Contextual Continuum Bandits: Static Versus Dynamic Regret

We study the contextual continuum bandits problem, where the learner sequentially receives a side information vector and has to choose an action in a convex set, minimizing a function associated to th ...

Arya Akhavan, Karim Lounici, Massimiliano Pontil, Alexandre B. Tsybakov

arXiv:2406.05714v1 [stat.ML], 2024


Identifying European trade dependencies

We review and extend upon existing literature using product-level trade data to identify trade dependencies that expose the European Union to potential disruptions. While acknowledging the significanc ...

Mejean Isabelle, Rousseaux Pierre

Pisani-Ferry, J, B Weder Di Mauro and J Zettelmeyer (eds), Paris Report 2: Europe's Economic Security, CEPR Press, Paris & London., 2024


Generalized multi-view model: Adaptive density estimation under low-rank constraints

We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional array to estimate is a ...

Chhor Julien, Klopp Olga, Tsybakov Alexandre

Arxiv, Cornell University, 2024


How COVID-19 affects voting for incumbents: Evidence from local elections in France

How do voters react to an ongoing natural threat? Do voters sanction or reward incumbents even when incumbents cannot be held accountable because an unforeseeable natural disaster is unfolding? We add ...

Morisi Davide, Clolery Heloise, Kon Kam King Guillaume, Schaub Max

PLoS ONE, 2024, 19 (3), pp.e0297432., 2024


Algorithmes, inégalités, et les « humains dans la boucle »


Tubaro Paola

Ce qui échappe à l'intelligence artificielle, Hermann, pp.181-203, 2024, 979 1 0370 3844 9. , 2024


Predistribution versus Redistribution: Evidence from France and the United States

We construct series of posttax income for France over the 1900–2018 period and compare them with US series. We quantify the extent of redistribution—the reduction from pretax to posttax inequality ...

Bozio Antoine, Garbinti Bertrand, Goupille-Lebret Jonathan, Guillot Milka, Piketty Thomas

American Economic Journal: Applied Economics, Vol. 16, No. 2, pp. 31-65, April 2024, 2024


A robust permutation test for subvector inference in linear regressions

We develop a new permutation test for inference on a subvector of coefficients in linear models. The test is exact when the regressors and the error terms are independent. Then we show that the test i ...

d’Haultfoeuille Xavier, Tuvaandorj Puredorj

Quantitative Economics, Vol. 15, No. 1, pages 27-87, 2024


Difference-in-Differences Estimators of Intertemporal Treatment Effects

We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and prop ...

De Chaisemartin Clément, d’Haultfoeuille Xavier

The Review of Economics and Statistics 1-45, 2024


TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV)

This program executes a statistical test of the exclusion restriction of an instrumental variable (IV) based on D'Haultfoeuille, Hoderlein, & Sasaki (J. Econometrics, 2021). The command takes as input ...

Xavier D'Haultfoeuille, Hoderlein Stefan, Sasaki Yuya

Statistical Software Components from Boston College Department of Economics, 2024


Generalized pareto regression trees for extreme event analysis

This paper derives finite sample results to assess the consistency of Generalized Pareto regression trees introduced by Farkas et al. (Insur. Math. Econ. 98:92--105, 2021) as tools to perform extreme ...

Farkas Sebastien, Heranval Antoine, Lopez Olivier, Thomas, Maud

Extremes, 2024