Waiting Buys Exactly Two Moments: Endogenous Identification in Prediction-Driven Allocation

Paper recorded by Signals 4 on 2026-10-16 in cs.LG. Abstract reproduced from arXiv; link to the original below.

Published 2026-10-16 on arXiv · recorded by Signals 4 on 2026-10-19

Category: cs.LG · 机器学习 · first seen 2026-10-19

Abstract

A planner with a fixed budget of preventive help must decide whom to help and when. Waiting reveals risk but removes intervention opportunities as higher-risk individuals leave first. We characterize this tradeoff under repeated noisy signals and risk-dependent attrition: in the canonical model, a length-$τ$ observation prefix identifies exactly the latent risk moments $m_j=\mathbb E[p^j]$ for $j=

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