Pith Number

pith:43OUQYTK

pith:2026:43OUQYTKSPL4VBTFVAZWTIZORX

not attested not anchored not stored refs pending

Inference in Tightly Identified and Large-Scale Sign-Restricted SVARs

Adam Rybarczyk, Jani Luoto, Markku Lanne

A differentiable reparameterization turns inequality restrictions into smooth constraints for efficient Hamiltonian Monte Carlo sampling in large-scale sign-restricted SVARs.

arxiv:2604.22445 v2 · 2026-04-24 · econ.EM

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Add to your LaTeX paper

\usepackage{pith}
\pithnumber{43OUQYTKSPL4VBTFVAZWTIZORX}

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Record completeness

1 Bitcoin timestamp

2 Internet Archive

3 Author claim open · sign in to claim

4 Citations open

5 Replications open

✓ Portable graph bundle live · download bundle · merged state

The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.

Claims

C1strongest claim

We implement a Hamiltonian Monte Carlo algorithm and show how the posterior density can be rapidly evaluated under the reparameterization, thus facilitating inference in high-dimensional settings. Two empirical applications demonstrate that our approach tends to result in lower serial dependence in Markov chains, larger effective sample sizes and reduced computation time relative to existing methods.

C2weakest assumption

The continuously differentiable mappings used to impose shape, ranking, and elasticity restrictions correctly represent the original identifying constraints and preserve the target posterior distribution without introducing bias or numerical instabilities in high dimensions.

C3one line summary

A differentiable reparameterization combined with HMC sampling improves posterior exploration and reduces computation time for tightly identified large-scale sign-restricted SVARs.

Receipt and verification

First computed	2026-05-22T01:04:03.047523Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

e6dd48626a93d7ca8665a83369a32e8de90e186e1f4526551da30a546eeee992

Aliases

arxiv: 2604.22445 · arxiv_version: 2604.22445v2 · doi: 10.48550/arxiv.2604.22445 · pith_short_12: 43OUQYTKSPL4 · pith_short_16: 43OUQYTKSPL4VBTF · pith_short_8: 43OUQYTK

Agent API

Resolver JSON Graph JSON Events JSON Schema Signing key

Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/43OUQYTKSPL4VBTFVAZWTIZORX \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: e6dd48626a93d7ca8665a83369a32e8de90e186e1f4526551da30a546eeee992

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "0e6f56ff01252bc64c7fcb6fdce8d0c81dce04015aa311e7ca57c95c345b7381",
    "cross_cats_sorted": [],
    "license": "http://creativecommons.org/licenses/by/4.0/",
    "primary_cat": "econ.EM",
    "submitted_at": "2026-04-24T11:01:30Z",
    "title_canon_sha256": "17872c485bfbc75ebd9a43845edee3bffc650b6443a2f4463806c373345b0768"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2604.22445",
    "kind": "arxiv",
    "version": 2
  }
}