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This paper is devoted to revealed preference theory and its applications to testing economic data for consistency with utility maximization hypothesis, construction of index numbers, and forecasting. The quantitative measures of…

Optimization and Control · Mathematics 2015-01-26 Nikolay Klemashev , Alexander Shananin

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

This paper clarifies a fundamental difference between causal inference and traditional statistical inference by formalizing a mathematical distinction between their respective parameters. We connect two major approaches to causal inference,…

Methodology · Statistics 2025-08-29 Muye Liu , Jun Xie

A central server needs to perform statistical inference based on samples that are distributed over multiple users who can each send a message of limited length to the center. We study problems of distribution learning and identity testing…

Data Structures and Algorithms · Computer Science 2020-10-02 Jayadev Acharya , Clément L. Canonne , Himanshu Tyagi

Between the two dominant schools of thought in statistics, namely, Bayesian and classical/frequentist, a main difference is that the former is grounded in the mathematically rigorous theory of probability while the latter is not. In this…

Statistics Theory · Mathematics 2021-12-22 Ryan Martin

Eliciting preferences from human judgements is inherently imprecise, yet most decision analysis methods force a single priority vector from pairwise comparisons, discarding the information embedded in inconsistencies. We instead leverage…

General Economics · Economics 2026-02-27 Salvatore Greco , Sajid Siraj , Michele Lundy

Data collection designs for social network studies frequently involve asking both parties to a potential relationship to report on the presence of absence of that relationship, resulting in two measurements per potential tie. When inferring…

Methodology · Statistics 2020-01-07 Francis Lee , Carter T Butts

We generalize standard credal set models for imprecise probabilities to include higher order credal sets -- confidences about confidences. In doing so, we specify how an agent's higher order confidences (credal sets) update upon observing…

Statistics Theory · Mathematics 2021-07-20 Justus Hibshman , Tim Weninger

The maximum entropy principle can be used to assign utility values when only partial information is available about the decision maker's preferences. In order to obtain such utility values it is necessary to establish an analogy between…

Statistical Finance · Quantitative Finance 2009-11-13 Andreia Dionisio , A. Heitor Reis

A confidence distribution is a distribution for a parameter of interest based on a parametric statistical model. As such, it serves the same purpose for frequentist statisticians as a posterior distribution for Bayesians, since it allows to…

Methodology · Statistics 2021-09-06 Erlis Ruli , Laura Ventura , Monica Musio

Random utility theory models an agent's preferences on alternatives by drawing a real-valued score on each alternative (typically independently) from a parameterized distribution, and then ranking the alternatives according to scores. A…

Multiagent Systems · Computer Science 2012-11-13 Hossein Azari Soufiani , David C. Parkes , Lirong Xia

A central goal in social science is to evaluate the causal effect of a policy. One dominant approach is through panel data analysis in which the behaviors of multiple units are observed over time. The information across time and space…

Econometrics · Economics 2022-10-11 Dennis Shen , Peng Ding , Jasjeet Sekhon , Bin Yu

Inferential models have recently gained in popularity for valid uncertainty quantification. In this paper, we investigate inferential models by exploring relationships between inferential models, fiducial inference, and confidence curves.…

Methodology · Statistics 2022-05-13 Yifan Cui , Jan Hannig

We investigate how individuals form expectations about population behavior using statistical inference based on observations of their social relations. Misperceptions about others' connectedness and behavior arise from sampling bias…

Theoretical Economics · Economics 2022-05-27 Andreas Bjerre-Nielsen , Martin Benedikt Busch

Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…

Methodology · Statistics 2024-03-26 Jingyue Huang , Changbao Wu , Leilei Zeng

A subjective expected utility policy making centre, managing complex, dynamic systems, needs to draw on the expertise of a variety of disparate panels of experts and integrate this information coherently. To achieve this, diverse supporting…

Methodology · Statistics 2015-12-21 Jim Q. Smith , Martine J. Barons , Manuele Leonelli

Societal biases that are contained in retrieved documents have received increased interest. Such biases, which are often prevalent in the training data and learned by the model, can cause societal harms, by misrepresenting certain groups,…

Information Retrieval · Computer Science 2023-09-19 Maria Heuss , Daniel Cohen , Masoud Mansoury , Maarten de Rijke , Carsten Eickhoff

Two different approaches to dealing with probabilistic knowledge are examined -models and inductive inference. Examples of the first are: influence diagrams [1], Bayesian networks [2], log-linear models [3, 4]. Examples of the second are:…

Artificial Intelligence · Computer Science 2013-04-12 Norman C. Dalkey

Every day, we judge the probability of propositions. When we communicate graded confidence (e.g. "I am 90% sure"), we enable others to gauge how much weight to attach to our judgment. Ideally, people should share their judgments to reach…

Quantitative Methods · Quantitative Biology 2025-01-10 Patrick Stinson , Jasper van den Bosch , Trenton Jerde , Nikolaus Kriegeskorte

Correlated proportions arise in longitudinal (panel) studies. A typical example is the ``opinion swing'' problem: ``Has the proportion of people favoring a politician changed after his recent speech to the nation on TV?''. Since the same…

Statistics Theory · Mathematics 2007-07-27 Guido Consonni , Luca La Rocca