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   SISTA: Learning Optimal Transport Costs under Sparsity ConstraintsDupuy, Arnaud  ; ; et alin Communications on Pure and Applied Mathematics (in press) In this paper, we describe a novel iterative procedure called SISTA to learn the underlying cost in optimal transport problems. SISTA is a hybrid between two classical methods, coordinate descent (“S” ... [more ▼] In this paper, we describe a novel iterative procedure called SISTA to learn the underlying cost in optimal transport problems. SISTA is a hybrid between two classical methods, coordinate descent (“S”-inkhorn) and proximal gradient descent (“ISTA”). It alternates between a phase of exact minimization over the transport potentials and a phase of proximal gradient descent over the parameters of the transport cost. We prove that this method converges linearly, and we illustrate on simulated examples that it is significantly faster than both coordinate descent and ISTA. We apply it to estimating a model of migration, which predicts the flow of migrants using country-specific characteristics and pairwise measures of dissimilarity between countries. This application demonstrates the effectiveness of machine learning in quantitative social sciences. [less ▲] Detailed reference viewed: 98 (6 UL)Marriage Market Counterfactuals Using Matching ModelsDupuy, Arnaud ; in Economica (2022), 89(353), 29-43 Detailed reference viewed: 71 (3 UL)A Note on the Estimation of Job Amenities and Labor ProductivityDupuy, Arnaud ; in Quantitative Economics (2022), 13(1), 153-177 Detailed reference viewed: 58 (5 UL) La manne des ressources naturelles, l’investissement public optimal et la redistribution : le rôle de la productivité totale des facteurs et de la capacité de l’ÉtatDupuy, Arnaud ; ; in Revue d'Économie du Développement (2022) Detailed reference viewed: 15 (0 UL) Migration in China: to Work or to Wed?Dupuy, Arnaud in Journal of Applied Econometrics (2021), 36(4), 393-415 Detailed reference viewed: 110 (7 UL)Taxation in matching marketsDupuy, Arnaud ; ; et alin International Economic Review (2020), 61(4), 1591-1634 We analyze the effects of taxation in two-sided matching markets where agents have heterogeneous preferences over potential partners. Our model provides a continuous link between models of matching with ... [more ▼] We analyze the effects of taxation in two-sided matching markets where agents have heterogeneous preferences over potential partners. Our model provides a continuous link between models of matching with and without transfers. Taxes generate inefficiency on the allocative margin, by changing who matches with whom. This allocative inefficiency can be non-monotonic, but is weakly increasing in the tax rate under linear taxation if each worker has negative non-pecuniary utility of working. We adapt existing econometric methods for markets without taxes to our setting, and estimate preferences in the college-coach football market. We show through simulations that standard methods inaccurately measure deadweight loss. [less ▲] Detailed reference viewed: 112 (10 UL)Childcare, Quality and Location: A Hedonic Approach.Dupuy, Arnaud Presentation (2019) Detailed reference viewed: 88 (7 UL)Estimating Matching Affinity Matrix under Low-Rank ConstraintsDupuy, Arnaud ; ; in Information and Inference: a Journal of the IMA (2019), 8(4), 677689 In this paper, we address the problem of estimating transport surplus (a.k.a. matching affinity) in high dimensional optimal transport problems. Classical optimal transport theory specifies the matching ... [more ▼] In this paper, we address the problem of estimating transport surplus (a.k.a. matching affinity) in high dimensional optimal transport problems. Classical optimal transport theory specifies the matching affinity and determines the optimal joint distribution. In contrast, we study the inverse problem of estimating matching affinity based on the observation of the joint distribution, using an entropic regularization of the problem. To accommodate high dimensionality of the data, we propose a novel method that incorporates a nuclear norm regularization which effectively enforces a rank constraint on the affinity matrix. The low-rank matrix estimated in this way reveals the main factors which are relevant for matching. [less ▲] Detailed reference viewed: 131 (5 UL)The empirical content of marital surplus in matching models; Dupuy, Arnaud ; in Economics Letters (2019), 176 Detailed reference viewed: 131 (1 UL)On the Incidence of Taxation in Matching Markets.Dupuy, Arnaud Presentation (2017) Detailed reference viewed: 93 (13 UL)CHILDCARE, QUALITY AND LOCATION: AN HEDONIC APPROACHDupuy, Arnaud Presentation (2017) Detailed reference viewed: 90 (11 UL)The Assignment of Workers to Tasks with Endogenous Supply of SkillsDupuy, Arnaud in Economica (2015) Detailed reference viewed: 114 (4 UL)Hierarchical Organization and Performance Inequality: Evidence from Professional CyclingDupuy, Arnaud ; in International Economic Review (2015) Detailed reference viewed: 126 (4 UL)Canonical correlation and assortative matching: a remarkDupuy, Arnaud ; in Annales d'Economie et de Statistique (2015) Detailed reference viewed: 102 (5 UL)Cognitive Decline and Labor Market ActivityDupuy, Arnaud ; ; et alin Economics and Human Biology (2015) Detailed reference viewed: 72 (3 UL)Personality traits and the marriage marketDupuy, Arnaud ; in Journal of Political Economy (2014) Detailed reference viewed: 132 (2 UL)On Input Market Frictions and Estimation of Factors DemandDupuy, Arnaud ; in Southern Economic Journal (2014) Detailed reference viewed: 93 (4 UL)Entropy Methods for Identifying Hedonic ModelsDupuy, Arnaud ; ; in Mathematics and Financial Economics (2014) Detailed reference viewed: 82 (1 UL)An Economic Model of the Evolution of the Gender Performance Ratio in Individual SportsDupuy, Arnaud in International Journal of Performance Analysis in Sport (2012) Detailed reference viewed: 87 (0 UL)A Microfoundation of Production Functions: Assignment of Heterogenous Workers to Heterogenous TasksDupuy, Arnaud in Economica (2012) Detailed reference viewed: 46 (5 UL)
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