English
Related papers

Related papers: Experimenting in Equilibrium

200 papers

We study a class of heterogeneous agent-based models which are based on a basic set of principles, and the most fundamental operations of an economic system: trade and product transformations. A basic guiding principle is scale invariance,…

Trading and Market Microstructure · Quantitative Finance 2009-02-24 Samuel E. Vazquez

Causal inference starts with a simple idea: compare groups that differ by treatment, not much else. Traditionally, similar groups are constructed using only observed covariates; however, it remains a long-standing challenge to incorporate…

Methodology · Statistics 2025-11-21 Ying Jin , José Zubizarreta

Interference is ubiquitous when conducting causal experiments over networks. Except for certain network structures, causal inference on the network in the presence of interference is difficult due to the entanglement between the treatment…

Methodology · Statistics 2023-12-08 Chencheng Cai , Xu Zhang , Edoardo M. Airoldi

The construction of decision-theoretic Bayesian designs for realistically-complex nonlinear models is computationally challenging, as it requires the optimization of analytically intractable expected utility functions over high-dimensional…

Methodology · Statistics 2016-07-01 Antony Overstall , David Woods

This paper studies how to design two-wave experiments in the presence of spillovers for precise inference on treatment effects. We consider units connected through a single network, local dependence among individuals, and a general class of…

Econometrics · Economics 2025-11-25 Davide Viviano

Modelling passenger assignments in public transport networks is a fundamental task for city planners, especially when deliberating network infrastructure decisions. A key aspect of a realistic model is to integrate passengers' selfish…

Computer Science and Game Theory · Computer Science 2025-10-02 Tobias Harks , Sven Jäger , Michael Markl , Philine Schiewe

Optimal experimental design is a well studied field in applied science and engineering. Techniques for estimating such a design are commonly used within the framework of parameter estimation. Nonetheless, in recent years parameter…

Machine Learning · Statistics 2025-01-13 Md Shahriar Rahim Siddiqui , Arman Rahmim , Eldad Haber

We propose a pseudo-market solution to resource allocation problems subject to constraints. Our treatment of constraints is general: including bihierarchical constraints due to considerations of diversity in school choice, or scheduling in…

Theoretical Economics · Economics 2020-11-09 Federico Echenique , Antonio Miralles , Jun Zhang

System modeling is a classical approach to ensure their reliability since it is suitable both for a formal verification and for software testing techniques. In the context of model-based testing an approach combining random testing and…

Software Engineering · Computer Science 2018-06-14 Julien Bernard , Pierre-Cyrille Héam , Olga Kouchnarenko

We study the design and analysis of switchback experiments conducted on a single aggregate unit. The design problem is to partition the continuous time space into intervals and switch treatments between intervals, in order to minimize the…

Methodology · Statistics 2024-06-12 Ruoxuan Xiong , Alex Chin , Sean J. Taylor

In contrast to problems of interference in (exogenous) treatments, models of interference in unit-specific (endogenous) outcomes do not usually produce a reduced-form representation where outcomes depend on other units' treatment status…

Econometrics · Economics 2025-06-17 Konrad Menzel

Optimal experimental design (OED) seeks experiments expected to yield the most useful data for some purpose. In practical circumstances where experiments are time-consuming or resource-intensive, OED can yield enormous savings. We pursue…

Computation · Statistics 2014-12-30 Xun Huan , Youssef M. Marzouk

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

Numerical Analysis · Mathematics 2022-03-03 Giacomo Albi , Roberto Chignola , Federica Ferrarese

We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…

Numerical Analysis · Mathematics 2018-04-10 Sebastian Krumscheid

This article aims to provide an accessible, tutorial-style introduction to hybrid extremum-seeking systems, which are model-free, feedback-optimization controllers that incorporate hybrid dynamics, meaning both continuous-time and…

Optimization and Control · Mathematics 2025-12-18 Jorge I. Poveda , Andrew R. Teel

Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…

Quantitative Methods · Quantitative Biology 2024-09-24 Tomás Alarcón , Natalia Briñas-Pascual , Juan Calvo , Pilar Guerrero , Daria Stepanova

We present a new experimental design procedure that divides a set of experimental units into two groups so that the two groups are balanced on a prespecified set of covariates and being almost as random as complete randomization. Under…

Statistics Theory · Mathematics 2016-12-08 Abba M. Krieger , David Azriel , Adam Kapelner

Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…

Machine Learning · Statistics 2016-03-11 Panagiotis Tsilifis , Roger G. Ghanem , Paris Hajali

The measuring process is an external intervention in the dynamics of a quantum system. It involves a unitary interaction of that system with a measuring apparatus, a further interaction of both with an unknown environment causing…

Quantum Physics · Physics 2009-10-31 Asher Peres

The randomized linear combination of unitaries (LCU) method with many applications to early fault-tolerant quantum computing algorithms has been proposed. This quantum algorithm computes the same expectation values as the original, fully…

Quantum Physics · Physics 2026-02-16 Kaito Wada , Hiroyuki Harada , Yasunari Suzuki , Yuuki Tokunaga , Naoki Yamamoto , Suguru Endo
‹ Prev 1 3 4 5 6 7 10 Next ›