output
19992026
most citedSparsistency and rates of convergence in large covariance matrix estimation

421 citations

Showing 2020Show all

48 papers · 1 filter

econ.GN2020

Estimating the Blood Supply Elasticity: Evidence from a Universal Scale Benefit Scheme

Sara R. Machado

I estimate the semi-elasticity of blood donations with respect to a monetary benefit, namely the waiver of user fees when using the National Health Service, in Portugal. Using with…

math.ST2020★ 6 cited

Semi-Parametric Estimation of Incubation and Generation Times by Means of Laguerre Polynomials

Alexander Kreiss, Ingrid Van Keilegom

In epidemics many interesting quantities, like the reproduction number, depend on the incubation period (time from infection to symptom onset) and/or the generation time (time unti…

cs.LG2020★ 7 cited

Revenue Maximization and Learning in Products Ranking

Ningyuan Chen, Anran Li, Shuoguang Yang

We consider the revenue maximization problem for an online retailer who plans to display in order a set of products differing in their prices and qualities. Consumers have attentio…

physics.hist-ph2020★ 14 cited

How Intellectual Communities Progress

Lewis Ross

Recent work takes both philosophical and scientific progress to consist in acquiring factive epistemic states such as knowledge. However, much of this work leaves unclear what enti…

cs.LG2020

Shortcomings of Counterfactual Fairness and a Proposed Modification

Fabian Beigang

In this paper, I argue that counterfactual fairness does not constitute a necessary condition for an algorithm to be fair, and subsequently suggest how the constraint can be modifi…

stat.ME2020★ 5 cited

An Automatic Finite-Sample Robustness Metric: When Can Dropping a Little Data Make a Big Difference?

Tamara Broderick, Ryan Giordano, Rachael Meager

Study samples often differ from the target populations of inference and policy decisions in non-random ways. Researchers typically believe that such departures from random sampling…

math.ST2020★ 1 cited

Two-sample testing of high-dimensional linear regression coefficients via complementary sketching

Fengnan Gao, Tengyao Wang

We introduce a new method for two-sample testing of high-dimensional linear regression coefficients without assuming that those coefficients are individually estimable. The procedu…

math.CO2020★ 13 cited

Triangles in randomly perturbed graphs

Julia Böttcher, Olaf Parczyk, Amedeo Sgueglia +1

We study the problem of finding pairwise vertex-disjoint triangles in the randomly perturbed graph model, which is the union of any -vertex graph satisfying a given minimum…

cs.SI2020★ 29 cited

The Impact Of Noise And Topology On Opinion Dynamics In Social Networks

Samuel Stern, Giacomo Livan

We investigate the impact of noise and topology on opinion diversity in social networks. We do so by extending well-established models of opinion dynamics to a stochastic setting w…

stat.ML2020★ 1 cited

Deep Jump Learning for Off-Policy Evaluation in Continuous Treatment Settings

Hengrui Cai, Chengchun Shi, Rui Song +1

We consider off-policy evaluation (OPE) in continuous treatment settings, such as personalized dose-finding. In OPE, one aims to estimate the mean outcome under a new treatment dec…

q-fin.GN2020★ 6 cited

International Trade Finance from the Origins to the Present: Market Structures, Regulation and Governance

Olivier Accominotti, Stefano Ugolini

This chapter presents a history of international trade finance - the oldest domain of international finance - from its emergence in the Middle Ages up to today. We describe how the…

stat.ME2020★ 2 cited

Unfolding-Model-Based Visualization: Theory, Method and Applications

Yunxiao Chen, Zhiliang Ying, Haoran Zhang

Multidimensional unfolding methods are widely used for visualizing item response data. Such methods project respondents and items simultaneously onto a low-dimensional Euclidian sp…

cs.CY2020★ 27 cited

Macroeconomic forecasting through news, emotions and narrative

Sonja Tilly, Markus Ebner, Giacomo Livan

This study proposes a new method of incorporating emotions from newspaper articles into macroeconomic forecasts, attempting to forecast industrial production and consumer prices le…

cs.SI2020★ 15 cited

The cost of coordination can exceed the benefit of collaboration in performing complex tasks

Vince J. Straub, Milena Tsvetkova, Taha Yasseri

Humans and other intelligent agents often rely on collective decision making based on an intuition that groups outperform individuals. However, at present, we lack a complete theor…

physics.soc-ph2020★ 51 cited

Detecting anomalous citation groups in journal networks

Sadamori Kojaku, Giacomo Livan, Naoki Masuda

The ever-increasing competitiveness in the academic publishing market incentivizes journal editors to pursue higher impact factors. This translates into journals becoming more sele…

physics.soc-ph2020★ 8 cited

Upstreamness and downstreamness in input-output analysis from local and aggregate information

Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli +1

Ranking sectors and countries within global value chains is of paramount importance to estimate risks and forecast growth in large economies. However, this task is often non-trivia…

physics.soc-ph2020★ 31 cited

Ranking influential nodes in networks from partial information

Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli +1

Many complex systems exhibit a natural hierarchy in which elements can be ranked according to a notion of "influence". While the complete and accurate knowledge of the interactions…

math.ST2020★ 30 cited

Admissible anytime-valid sequential inference must rely on nonnegative martingales

Aaditya Ramdas, Johannes Ruf, Martin Larsson +1

Confidence sequences, anytime p-values (called p-processes in this paper), and e-processes all enable sequential inference for composite and nonparametric classes of distributions…

stat.ME2020★ 4 cited

Probabilistic Forecasting for Daily Electricity Loads and Quantiles for Curve-to-Curve Regression

Xiuqin Xu, Ying Chen, Yannig Goude +1

Probabilistic forecasting of electricity load curves is of fundamental importance for effective scheduling and decision making in the increasingly volatile and competitive energy m…

q-fin.GN2020

Towards a Sustainable Agricultural Credit Guarantee Scheme

Reason Lesego Machete

Since 1986, Government of Botswana has been running an Agricultural Credit Guarantee Scheme for dry-land arable farming. The scheme purports to assist dry-land crop farmers who hav…

math.ST2020★ 19 cited

An autocovariance-based learning framework for high-dimensional functional time series

Jinyuan Chang, Cheng Chen, Xinghao Qiao +1

Many scientific and economic applications involve the statistical learning of high-dimensional functional time series, where the number of functional variables is comparable to, or…

stat.ME2020★ 21 cited

Computation for Latent Variable Model Estimation: A Unified Stochastic Proximal Framework

Siliang Zhang, Yunxiao Chen

Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one…

math.ST2020★ 23 cited

A Note on Likelihood Ratio Tests for Models with Latent Variables

Yunxiao Chen, Irini Moustaki, Haoran Zhang

The likelihood ratio test (LRT) is widely used for comparing the relative fit of nested latent variable models. Following Wilks' theorem, the LRT is conducted by comparing the LRT…

physics.hist-ph2020★ 4 cited

Time-energy uncertainty does not create particles

Bryan W. Roberts, Jeremy Butterfield

In this contribution in honour of Paul Busch, we criticise the claims of many expositions that the time-energy uncertainty principle allows both a violation of energy conservation,…