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Related papers: Sequential estimation in the group testing problem

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In this paper, we introduce a new approach to constructing unbiased estimators when computing expectations of path functionals associated with stochastic differential equations (SDEs). Our randomization idea is closely related to…

Computational Finance · Quantitative Finance 2012-07-11 Chang-han Rhee , Peter W. Glynn

The estimation of risk measures recently gained a lot of attention, partly because of the backtesting issues of expected shortfall related to elicitability. In this work we shed a new and fundamental light on optimal estimation procedures…

Risk Management · Quantitative Finance 2017-08-25 Marcin Pitera , Thorsten Schmidt

Over the last few years, debiased estimators have been proposed in order to establish rigorous confidence intervals for high-dimensional problems in machine learning and data science. The core argument is that the error of these estimators…

Signal Processing · Electrical Eng. & Systems 2024-07-19 Frederik Hoppe , Claudio Mayrink Verdun , Felix Krahmer , Marion I. Menzel , Holger Rauhut

Group sequential designs in clinical trials allow for interim efficacy and futility monitoring. Adjustment for baseline covariates can increase power and precision of estimated effects. However, inconsistently applying covariate adjustment…

Methodology · Statistics 2023-08-11 Marlena S. Bannick , Sonya L. Heltshe , Noah Simon

Percentiles and more generally, quantiles are commonly used in various contexts to summarize data. For most distributions, there is exactly one quantile that is unbiased. For distributions like the Gaussian that have the same mean and…

Methodology · Statistics 2022-01-11 Rohit Pandey

When a model's performance differs across socially or culturally relevant groups--like race, gender, or the intersections of many such groups--it is often called "biased." While much of the work in algorithmic fairness over the last several…

Methodology · Statistics 2022-07-01 Kristian Lum , Yunfeng Zhang , Amanda Bower

Small area estimators that ignore the sampling design lack design consistency when the sampling mechanism is complex and may be severely biased under informative designs. Existing procedures that account for the survey weights under…

Methodology · Statistics 2026-03-12 William Acero , Domingo Morales , Isabel Molina

Group testing concerns itself with the accurate recovery of a set of "defective" items from a larger population via a series of tests. While most works in this area have considered the classical group testing model, where tests are binary…

Information Theory · Computer Science 2026-05-13 Daniel McMorrow , Nikhil Karamchandani , Sidharth Jaggi

We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…

Statistics Theory · Mathematics 2020-07-20 Matias D. Cattaneo , Max H. Farrell , Yingjie Feng

Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…

Methodology · Statistics 2023-05-25 Michael Oberst , Alexander D'Amour , Minmin Chen , Yuyan Wang , David Sontag , Steve Yadlowsky

A popular setting in medical statistics is a group sequential trial with independent and identically distributed normal outcomes, in which interim analyses of the sum of the outcomes are performed. Based on a prescribed stopping rule, one…

Statistics Theory · Mathematics 2018-04-03 Ben Berckmoes , Anna Ivanova , Geert Molenberghs

We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…

Statistics Theory · Mathematics 2013-11-05 Zhengjia Chen , Xinjia Chen

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

In this paper we apply a two-stage sequential design to item calibration problems under a three-parameter logistic model assumption. The measurement errors of the estimates of the latent trait levels of examinees are considered in our…

Applications · Statistics 2013-05-23 Yuan-chin Ivan Chang

Monte Carlo methods -- such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers -- provide asymptotically exact estimators of expectations under a target distribution. There is growing interest in…

Computation · Statistics 2024-09-09 Adrien Corenflos , Matthew Sutton , Nicolas Chopin

In this paper, we have established a new framework of truncated inverse sampling for estimating mean values of non-negative random variables such as binomial, Poisson, hyper-geometrical, and bounded variables. We have derived explicit…

Statistics Theory · Mathematics 2013-11-05 Xinjia Chen

We study the probabilistic sampling of a random variable, in which the variable is sampled only if it falls outside a given set, which is called the silence set. This helps us to understand optimal event-based sampling for the special case…

Optimization and Control · Mathematics 2023-03-17 Maben Rabi , Junfeng Wu , Vyoma Singh , Karl Henrik Johansson

We describe group sequential tests which efficiently incorporate information from multiple endpoints allowing for early stopping at pre-planned interim analyses. We formulate a testing procedure where several outcomes are examined, and…

Methodology · Statistics 2024-05-09 Abigail J. Burdon , Thomas Jaki

A single primary sampling unit (PSU) per stratum design is a popular design for estimating the parameter of interest. Although, the point estimator of the design is unbiased and efficient, an unbiased variance estimator does not exist. A…

Methodology · Statistics 2019-10-15 Sepideh Mosaferi

The basic goal in combinatorial group testing is to identify a set of up to $d$ defective items within a large population of size $n \gg d$ using a pooling strategy. Namely, the items can be grouped together in pools, and a single…

Discrete Mathematics · Computer Science 2013-01-21 Mahdi Cheraghchi