Related papers: Higher-order Gini indices: An axiomatic approach
This paper develops a general methodology to conduct statistical inference for observations indexed by multiple sets of entities. We propose a novel multiway empirical likelihood statistic that converges to a chi-square distribution under…
Income inequality estimators are biased in small samples, leading generally to an underestimation. This aspect deserves particular attention when estimating inequality in small domains and performing small area estimation at the area level.…
This paper introduces a method for efficiently inferring a high-dimensional distributed quantity from a few observations. The quantity of interest (QoI) is approximated in a basis (dictionary) learned from a training set. The coefficients…
Global sensitivity analysis with variance-based measures suffers from several theoretical and practical limitations, since they focus only on the variance of the output and handle multivariate variables in a limited way. In this paper, we…
We present a general non-parametric statistical inference theory for integrals of quantiles without assuming any specific sampling design or dependence structure. Technical considerations are accompanied by examples and discussions,…
Consider a pair of cumulative distribution functions $F$ and $G$, where $F$ is unknown and $G$ is a known reference distribution. Given a sample from $F$, we propose tests to detect the convexity or the concavity of $G^{-1}\circ F$ versus…
We find the set of extremal points of Lorenz curves with fixed Gini index and compute the maximal $L^1$-distance between Lorenz curves with given values of their Gini coefficients. As an application we introduce a bidimensional index that…
The first order derivative of a data density can be estimated efficiently by denoising score matching, and has become an important component in many applications, such as image generation and audio synthesis. Higher order derivatives…
This paper deals with fairness in stable marriage problems. The idea studied here is to achieve fairness thanks to a Generalized Gini Index (GGI), a well-known criterion in inequality measurement, that includes both the egalitarian and…
Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…
Applications such as the analysis of microbiome data have led to renewed interest in statistical methods for compositional data, i.e., multivariate data in the form of probability vectors that contain relative proportions. In particular,…
Pairwise comparison matrices often exhibit inconsistency, therefore many indices have been suggested to measure their deviation from a consistent matrix. A set of axioms has been proposed recently that is required to be satisfied by any…
A new index for high-impact weather forecasting is introduced and assessed in comparison with the well-established extreme forecast index (EFI). Two other ensemble summary statistics are also included in this comparison study: the…
Generative Adversarial Networks (GAN) are a powerful methodology and can be used for unsupervised anomaly detection, where current techniques have limitations such as the accurate detection of anomalies near the tail of a distribution. GANs…
We develop a general variational inference method that preserves dependency among the latent variables. Our method uses copulas to augment the families of distributions used in mean-field and structured approximations. Copulas model the…
Quantifying the similarity between two mathematical structures or datasets constitutes a particularly interesting and useful operation in several theoretical and applied problems. Aimed at this specific objective, the Jaccard index has been…
Widely used income inequality measure, Gini index is extended to form a family of income inequality measures known as Single-Series Gini (S-Gini) indices. In this study, we develop empirical likelihood (EL) and jackknife empirical…
Microscopic models describing a whole of economic interactions in a closed society are considered. The presence of a tax system combined with a redistribution process is taken into account, as well as the occurrence of tax evasion. In…
Generalized variational inference (GVI) provides an optimization-theoretic framework for statistical estimation that encapsulates many traditional estimation procedures. The typical GVI problem is to compute a distribution of parameters…
Generative models typically sample outputs independently, and recent inference-time guidance and scaling algorithms focus on improving the quality of individual samples. However, in real-world applications, users are often presented with a…