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In many settings, a data curator links records from two files to produce datasets that are shared with secondary analysts. Analysts use the linked files to estimate models of interest, such as regressions. Such two-stage approaches do not…
One of the most important empirical findings in microeconometrics is the pervasiveness of heterogeneity in economic behaviour (cf. Heckman 2001). This paper shows that cumulative distribution functions and quantiles of the nonparametric…
This paper proposes asymptotically distribution-free inference methods for comparing a broad range of welfare indices across dependent samples, including those employed in inequality, poverty, and risk analysis. Two distinct situations are…
Several new methods have been proposed for performing valid inference after model selection. An older method is sampling splitting: use part of the data for model selection and part for inference. In this paper we revisit sample splitting…
Traditional evaluation of information access systems has focused primarily on average utility across a set of information needs (information retrieval) or users (recommender systems). In this work, we argue that evaluating only with average…
We study partial identification of the preference parameters in the one-to-one matching model with perfectly transferable utilities. We do so without imposing parametric distributional assumptions on the unobserved heterogeneity and with…
The co-occurrence association is widely observed in many empirical data. Mining the information in co-occurrence data is essential for advancing our understanding of systems such as social networks, ecosystem, and brain network. Measuring…
Human mortality patterns and trajectories in closely related populations are likely linked together and share similarities. It is always desirable to model them simultaneously while taking their heterogeneity into account. This paper…
Multiview representation learning of data can help construct coherent and contextualized users' representations on social media. This paper suggests a joint embedding model, incorporating users' social and textual information to learn…
We analyze a coupled anonymized dataset collecting the mobile phone communication and bank transactions history of a large number of individuals. After mapping the social structure and introducing indicators of socioeconomic status,…
Products manufactured from the same batch or utilized in the same region often exhibit correlated lifetime observations due to the latent heterogeneity caused by the influence of shared but unobserved covariates. The unavailable…
For premium consumer products, pricing strategy is not about a single number, but about understanding the perceived monetary value of the features that justify a higher cost. This paper proposes a robust methodology to deconstruct a…
We provide a theoretical framework to understand how widely used measures of choice difficulty relate. In a binary-option Bayesian expected-utility framework, we show that three measures of difficulty, (i) understanding (ex-ante value),…
We study the task of retrieving relevant experiments given a query experiment. By experiment, we mean a collection of measurements from a set of `covariates' and the associated `outcomes'. While similar experiments can be retrieved by…
In this article, we consider the problem of testing the independence between two random variables. Our primary objective is to develop tests that are highly effective at detecting associations arising from explicit or implicit functional…
Suppose that we wish to estimate a user's preference vector $w$ from paired comparisons of the form "does user $w$ prefer item $p$ or item $q$?," where both the user and items are embedded in a low-dimensional Euclidean space with distances…
Factor analysis is often used to assess whether a single univariate latent variable is sufficient to explain most of the covariance among a set of indicators for some underlying construct. When evidence suggests that a single factor is…
Experiments deliver credible treatment-effect estimates but, because they are costly, are often restricted to specific sites, small populations, or particular mechanisms. A common practice across several fields is therefore to combine…
A greedy personality is usually accompanied by arrogance and confidence. This work investigates the cooperation success condition in the context of biased payoff allocation and self-confidence. The first component allows the organizer in a…
In many applications, data cluster. Failing to take the cluster structure into consideration generally leads to underestimated variances of point estimators and inflated type I errors in hypothesis tests. Many circumstance-dependent…