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Related papers: Bootstrap of means under stratified sampling

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Online controlled experiments, also known as A/B testing, are the digital equivalent of randomized controlled trials for estimating the impact of marketing campaigns on website visitors. Stratified sampling is a traditional technique for…

We consider the problem of meta-analyzing two-group studies that report the median of the outcome. Often, these studies are excluded from meta-analysis because there are no well-established statistical methods to pool the difference of…

Methodology · Statistics 2022-06-22 Sean McGrath , Hojoon Sohn , Russell Steele , Andrea Benedetti

The bootstrap is a popular data-driven method to quantify statistical uncertainty, but for modern high-dimensional problems, it could suffer from huge computational costs due to the need to repeatedly generate resamples and refit models. We…

Methodology · Statistics 2023-06-21 Henry Lam , Zhenyuan Liu

In this paper we presented a stochastic version mean-shift clustering algorithm. In the stochastic version the data points "climb" to the modes of the distribution collectively, while in the deterministic mean-shift, each datum "climbs"…

Machine Learning · Computer Science 2023-12-27 Itshak Lapidot

A critical literature review and comprehensive simulation study is used to show that (a) non-parametric bootstrap is a viable alternative to commonly taught and used methods in basic estimation tasks (mean, variance, quartiles, correlation)…

Methodology · Statistics 2025-10-16 Urša Zrimšek , Erik Štrumbelj

The naive importance sampling estimator, based on samples from a single importance density, can be numerically unstable. Instead, we consider generalized importance sampling estimators where samples from more than one probability…

Statistics Theory · Mathematics 2016-08-12 Vivekananda Roy , Aixin Tan , James M. Flegal

Consider the problem of estimating a weighted average of the means of $n$ strata, based on a random sample with realized $K_i$ observations from stratum $i, \; i=1,...,n$. This task is non-trivial in cases where for a significant portion of…

Statistics Theory · Mathematics 2019-11-21 Eitan Greenshtein , Ya'acov Ritov

Survey data are often collected under multistage sampling designs where units are binned to clusters that are sampled in a first stage. The unit-indexed population variables of interest are typically dependent within cluster. We propose a…

Methodology · Statistics 2021-08-26 Luis G. Leon-Novelo , Terrance D. Savitsky

Statistical analysis of voluntary survey data is an important area of research in survey sampling. We consider a unified approach to voluntary survey data analysis under the assumption that the sampling mechanism is ignorable. Generalized…

Methodology · Statistics 2025-06-03 Yonghyun Kwon , Jae Kwang Kim , Yumou Qiu

Process mining extracts value from the traces recorded in the event logs of IT-systems, with process discovery the task of inferring a process model for a log emitted by some unknown system. Generalization is one of the quality criteria…

Artificial Intelligence · Computer Science 2022-03-29 Artem Polyvyanyy , Alistair Moffat , Luciano García-Bañuelos

Parametric empirical Bayes (EB) estimators have been widely used in variety of fields including small area estimation, disease mapping. Since EB estimator is constructed by plugging in the estimator of parameters in prior distributions, it…

Methodology · Statistics 2017-04-28 Shonosuke Sugasawa

Variational inference is a general approach for approximating complex density functions, such as those arising in latent variable models, popular in machine learning. It has been applied to approximate the maximum likelihood estimator and…

Methodology · Statistics 2018-04-19 Yen-Chi Chen , Y. Samuel Wang , Elena A. Erosheva

The bootstrap, based on resampling, has, for several decades, been a widely used method for computing confidence intervals for applications where no exact method is available and when sample sizes are not large enough to be able to rely on…

Applications · Statistics 2018-08-27 Chris Gotwalt , Li Xu , Yili Hong , William Q. Meeker

Estimation of the four generalized lambda distribution parameters is not straightforward, and available estimators that perform best have large computation times. In this paper, we introduce a simple two-step estimator of the parameters…

Methodology · Statistics 2020-02-26 Dilanka S. Dedduwakumara , Luke A. Prendergast , Robert G. Staudte

A solution of two-stage stochastic generalized equations is a pair: a first stage solution which is independent of realization of the random data and a second stage solution which is a function of random variables.This paper studies…

Optimization and Control · Mathematics 2018-01-15 Xiaojun Chen , Alexander Shapiro , Hailin Sun

The existing theory of penalized quantile regression for longitudinal data has focused primarily on point estimation. In this work, we investigate statistical inference. We propose a wild residual bootstrap procedure and show that it is…

Econometrics · Economics 2022-05-10 Carlos Lamarche , Thomas Parker

In the present study, we propose a new estimator for population mean of the study variable y in the case of stratified random sampling using the information based on auxiliary variable x. Expression for the mean squared error (MSE) of the…

Applications · Statistics 2014-07-25 Sachin Malik , Viplav Kumar Singh , Rajesh Singh

Clustered data arise naturally in many scientific and applied research settings where units are grouped within clusters. They are commonly analyzed using linear mixed models to account for within-cluster correlations. This article focuses…

Methodology · Statistics 2025-10-10 Zhi Yang Tho , Raymond Chambers , A. H. Welsh

Two time scale stochastic approximation is analyzed when the iterates on either or both time scales do not necessarily converge.

Probability · Mathematics 2024-12-31 Vivek S Borkar

Most existing methods for testing equality of means of functional data from multiple populations rely on assumptions of equal covariance and/or Gaussianity. In this work we provide a new testing method based on a statistic that is…

Methodology · Statistics 2025-09-30 Chuang Xu , Andrew T. A. Wood , Yanrong Yang