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Hauptverfasser: Sorzano, Carlos Oscar S., Pueche-Granados, B.
Format: Preprint
Veröffentlicht: 2026
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Online-Zugang:https://arxiv.org/abs/2604.22793
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author Sorzano, Carlos Oscar S.
Pueche-Granados, B.
author_facet Sorzano, Carlos Oscar S.
Pueche-Granados, B.
contents Heavy-tailed impact distributions, intrinsic uncertainty, and the high costs of proposal-based peer review increasingly challenge research funding decisions. Using large-scale bibliometric data, we show that past scientific performance provides statistically meaningful, though imperfect, information about future productivity and impact across multiple dimensions. An aggregated, percentile-normalised proxy signal captures this predictive structure robustly across research domains. We analyse deterministic and stochastic funding allocation mechanisms under impact-based objectives and find that both converge to highly concentrated allocations that favour a small number of top-performing researchers. To address the limitations of pure exploitation, we introduce a biased lottery framework based on a regularised decision-theoretic objective that explicitly balances exploration and exploitation while accounting for practical funding constraints. Our results suggest that biased lottery mechanisms offer a transparent, efficient, and scalable alternative to conventional peer review in environments characterised by heavy-tailed scientific returns. Additionally, we provide a web application, available at http://scilottery.biocomputingunit.es, that implements the deterministic allocation method presented in this work.
format Preprint
id arxiv_https___arxiv_org_abs_2604_22793
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Research Funding as a Decision Problem Under Heavy-Tailed Uncertainty
Sorzano, Carlos Oscar S.
Pueche-Granados, B.
Applications
Heavy-tailed impact distributions, intrinsic uncertainty, and the high costs of proposal-based peer review increasingly challenge research funding decisions. Using large-scale bibliometric data, we show that past scientific performance provides statistically meaningful, though imperfect, information about future productivity and impact across multiple dimensions. An aggregated, percentile-normalised proxy signal captures this predictive structure robustly across research domains. We analyse deterministic and stochastic funding allocation mechanisms under impact-based objectives and find that both converge to highly concentrated allocations that favour a small number of top-performing researchers. To address the limitations of pure exploitation, we introduce a biased lottery framework based on a regularised decision-theoretic objective that explicitly balances exploration and exploitation while accounting for practical funding constraints. Our results suggest that biased lottery mechanisms offer a transparent, efficient, and scalable alternative to conventional peer review in environments characterised by heavy-tailed scientific returns. Additionally, we provide a web application, available at http://scilottery.biocomputingunit.es, that implements the deterministic allocation method presented in this work.
title Research Funding as a Decision Problem Under Heavy-Tailed Uncertainty
topic Applications
url https://arxiv.org/abs/2604.22793