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A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…

Methodology · Statistics 2021-06-29 Haim Bar , James Booth , Martin T. Wells

An ever-increasing deluge of big data is becoming available to national statistical offices globally, but it is well documented that statistics produced by big data alone often suffer from selection bias and are not usually representative…

Methodology · Statistics 2023-06-29 Ryan Covey

Small area estimation has received enormous attention in recent years due to its wide range of application, particularly in policy making decisions. The variance based on direct sample size of small area estimator is unduly large and there…

Statistics Theory · Mathematics 2007-06-13 Soumendra N. Lahiri , Tapabrata Maiti

In this paper, we derive an explicit sample size formula based a mixed criterion of absolute and relative errors for estimating means of Poisson random variables.

Statistics Theory · Mathematics 2008-04-21 Xinjia Chen

Variance estimation in the linear model when $p > n$ is a difficult problem. Standard least squares estimation techniques do not apply. Several variance estimators have been proposed in the literature, all with accompanying asymptotic…

Methodology · Statistics 2014-01-30 Stephen Reid , Robert Tibshirani , Jerome Friedman

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

We investigate the use of a stratified sampling approach for LIME Image, a popular model-agnostic explainable AI method for computer vision tasks, in order to reduce the artifacts generated by typical Monte Carlo sampling. Such artifacts…

Artificial Intelligence · Computer Science 2024-03-27 Muhammad Rashid , Elvio G. Amparore , Enrico Ferrari , Damiano Verda

We propose a simple, statistically principled, and theoretically justified method to improve supervised learning when the training set is not representative, a situation known as covariate shift. We build upon a well-established methodology…

Machine Learning · Statistics 2025-03-12 Maximilian Autenrieth , David A. van Dyk , Roberto Trotta , David C. Stenning

Class imbalance and distributional differences in large datasets present significant challenges for classification tasks machine learning, often leading to biased models and poor predictive performance for minority classes. This work…

Machine Learning · Statistics 2024-12-20 Alex Mak , Shubham Sahoo , Shivani Pandey , Yidan Yue , Linglong Kong

It has recently become popular to define treatment effects for subsets of the target population characterized by variables not observable at the time a treatment decision is made. Characterizing and estimating such treatment effects is…

Statistics Theory · Mathematics 2007-08-30 Marshall M. Joffe , Dylan Small , Chi-Yuan Hsu

In Astronomy, Survival Analysis and Epidemiology, among many other fields, doubly truncated data often appear. Double truncation generally induces a sampling bias, so ordinary estimators may be inconsistent. In this paper, smoothing spline…

Methodology · Statistics 2026-01-15 David Bamio , Jacobo de Uña-Álvarez

In survey statistics, the usual technique for estimating a population total consists in summing appropriately weighted variable values for the units in the sample. Different weighting systems exit: sampling weights, GREG weights or…

Methodology · Statistics 2012-01-09 François Coquet , Éric Lesage

We develop constrained Bayesian estimation methods for small area problems: those requiring smoothness with respect to similarity across areas, such as geographic proximity or clustering by covariates; and benchmarking constraints,…

Methodology · Statistics 2014-10-28 Rebecca C. Steorts

We develop a univariate, differentially private mean estimator, called the private modified winsorized mean, designed to be used as the aggregator in subsample-and-aggregate. We demonstrate, via real data analysis, that common…

Methodology · Statistics 2025-05-09 Kelly Ramsay , Dylan Spicker

Two approximations are frequently used in statistical physics: the first one, which we shall name the mean values approximation, is generally (and improperly) named as "maximum term approximation". The second is the "Stirling…

General Physics · Physics 2007-05-23 Conrado Hoffmann

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David R. Wolf , David H. Wolpert

In this paper we introduce the concept of bootstrapped pivots for the sample and the population means. This is in contrast to the classical method of constructing bootstrapped confidence intervals for the population mean via estimating the…

Statistics Theory · Mathematics 2013-07-23 Miklos Csorgo , Masoud M Nasari

Estimating mutual information (MI) from samples is a fundamental problem in statistics, machine learning, and data analysis. Recently it was shown that a popular class of non-parametric MI estimators perform very poorly for strongly…

Information Theory · Computer Science 2016-02-18 Shuyang Gao , Greg Ver Steeg , Aram Galstyan

The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…

Methodology · Statistics 2014-06-18 Johan Segers

A general method to combine several estimators of the same quantity is investigated. In the spirit of model and forecast averaging, the final estimator is computed as a weighted average of the initial ones, where the weights are constrained…

Methodology · Statistics 2015-05-26 Frédéric Lavancier , Paul Rochet