相关论文: Technical efficiency and inefficiency: SFA misspec…

Symmetric alpha-stable (S alpha S) distributions with alpha<2 lack finite classical Fisher information. Building on Johnson's framework, we define Mixed Fractional Information (MFI) via the initial rate of relative entropy dissipation…

An increasingly large number of experiments study the labor productivity effects of automation technologies such as generative algorithms. A popular question in these experiments relates to inequality: does the technology increase output…

Measuring the contribution of a bank or an insurance company to overall systemic risk is a key concern, particularly in the aftermath of the 2007--2009 financial crisis and the 2020 downturn. In this paper, we derive worst-case and…

Stochastic fluctuations of molecular abundances are a ubiquitous feature of cellular processes and lead to significant cell-to-cell variability. Recent theoretical work established lower bounds for stochastic fluctuations in cells for broad…

This paper studies identification of the local average and marginal treatment effects (LATE and MTE) with a misclassified binary treatment variable. We derive bounds on the (generalized) LATE and exploit its relationship with the MTE to…

Contribution of this paper lies in the formulation and estimation of a generalized model for stochastic frontier analysis (SFA) that nests virtually all forms used and includes some that have not been considered so far. The model is based…

Online Surgical Phase Recognition (SPR) models can reach high frame-wise accuracy, yet their predictions often lack temporal stability, fragmenting workflow understanding and reducing the reliability of downstream assistance. We show that…

Existing approaches for estimating home-field advantage (HFA) include modeling the difference between home and away scores as a function of the difference between home and away team ratings that are treated either as fixed or random…

Due to the unobservability of confoundings, there has been widespread concern about how to compute causality quantitatively. To address this challenge, proxy-based negative control approaches have been commonly adopted, where auxiliary…

In competitive industries, a reliable yield forecasting is a prime factor to accurately determine the production costs and therefore ensure profitability. Indeed, quantifying the risks long before the effective manufacturing process enables…

It is no secret that statistical modelling often involves making simplifying assumptions when attempting to study complex stochastic phenomena. Spatial modelling of extreme values is no exception, with one of the most common such…

In the stochastic frontier model, the composed error term consists of the measurement error and the inefficiency term. A general assumption is that the inefficiency term follows a truncated normal or exponential distribution. In a wide…

In real-world Tool-Integrated Reasoning (TIR) scenarios, where LLMs interleave reasoning with external tool calls, a major source of inefficiency is that the toolcalls create pauses between LLM requests and cause KV-Cache eviction, forcing…

This paper introduces a new specification for the nonparametric production-frontier based on Data Envelopment Analysis (DEA) when dealing with decision-making units whose economic performances are correlated with those of the neighbors…

Bayesian analysis methods often use some form of iterative simulation such as Monte Carlo computation. Models that involve discrete variables can sometime pose a challenge, either because the methods used do not support such variables (e.g.…

Performativity of predictions refers to the phenomenon where prediction-informed decisions influence the very targets they aim to predict -- a dynamic commonly observed in policy-making, social sciences, and economics. In this paper, we…

The stochastic efficiency of effusion as a thermal engine is investigated within the framework of stochastic thermodynamics. Explicit results are obtained for the probability distribution of the efficiency both at finite times and in the…

We derive the statistics of the efficiency under the assumption that thermodynamic fluxes fluctuate with normal law, parametrizing it in terms of time, macroscopic efficiency, and a coupling parameter $\zeta$. It has a peculiar behavior: No…

Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and short-range dependence of extremes may both appear. In…

Causal inference methods (instrumental variables, difference-in-differences, regression discontinuity, etc.) are primary tools used across many social science milieus. One area where their application has lagged however, is in the study of…