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In this paper, we propose a stratified sampling algorithm in which the random drawings made in the strata to compute the expectation of interest are also used to adaptively modify the proportion of further drawings in each stratum. These…

Methodology · Statistics 2007-12-04 Pierre Etore , Benjamin Jourdain

The problem of estimation of the proportion of units with a given attribute in a~finite population is considered. From the population a sample is drawn due to the simple random sampling without replacement. There are limited funds for…

Statistics Theory · Mathematics 2019-03-26 Dominik Sieradzki , Wojciech Zieliński

In sampling theory, stratification corresponds to a technique used in surveys, which allows segmenting a population into homogeneous subpopulations (strata) to produce statistics with a higher level of precision. In particular, this article…

Methodology · Statistics 2022-11-22 José Brito , Gustavo Semaan , Leonardo de Lima , Augusto Fadel

The problem of estimating a proportion of objects with particular attribute in a finite population is considered. This paper shows an example of the application of estimation fraction using new proposed sample allocation in a population…

Applications · Statistics 2019-03-19 Dominik Sieradzki , Wojciech Zieliński

The allocation problem for multivariate stratified random sampling as a problem of stochastic matrix integer mathematical programming is considered. With these aims the asymptotic normality of sample covariance matrices for each strata is…

Statistics Theory · Mathematics 2011-05-18 Jose A. Diaz-Garcia , Rogelio Ramos-Quiroga

Predicting the cheapest sample size for the optimal stratification in multivariate survey design is a problem in cases where the population frame is large. A solution exists that iteratively searches for the minimum sample size necessary to…

Methodology · Statistics 2018-06-18 Mervyn O'Luing , Steven Prestwich , S. Armagan Tarim

The problem of optimal allocation of samples in surveys using a stratified sampling plan was first discussed by Neyman in 1934. Since then, many researchers have studied the problem of the sample allocation in multivariate surveys and…

Discrete Mathematics · Computer Science 2013-09-25 Jose Andre de Moura Brito , Gustavo Silva Semaan , Pedro Luis do Nascimento Silva , Nelson Maculan

In this paper, we aim to compute numerical approximation integral by using an adaptive Monte Carlo algorithm. We propose a stratified sampling algorithm based on an iterative method which splits the strata following some quantities called…

Numerical Analysis · Mathematics 2015-07-22 Toni Sayah

We derive optimality conditions for the optimum sample allocation problem in stratified sampling, formulated as the determination of the fixed strata sample sizes that minimize the total cost of the survey, under the assumed level of…

Statistics Theory · Mathematics 2023-12-11 Wojciech Wójciak

Allocation of samples in stratified and/or multistage sampling is one of the central issues of sampling theory. In a survey of a population often the constraints for precision of estimators of subpopulations parameters have to be taken care…

Statistics Theory · Mathematics 2015-03-31 Jacek Wesolowski , Robert Wieczorkowski

This paper studies a two-stage model of experimentation, where the researcher first samples representative units from an eligible pool, then assigns each sampled unit to treatment or control. To implement balanced sampling and assignment,…

Econometrics · Economics 2023-08-22 Max Cytrynbaum

This work considers the allocation problem for multivariate stratified random sampling as a problem of integer non-linear stochastic multiobjective mathematical programming. With this goal in mind the asymptotic distribution of the vector…

Methodology · Statistics 2011-06-07 Jose A. Diaz-Garcia , Rogelio Ramos-Quiroga

In classification problems, sampling bias between training data and testing data is critical to the ranking performance of classification scores. Such bias can be both unintentionally introduced by data collection and intentionally…

Methodology · Statistics 2017-11-02 Chandler Zuo

Recent works have proposed optimal subsampling algorithms to improve computational efficiency in large datasets and to design validation studies in the presence of measurement error. Existing approaches generally fall into two categories:…

Methodology · Statistics 2025-12-25 Jasper B. Yang , Thomas Lumley , Bryan E. Shepherd , Pamela A. Shaw

This paper investigates the use of stratified sampling as a variance reduction technique for approximating integrals over large dimensional spaces. The accuracy of this method critically depends on the choice of the space partition, the…

Probability · Mathematics 2009-09-15 Pierre Etoré , Gersende Fort , Benjamin Jourdain , Eric Moulines

A modified Prekopa's approach is considered for the problem of optimum allocation in multivariate stratified random sampling. An example is solved by applying the proposed methodology.

Statistics Theory · Mathematics 2011-12-25 Jose A. Diaz-Garcia , Rogelio Raos-Quiroga

The R package SamplingStrata was developed in 2011 as an instrument to optimize the design of stratified samples. The optimization is performed by considering the stratification variables available in the sampling frame, and the precision…

Methodology · Statistics 2020-04-21 Marco Ballin , Giulio Barcaroli

Stratified sampling is a fast and simple method to generate point sets with uniform distribution in hypercubes. However, for the most common paraxial stratfication it has the prominent drawback that the number of sampled points in n…

Computation · Statistics 2018-06-14 Simon Wessing

This paper investigates the use of multiple directions of stratification as a variance reduction technique for Monte Carlo simulations of path-dependent options driven by Gaussian vectors. The precision of the method depends on the choice…

Computational Finance · Quantitative Finance 2010-04-29 Benjamin Jourdain , Bernard Lapeyre , Piergiacomo Sabino

We study the optimization version of the set partition problem (where the difference between the partition sums are minimized), which has numerous applications in decision theory literature. While the set partitioning problem is NP-hard and…

Data Structures and Algorithms · Computer Science 2021-09-13 Kaan Gokcesu , Hakan Gokcesu
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