English
Related papers

Related papers: Statistical Bounds on Equity

200 papers

Property elicitation studies which attributes of a probability distribution can be determined by minimizing a risk. We investigate a generalization of property elicitation to imprecise probabilities (IP). This investigation is motivated by…

Machine Learning · Statistics 2025-12-01 James Bailie , Rabanus Derr

We establish the equivalence between a principle of almost absence of arbitrage opportunities and nearly rational decision-making. The implications of such principle are considered in the context of the aggregation of probabilistic opinions…

Theoretical Economics · Economics 2025-04-24 Leandro Nascimento

Consider an investor trading dynamically to maximize expected utility from terminal wealth. Our aim is to study the dependence between her risk aversion and the distribution of the optimal terminal payoff. Economic intuition suggests that…

General Finance · Quantitative Finance 2011-09-15 Mathias Beiglboeck , Johannes Muhle-Karbe , Johannes Temme

We propose a new family of fairness definitions for classification problems that combine some of the best properties of both statistical and individual notions of fairness. We posit not only a distribution over individuals, but also a…

Machine Learning · Computer Science 2019-12-18 Michael Kearns , Aaron Roth , Saeed Sharifi-Malvajerdi

The notion of \emph{envy-freeness} is a natural and intuitive fairness requirement in resource allocation. With indivisible goods, such fair allocations are unfortunately not guaranteed to exist. Classical works have avoided this issue by…

Computer Science and Game Theory · Computer Science 2021-05-06 Hiromichi Goko , Ayumi Igarashi , Yasushi Kawase , Kazuhisa Makino , Hanna Sumita , Akihisa Tamura , Yu Yokoi , Makoto Yokoo

We study a resource allocation setting where $m$ discrete items are to be divided among $n$ agents with additive utilities, and the agents' utilities for individual items are drawn at random from a probability distribution. Since common…

Computer Science and Game Theory · Computer Science 2023-03-20 Pasin Manurangsi , Warut Suksompong

Aiming to describe the wealth distribution evolution, several models consider an ensemble of interacting economic agents that exchange wealth in binary fashion. Intriguingly, models that consider an unbiased market, that gives to each agent…

General Finance · Quantitative Finance 2021-06-30 Ben-Hur Francisco Cardoso , Sebastián Gonçalves , José Roberto Iglesias

We study the fair allocation of indivisible goods with variable groups. In this model, the goal is to partition the agents into groups of given sizes and allocate the goods to the groups in a fair manner. We show that for any number of…

Computer Science and Game Theory · Computer Science 2025-11-11 Paul Gölz , Ayumi Igarashi , Pasin Manurangsi , Warut Suksompong

We study how to allocate resources to participants who can strategically misrepresent their deservingness at a cost. A principal assigns item(s) (or money) among multiple agents on the basis of their costly signals. Each agent's signal…

Theoretical Economics · Economics 2026-03-05 Yingkai Li , Xiaoyun Qiu

The minority model was introduced to study the competition between agents with limited information. It has the remarkable feature that, as the amount of information available increases, the collective gain made by the agents is reduced.…

Statistical Mechanics · Physics 2007-05-23 M. A. R. de Cara , O. Pla , F. Guinea

Ranking alternatives is a natural way for humans to explain their preferences. It is being used in many settings, such as school choice, course allocations and residency matches. In some cases, several `items' are given to each participant.…

Computer Science and Game Theory · Computer Science 2022-12-06 Erel Segal-Halevi , Haris Aziz , Avinatan Hassidim

Social Security and other public policies can be viewed as a series of cash in and outflows that depend on parameters such as the age distribution of the population and the retirement age. Given forecasts of these parameters, policies can…

General Finance · Quantitative Finance 2012-01-31 Martin Gremm , Mark B. Wise

Why are human societies unstable? Theories based on the observation of recurring patterns in historical data indicate that economic inequality, as well as social factors are key drivers. So far, models of this phenomenon are more…

Physics and Society · Physics 2025-06-24 Alexander Jochim , Stefan Bornholdt

How should well-being be prioritised in society, and what trade-offs are people willing to make between fairness and personal well-being? We investigate these questions using a stated preference experiment with a nationally representative…

General Economics · Economics 2026-05-19 Crispin Cooper , Ana Fredrich , Tommaso Reggiani , Wouter Poortinga

In this short paper, we overview and extend the results of our papers cond-mat/0001432, cond-mat/0008305, and cond-mat/0103544, where we use an analogy with statistical physics to describe probability distributions of money, income, and…

Statistical Mechanics · Physics 2008-12-02 Adrian A. Dragulescu , Victor M. Yakovenko

Data represented by probability measures arise as empirical distributions, posterior distributions, and feature-based representations of complex objects. We study heterogeneity in a population of probability measures through the expected…

Methodology · Statistics 2026-03-17 Kisung You

The machine learning community has become increasingly concerned with the potential for bias and discrimination in predictive models. This has motivated a growing line of work on what it means for a classification procedure to be "fair." In…

Machine Learning · Computer Science 2017-11-07 Geoff Pleiss , Manish Raghavan , Felix Wu , Jon Kleinberg , Kilian Q. Weinberger

Randomness is viewed through an analogy between a physical quantity, density of gas, and a mathematical construct -- probability density. Boltzmann's deduction of equilibrium distribution of ideal gas placed in an external potential field…

Probability · Mathematics 2012-08-27 M. Grendar, , M. Grendar

We solve for the equilibrium dynamics of information sharing in a large population. Each agent is endowed with signals regarding the likely outcome of a random variable of common concern. Individuals choose the effort with which they search…

Probability · Mathematics 2008-11-20 Darrell Duffie , Semyon Malamud , Gustavo Manso

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…

Econometrics · Economics 2020-05-19 Juan Carlos Escanciano