misspecified, or correctly specified. It compares the squared prediction errors of models…
Most causal inference methods focus on estimating marginal average treatment effects, but many important causal estimands depend on the joint distribution of potential outcomes, including the probability of causation and proportions…
The notion of \emph{envy-freeness} is a natural and intuitive fairness requirement in resource allocation. With indivisible goods, such fair allocations are unfortunately not guaranteed to exist. Classical works have avoided this issue by…
Understanding how much each variable contributes to an outcome is a central question across disciplines. A causal view of explainability is favorable for its ability in uncovering underlying mechanisms and generalizing to new contexts.…
Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…
We explore the effects of social influence in a simple market model in which a large number of agents face a binary choice: 'to buy/not to buy' a single unit of a product at a price posted by a single seller (the monopoly case). We consider…
We present a method for using standard techniques from satisfiability checking to automatically verify and discover theorems in an area of economic theory known as ranking sets of objects. The key question in this area, which has important…
Empirical investigations into unintended model behavior often show that the algorithm is predicting another outcome than what was intended. These exposes highlight the need to identify when algorithms predict unintended quantities - ideally…
Economic models may exhibit incompleteness depending on whether or not they admit certain policy-relevant features such as strategic interaction, self-selection, or state dependence. We develop a novel test of model incompleteness and…