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We propose a new simulation-based estimation method, adversarial estimation, for structural models. The estimator is formulated as the solution to a minimax problem between a generator (which generates simulated observations using the…

Econometrics · Economics 2024-01-09 Tetsuya Kaji , Elena Manresa , Guillaume Pouliot

Rejections of positive offers in the Ultimatum Game have been attributed to different motivations. We show that a model combining social preferences and moral concerns provides a unifying explanation for these rejections while accounting…

Theoretical Economics · Economics 2025-10-28 Pau Juan-Bartroli , José Ignacio Rivero-Wildemauwe

We study the allocation of indivisible items that form an undirected graph and investigate the worst-case welfare loss when requiring that each agent must receive a connected subgraph. Our focus is on both egalitarian and utilitarian…

Computer Science and Game Theory · Computer Science 2026-01-21 Xiaohui Bei , Alexander Lam , Xinhang Lu , Warut Suksompong

Designing an incentive-compatible auction mechanism that maximizes the auctioneer's revenue while minimizes the bidders' ex-post regret is an important yet intricate problem in economics. Remarkable progress has been achieved through…

Computer Science and Game Theory · Computer Science 2022-10-12 Tian Qin , Fengxiang He , Dingfeng Shi , Wenbing Huang , Dacheng Tao

We study a participatory budgeting problem of aggregating the preferences of agents and dividing a budget over the projects. A budget division solution is a probability distribution over the projects. The main purpose of our study concerns…

Computer Science and Game Theory · Computer Science 2020-11-02 Zhongzheng Tang , Chenhao Wang , Mengqi Zhang

We provide a new algorithmic framework for differentially private estimation of general functions that adapts to the hardness of the underlying dataset. We build upon previous work that gives a paradigm for selecting an output through the…

Data Structures and Algorithms · Computer Science 2023-11-28 David Durfee

Human interactions are influenced by emotions, temperament, and affection, often conflicting with individuals' underlying preferences. Without explicit knowledge of those preferences, judging whether behaviour is appropriate becomes…

Computer Science and Game Theory · Computer Science 2025-11-05 Victor Villin , Christos Dimitrakakis

Classification with abstention has gained a lot of attention in recent years as it allows to incorporate human decision-makers in the process. Yet, abstention can potentially amplify disparities and lead to discriminatory predictions. The…

Machine Learning · Statistics 2021-02-25 Nicolas Schreuder , Evgenii Chzhen

Behavioral experiments on the Ultimatum Game have shown that we human beings have remarkable preference in fair play, contradicting the predictions by the game theory. Most of the existing models seeking for explanations, however, strictly…

Populations and Evolution · Quantitative Biology 2022-12-07 Guozhong Zheng , Jiqiang Zhang , Rizhou Liang , Lin Ma , Li Chen

Risk aversion and insurance are two prominent and interconnected concepts in economics and finance. To explore their fundamental connection, we introduce risk-insurance parity, which associates various classes of insurance contracts with…

Theoretical Economics · Economics 2025-12-11 Benjamin Côté , Ruodu Wang , Qinyu Wu

Empirical evidence shows that wealthy households have substantially higher saving rates and markedly lower marginal propensity to consume (MPC) than other groups. Existing theory cannot account for this pattern unless under restrictive…

Theoretical Economics · Economics 2026-01-21 Qingyin Ma , Xinxi Song , Alexis Akira Toda

Income- and price-elasticity of demand quantify the responsiveness of markets to changes in income, and in prices, respectively. Under the assumptions of utility maximization and preference-independence (additive preferences), mathematical…

Applications · Statistics 2016-04-27 Lorenzo Sabatelli

The aim of inverse reinforcement learning (IRL) is to infer an agent's preferences from observing their behaviour. Usually, preferences are modelled as a reward function, $R$, and behaviour is modelled as a policy, $\pi$. One of the central…

Machine Learning · Computer Science 2024-12-17 Joar Skalse , Alessandro Abate

We consider dominant strategy implementation in private values settings, when agents have multi-dimensional types, the set of alternatives is finite, monetary transfers are allowed, and agents have quasi-linear utilities. We show that any…

Computer Science and Game Theory · Computer Science 2010-03-09 Debasis Mishra , Arunava Sen

Counterfactual explanations can be obtained by identifying the smallest change made to a feature vector to qualitatively influence a prediction; for example, from 'loan rejected' to 'awarded' or from 'high risk of cardiovascular disease' to…

Machine Learning · Computer Science 2020-05-05 Martin Pawelczyk , Johannes Haug , Klaus Broelemann , Gjergji Kasneci

We study the welfare effects of overreaction to information in the form of diagnostic expectations in markets with asymmetric information, and the effect of a simple intervention in the form of a tax or a subsidy. A large enough level of…

Theoretical Economics · Economics 2024-03-14 Matteo Bizzarri , Daniele d'Arienzo

Decisions under uncertainty or with multiple objectives usually require the decision maker to formulate a preference regarding risks or trade-offs. If this preference is known, the ordered weighted averaging (OWA) criterion can be applied…

Optimization and Control · Mathematics 2023-08-02 Werner Baak , Marc Goerigk , Michael Hartisch

We examine receiver-optimal mechanisms for aggregating information divided across many biased senders. Each sender privately observes an unconditionally independent signal about an unknown state, so no sender can verify another's report. A…

Theoretical Economics · Economics 2025-08-05 James Best , Daniel Quigley , Maryam Saeedi , Ali Shourideh

In various markets where sellers compete in price, price oscillations are observed rather than convergence to equilibrium. Such fluctuations have been empirically observed in the retail market for gasoline, in airline pricing and in the…

Computer Science and Game Theory · Computer Science 2015-04-28 Moshe Babaioff , Renato Paes Leme , Balasubramanian Sivan

We cardinally and ordinally rank distribution functions (CDFs). We present a new class of statistics, maximal adjusted quantiles, and show that a statistic is invariant with respect to cardinal shifts, preserves least upper bounds with…

Theoretical Economics · Economics 2023-05-11 Christopher P. Chambers , Alan D. Miller
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