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David M. Kaplan

Publications and source records attributed to David M. Kaplan.

17 recordsLinked to original sources
arXiv2026

Process-Constituted Intelligence: A Shared Criterion for Humans and Machines

Intelligence is constituted by \textit{process} (iterative activity through which output emerges), not in the output itself. Generative AI (GenAI) is trained on \textit{traces} (textual and visual residues of human cognitive processes), reproducing samples from a distribution of those traces. Its outputs resemble reasoning, problem-solving, and creativity, yet the activity that produces such outputs in humans remains largely absent. Current GenAI is, therefore, weakly equivalent to the cognition it imitates, matching outputs while process stays absent or opaque. The cognitive sciences have long distinguished between weak and strong equivalence. Here, we define \textit{strong} equivalence across seven process features, assessable against human and machine cognition. Our process-based account addresses a symmetric risk: GenAI tools that outsource a person's generative processes may leave critical capacities unbuilt. We specify design principles for GenAI that instantiate more process and preserve rather than erode human judgment and creativity, and outline process audits that make strong equivalence testable.

cs.AI↗
arXiv2025

Confidence intervals for intentionally biased estimators

We propose and study three confidence intervals (CIs) centered at an estimator that is intentionally biased to reduce mean squared error. The first CI simply uses an unbiased estimator's standard error; compared to centering at the unbiased estimator, this CI has higher coverage probability for confidence levels above 91.7%, even if the biased and unbiased estimators have equal mean squared error. The second CI trades some of this "excess" coverage for shorter length. The third CI is centered at a convex combination of the two estimators to further reduce length. Practically, these CIs apply broadly and are simple to compute.

econ.EM↗
arXiv2025

Comparing latent inequality with ordinal data

We propose new ways to compare two latent distributions when only ordinal data are available and without imposing parametric assumptions on the underlying continuous distributions. First, we contribute identification results. We show how certain ordinal conditions provide evidence of between-group inequality, quantified by particular quantiles being higher in one latent distribution than in the other. We also show how other ordinal conditions provide evidence of higher within-group inequality in one distribution than in the other, quantified by particular interquantile ranges being wider in one latent distribution than in the other. Second, we propose an "inner" confidence set for the quantiles that are higher for the first latent distribution. We also describe frequentist and Bayesian inference on features of the ordinal distributions relevant to our identification results. Our contributions are illustrated by empirical examples with mental health and general health.

econ.EM↗
arXiv2024

Inference on Consensus Ranking of Distributions

Instead of testing for unanimous agreement, I propose learning how broad of a consensus favors one distribution over another (of earnings, productivity, asset returns, test scores, etc.). Specifically, given a sample from each of two distributions, I propose statistical inference methods to learn about the set of utility functions for which the first distribution has higher expected utility than the second distribution. With high probability, an "inner" confidence set is contained within this true set, while an "outer" confidence set contains the true set. Such confidence sets can be formed by inverting a proposed multiple testing procedure that controls the familywise error rate. Theoretical justification comes from empirical process results, given that very large classes of utility functions are generally Donsker (subject to finite moments). The theory additionally justifies a uniform (over utility functions) confidence band of expected utility differences, as well as tests with a utility-based "restricted stochastic dominance" as either the null or alternative hypothesis. Simulated and empirical examples illustrate the methodology.

econ.EM↗
arXiv2024

Frequentist properties of Bayesian inequality tests

Bayesian and frequentist criteria fundamentally differ, but often posterior and sampling distributions agree asymptotically (e.g., Gaussian with same covariance). For the corresponding single-draw experiment, we characterize the frequentist size of a certain Bayesian hypothesis test of (possibly nonlinear) inequalities. If the null hypothesis is that the (possibly infinite-dimensional) parameter lies in a certain half-space, then the Bayesian test's size is $α$; if the null hypothesis is a subset of a half-space, then size is above $α$; and in other cases, size may be above, below, or equal to $α$. Rejection probabilities at certain points in the parameter space are also characterized. Two examples illustrate our results: translog cost function curvature and ordinal distribution relationships.

math.ST↗
arXiv2023

A Computational Approach to Style in American Poetry

We develop a quantitative method to assess the style of American poems and to visualize a collection of poems in relation to one another. Qualitative poetry criticism helped guide our development of metrics that analyze various orthographic, syntactic, and phonemic features. These features are used to discover comprehensive stylistic information from a poem's multi-layered latent structure, and to compute distances between poems in this space. Visualizations provide ready access to the analytical components. We demonstrate our method on several collections of poetry, showing that it better delineates poetry style than the traditional word-occurrence features that are used in typical text analysis algorithms. Our method has potential applications to academic research of texts, to research of the intuitive personal response to poetry, and to making recommendations to readers based on their favorite poems.

cs.CL↗
arXiv2023

Smoothed instrumental variables quantile regression

In this article, I introduce the sivqr command, which estimates the coefficients of the instrumental variables (IV) quantile regression model introduced by Chernozhukov and Hansen (2005). The sivqr command offers several advantages over the existing ivqreg and ivqreg2 commands for estimating this IV quantile regression model, which complements the alternative "triangular model" behind cqiv and the "local quantile treatment effect" model of ivqte. Computationally, sivqr implements the smoothed estimator of Kaplan and Sun (2017), who show that smoothing improves both computation time and statistical accuracy. Standard errors are computed analytically or by Bayesian bootstrap; for non-iid sampling, sivqr is compatible with bootstrap. I discuss syntax and the underlying methodology, and I compare sivqr with other commands in an example.

econ.EM↗
arXiv2021

Interpreting Unconditional Quantile Regression with Conditional Independence

This note provides additional interpretation for the counterfactual outcome distribution and corresponding unconditional quantile "effects" defined and estimated by Firpo, Fortin, and Lemieux (2009) and Chernozhukov, Fernández-Val, and Melly (2013). With conditional independence of the policy variable of interest, these methods estimate the policy effect for certain types of policies, but not others. In particular, they estimate the effect of a policy change that itself satisfies conditional independence.

econ.EM↗
arXiv2021

Distcomp: Comparing distributions

The distcomp command is introduced and illustrated. The command assesses whether or not two distributions differ at each possible value while controlling the probability of any false positive, even in finite samples. Syntax and the underlying methodology (from Goldman and Kaplan, 2018) are discussed. Multiple examples illustrate the distcomp command, including revisiting the experimental data of Gneezy and List (2006) and the regression discontinuity design of Cattaneo, Frandsen, and Titiunik (2015).

stat.CO↗
arXiv2018

Smoothed GMM for quantile models

This paper develops theory for feasible estimators of finite-dimensional parameters identified by general conditional quantile restrictions, under much weaker assumptions than previously seen in the literature. This includes instrumental variables nonlinear quantile regression as a special case. More specifically, we consider a set of unconditional moments implied by the conditional quantile restrictions, providing conditions for local identification. Since estimators based on the sample moments are generally impossible to compute numerically in practice, we study feasible estimators based on smoothed sample moments. We propose a method of moments estimator for exactly identified models, as well as a generalized method of moments estimator for over-identified models. We establish consistency and asymptotic normality of both estimators under general conditions that allow for weakly dependent data and nonlinear structural models. Simulations illustrate the finite-sample properties of the methods. Our in-depth empirical application concerns the consumption Euler equation derived from quantile utility maximization. Advantages of the quantile Euler equation include robustness to fat tails, decoupling of risk attitude from the elasticity of intertemporal substitution, and log-linearization without any approximation error. For the four countries we examine, the quantile estimates of discount factor and elasticity of intertemporal substitution are economically reasonable for a range of quantiles above the median, even when two-stage least squares estimates are not reasonable.

math.ST↗
arXiv2017

Comparing distributions by multiple testing across quantiles or CDF values

When comparing two distributions, it is often helpful to learn at which quantiles or values there is a statistically significant difference. This provides more information than the binary "reject" or "do not reject" decision of a global goodness-of-fit test. Framing our question as multiple testing across the continuum of quantiles $τ\in(0,1)$ or values $r\in\mathbb{R}$, we show that the Kolmogorov--Smirnov test (interpreted as a multiple testing procedure) achieves strong control of the familywise error rate. However, its well-known flaw of low sensitivity in the tails remains. We provide an alternative method that retains such strong control of familywise error rate while also having even sensitivity, i.e., equal pointwise type I error rates at each of $n\to\infty$ order statistics across the distribution. Our one-sample method computes instantly, using our new formula that also instantly computes goodness-of-fit $p$-values and uniform confidence bands. To improve power, we also propose stepdown and pre-test procedures that maintain control of the asymptotic familywise error rate. One-sample and two-sample cases are considered, as well as extensions to regression discontinuity designs and conditional distributions. Simulations, empirical examples, and code are provided.

math.ST↗
arXiv2016

Fractional order statistic approximation for nonparametric conditional quantile inference

Using and extending fractional order statistic theory, we characterize the $O(n^{-1})$ coverage probability error of the previously proposed confidence intervals for population quantiles using $L$-statistics as endpoints in Hutson (1999). We derive an analytic expression for the $n^{-1}$ term, which may be used to calibrate the nominal coverage level to get $O\bigl(n^{-3/2}[\log(n)]^3\bigr)$ coverage error. Asymptotic power is shown to be optimal. Using kernel smoothing, we propose a related method for nonparametric inference on conditional quantiles. This new method compares favorably with asymptotic normality and bootstrap methods in theory and in simulations. Code is available from the second author's website for both unconditional and conditional methods, simulations, and empirical examples.

math.ST↗
arXiv2016

Smoothed estimating equations for instrumental variables quantile regression

The moment conditions or estimating equations for instrumental variables quantile regression involve the discontinuous indicator function. We instead use smoothed estimating equations (SEE), with bandwidth $h$. We show that the mean squared error (MSE) of the vector of the SEE is minimized for some $h>0$, leading to smaller asymptotic MSE of the estimating equations and associated parameter estimators. The same MSE-optimal $h$ also minimizes the higher-order type I error of a SEE-based $χ^2$ test and increases size-adjusted power in large samples. Computation of the SEE estimator also becomes simpler and more reliable, especially with (more) endogenous regressors. Monte Carlo simulations demonstrate all of these superior properties in finite samples, and we apply our estimator to JTPA data. Smoothing the estimating equations is not just a technical operation for establishing Edgeworth expansions and bootstrap refinements; it also brings the real benefits of having more precise estimators and more powerful tests. Code for the estimator, simulations, and empirical examples is available from the first author's website.

stat.ME↗
arXiv1996

Microscopic Entropy of N=2 Extremal Black Holes

String theory is used to compute the microscopic entropy for several examples of black holes in compactifications with $N=2$ supersymmetry. Agreement with the Bekenstein-Hawking entropy and the moduli-independent $N=2$ area formula is found in all cases.

hep-th↗
arXiv1996

Zero Modes for the D=11 Membrane and Five-Brane

There exist extremal p-brane solutions of $D\!=\!11$ supergravity for p=2~and~5. In this paper we investigate the zero modes of the membrane and the five-brane solutions as a first step toward understanding the full quantum theory of these objects. It is found that both solutions possess the correct number of normalizable zero modes dictated by supersymmetry.

hep-th↗
arXiv1993

Some Statistics for Measuring Large-Scale Structure

Good statistics for measuring large-scale structure in the Universe must be able to distinguish between different models of structure formation. In this paper, two and three dimensional ``counts in cell" statistics and a new ``discrete genus statistic" are applied to toy versions of several popular theories of structure formation: random phase cold dark matter model, cosmic string models, and global texture scenario. All three statistics appear quite promising in terms of differentiating between the models.

astro-ph↗