相关论文: Investigating inequality: a Langevin approach

This paper introduces and analyses interacting underdamped Langevin algorithms, termed Kinetic Interacting Particle Langevin Monte Carlo (KIPLMC) methods, for statistical inference in latent variable models. We propose a diffusion process…

This paper develops semiparametric methods for estimation and inference of widely used inequality measures when survey data are subject to nonignorable nonresponse, a challenging setting in which response probabilities depend on the…

We give a concentration inequality based on the premise that random variables take values within a particular region. The concentration inequality guarantees that, for any sequence of correlated random variables, the difference between the…

The aim of this paper is to establish the asymptotic behavior of the mutual influence of the Gini index and the poverty measures by using the Gaussian fields described in Mergane and Lo(2013). The results are given as representation…

We suggest a new approach to creation of general market equilibrium models involving economic agents with local and partial knowledge about the system and under different restrictions. The market equilibrium problem is then formulated as a…

The Leggett-Garg Inequality (LGI) constrains, under certain fundamental assumptions, the correlations between measurements of a quantity Q at different times. Here we analyze the LGI, and propose similar but somewhat more elaborate…

We consider social resource allocations that deliver an array of scarce supports to a diverse population. Such allocations pervade social service delivery, such as provision of homeless services, assignment of refugees to cities, among…

Based on an apparently new Lagrange-type identity, a Cauchy--Schwarz-type inequality is proved. The mentioned identity is obtained by using certain ``macro'' variables; it is hoped that such a method can be used to prove or produce other…

The estimation of inequality and poverty measures is frequently constrained by a lack of individual data. Many countries, including China, continue to report income data in the form of aggregated income shares. In this context, the Beta…

The method of complex Langevin simulations is a tool that can be used to tackle the complex-action problem encountered, for instance, in finite-density lattice quantum chromodynamics or real-time lattice field theories. The method is based…

An important aspect of the shape of a distribution is the level of asymmetry. Strong asymmetries play a role in many ecosystems and are found in the size and reproductive success of individuals. But the standard third moment coefficient of…

We present a numerical study of several inequality measures across two kinetic wealth exchange models with extreme inequality features (namely the Banerjee model, and the Chakraborti or Yard Sale model) and two earthquake simulating models…

The main goal of this article is to find the exact difference between a convex function and its secant, as a limit of positive quantities. This idea will be expressed as a convex inequality that leads to refinements and reversals of well…

This paper considers the problem of testing whether there exists a non-negative solution to a possibly under-determined system of linear equations with known coefficients. This hypothesis testing problem arises naturally in a number of…

Understanding the how the distribution of an economic outcome, such as income, changes with respect to space and covariates is a key concern for policy makers. To address this, we develop a Bayesian nonparametric model, the Normalised…

Efficient sampling from complex and high dimensional target distributions turns out to be a fundamental task in diverse disciplines such as scientific computing, statistics and machine learning. In this paper, we propose a new kind of…

The Gini coefficient is an universally used measurement of income inequality. Intersectoral GDP contributions reveal the economic development of different sectors of the national economy. Linking intersectoral GDP contributions to Gini…

Langevin models are frequently used to model various stochastic processes in different fields of natural and social sciences. They are adapted to measured data by estimation techniques such as maximum likelihood estimation, Markov chain…

Intra-household inequality continues to remain a neglected corner despite renewed focus on income and wealth inequality. Using the LIS micro data, we present evidence that this neglect is equivalent to ignoring up to a third of total…

In this article, we discuss a dynamical stochastic model that represents the time evolution of income distribution of a population, where the dynamics develop from an interplay of multiple economic exchanges in the presence of…