Local privacy mechanisms preserve rate-double-robustness, enabling unbiased and semiparametrically efficient inference on target parameters indexed linearly by infinite-dimensional and nonlinearly by low-dimensional components from noisy private data.
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15 Pith papers cite this work. Polarity classification is still indexing.
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MACROCAST is the first leakage-free time series foundation model for real-time macroeconomic forecasting, trained exclusively on synthetic series and vintage data, outperforming AR(1), Chronos-2, BVAR, and DFM benchmarks on FRED-MD.
An aggregate NTU stability concept using one-sided money burning decentralizes stable matchings in type-based markets and extends to a random utility model with proven existence, uniqueness, and convergent algorithm.
Defines resilience evaluation D^ρ π as the L1-limit of scaled dynamic risk measure applied to process increments, and derives its dual representation as worst-case conditional expectation of an effective drift when ρ arises from BSDEs with Lipschitz or quadratic drivers.
Introduces convolution smoothing of the check-loss for prediction-powered quantile regression, derives asymptotics under misspecification, and proposes an ensemble estimator.
In Arrow-Debreu economies with multiplex network externalities, competitive markets satisfy the First and Second Welfare Theorems under regularity or identical layer structures; Lindahl equilibria correct remaining inefficiencies via personalized prices.
Diebold-Mariano test converges to non-Gaussian stable limits under infinite-variance loss differentials, causing severe size distortions, with sub-sampling proposed as valid inference independent of tail index.
Under a constant-coefficient structural model and exact conditional calibration of p, the latent group coefficient τ is point-identified as the covariance of (2p-1) with the partialled outcome divided by twice the residual variance of p given X.
Establishes root-n consistency and asymptotic normality for the plug-in estimator of E[F_Y^{-1} ∘ F_Z(X)] under weaker conditions allowing unbounded support, plus a consistent variance estimator.
New asymptotically pivotal and identification-robust nonparametric tests for parameters in linear IV models handling unknown heteroskedasticity.
In non-modular polymatroidal service markets, revenue-optimal DSIC mechanisms cannot also be credible for strategic operators, with tight welfare-loss bounds on the Cost of Non-Credibility across network topologies.
A weighted K-means plus decision-tree pipeline learns multi-action policies from observational data and is applied to HCV treatment choices for HIV co-infected patients, finding a high-clearance subgroup and potential cost savings of CAN$3.6-4.9 million.
Develops SICS and RCRS screening methods for consistent selection of sparse active predictors and change points in high-dimensional structural break predictive regressions that may involve stationary or cointegrated series.
Autonomous agents sustain positive engagement lift in marketing personalization over time following initial human oversight in a real-world 11-month case study.
A 1% increase in the economic complexity index is associated with a 0.02% to 1.24% improvement in environmental performance in BRICS-T countries.
citing papers explorer
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Private Rate-Double-Robust Inference
Local privacy mechanisms preserve rate-double-robustness, enabling unbiased and semiparametrically efficient inference on target parameters indexed linearly by infinite-dimensional and nonlinearly by low-dimensional components from noisy private data.
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MACROCAST: A Vintage-Consistent Time Series Foundation Model for Real-Time Macroeconomic Forecasting
MACROCAST is the first leakage-free time series foundation model for real-time macroeconomic forecasting, trained exclusively on synthetic series and vintage data, outperforming AR(1), Chronos-2, BVAR, and DFM benchmarks on FRED-MD.
-
Aggregate Stable Matching with Money Burning
An aggregate NTU stability concept using one-sided money burning decentralizes stable matchings in type-based markets and extends to a random utility model with proven existence, uniqueness, and convergent algorithm.
-
Financial Resilience Evaluation: From Conditional Expectations to Dynamic Convex Risk Measures
Defines resilience evaluation D^ρ π as the L1-limit of scaled dynamic risk measure applied to process increments, and derives its dual representation as worst-case conditional expectation of an effective drift when ρ arises from BSDEs with Lipschitz or quadratic drivers.
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On prediction-powered inference for quantile regression via convolution smoothing
Introduces convolution smoothing of the check-loss for prediction-powered quantile regression, derives asymptotics under misspecification, and proposes an ensemble estimator.
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When Do Markets Work? Multiplex Networks and Efficiency
In Arrow-Debreu economies with multiplex network externalities, competitive markets satisfy the First and Second Welfare Theorems under regularity or identical layer structures; Lindahl equilibria correct remaining inefficiencies via personalized prices.
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Heavy Tails and Predictive Ability Testing
Diebold-Mariano test converges to non-Gaussian stable limits under infinite-variance loss differentials, causing severe size distortions, with sub-sampling proposed as valid inference independent of tail index.
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Identification of Latent Group Effects under Conditional Calibration
Under a constant-coefficient structural model and exact conditional calibration of p, the latent group coefficient τ is point-identified as the covariance of (2p-1) with the partialled outcome divided by twice the residual variance of p given X.
-
Asymptotic Properties of Empirical Quantile-Based Estimators
Establishes root-n consistency and asymptotic normality for the plug-in estimator of E[F_Y^{-1} ∘ F_Z(X)] under weaker conditions allowing unbounded support, plus a consistent variance estimator.
-
Pivotal and identification-robust nonparametric inference in linear IV models
New asymptotically pivotal and identification-robust nonparametric tests for parameters in linear IV models handling unknown heteroskedasticity.
-
Credibility Trilemma in Polymatroidal Service Markets
In non-modular polymatroidal service markets, revenue-optimal DSIC mechanisms cannot also be credible for strategic operators, with tight welfare-loss bounds on the Cost of Non-Credibility across network topologies.
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Policy Learning with Observational Data: The Case of Hepatitis C Treatment for HIV/HCV Co-Infected Patients
A weighted K-means plus decision-tree pipeline learns multi-action policies from observational data and is applied to HCV treatment choices for HIV co-infected patients, finding a high-clearance subgroup and potential cost savings of CAN$3.6-4.9 million.
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Feature Screening for High-Dimensional Structural Break Predictive Regression
Develops SICS and RCRS screening methods for consistent selection of sparse active predictors and change points in high-dimensional structural break predictive regressions that may involve stationary or cointegrated series.
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Sustained Impact of Agentic Personalisation in Marketing: A Longitudinal Case Study
Autonomous agents sustain positive engagement lift in marketing personalization over time following initial human oversight in a real-world 11-month case study.
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Unveiling the Nexus Between Economic Complexity and Environmental Sustainability: Evidence from BRICS-T Countries
A 1% increase in the economic complexity index is associated with a 0.02% to 1.24% improvement in environmental performance in BRICS-T countries.