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Subclassification estimators are one of the methods used to estimate causal effects of interest using the propensity score. This method is more stable compared to other weighting methods, such as inverse probability weighting estimators, in…

Methodology · Statistics 2024-10-22 Shunichiro Orihara , Tomotaka Momozaki

To generalize inferences from a randomized trial to the target population of all trial-eligible individuals, investigators can use nested trial designs, where the randomized individuals are nested within a cohort of trial-eligible…

Standard practice obtains an unbiased variance estimator by dividing by $N-1$ rather than $N$. Yet if only half the data are used to compute the mean, dividing by $N$ can still yield an unbiased estimator. We show that an alternative mean…

Statistics Theory · Mathematics 2025-04-10 Dai Akita

In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…

Systems and Control · Computer Science 2014-07-22 T. Alamo , R. Tempo , A. Luque , D. R. Ramirez

Given a full rank matrix $X$ with more columns than rows, consider the task of estimating the pseudo inverse $X^+$ based on the pseudo inverse of a sampled subset of columns (of size at least the number of rows). We show that this is…

Machine Learning · Computer Science 2018-06-07 Michał Dereziński , Manfred K. Warmuth

Design-consistent model-assisted estimation has become the standard practice in survey sampling. However, a general theory is lacking so far, which allows one to incorporate modern machine-learning techniques that can lead to potentially…

Machine Learning · Statistics 2020-03-26 Luis Sanguiao Sande , Li-Chun Zhang

In this work, we propose a mean-squared error-based risk that enables the comparison and optimization of estimators of squared calibration errors in practical settings. Improving the calibration of classifiers is crucial for enhancing the…

Machine Learning · Computer Science 2025-02-24 Sebastian G. Gruber , Francis Bach

The present paper discusses the problem of estimating the finite population mean of study variable in simple random sampling in the presence of non response and response error together. The estimators in this article use auxiliary…

Methodology · Statistics 2014-04-08 Prayas Sharma , Rajesh Singh

The linear regression models are widely used statistical techniques in numerous practical applications. The standard regression model requires several assumptions about the regres- sors and the error term. The regression parameters are…

Methodology · Statistics 2016-10-23 P. Vellaisamy

This paper considers the problem of design-based inference for the average treatment effect in finely stratified experiments. Here, by "design-based'' we mean that the only source of uncertainty stems from the randomness in treatment…

Econometrics · Economics 2025-05-08 Yuehao Bai , Xun Huang , Joseph P. Romano , Azeem M. Shaikh , Max Tabord-Meehan

In this work we consider the unbiased estimation of expectations w.r.t.~probability measures that have non-negative Lebesgue density, and which are known point-wise up-to a normalizing constant. We focus upon developing an unbiased method…

Computation · Statistics 2023-08-17 Hamza Ruzayqat , Neil K. Chada , Ajay Jasra

In the binary hypothesis testing problem, it is well known that sequentiality in taking samples eradicates the trade-off between two error exponents, yet implementing the optimal test requires the knowledge of the underlying distributions,…

Information Theory · Computer Science 2025-01-07 Ching-Fang Li , I-Hsiang Wang

Since their introduction in Abadie and Gardeazabal (2003), Synthetic Control (SC) methods have quickly become one of the leading methods for estimating causal effects in observational studies in settings with panel data. Formal discussions…

Econometrics · Economics 2023-07-20 Lea Bottmer , Guido Imbens , Jann Spiess , Merrill Warnick

When data are clustered, common practice has become to do OLS and use an estimator of the covariance matrix of the OLS estimator that comes close to unbiasedness. In this paper we derive an estimator that is unbiased when the random-effects…

Econometrics · Economics 2022-06-22 Tom Boot , Gianmaria Niccodemi , Tom Wansbeek

Random sampling is a fundamental tool in modern machine learning and numerical linear algebra for reducing the computational cost of large-scale matrix problems. Existing analyses, however, rely primarily on subspace embedding guarantees,…

Numerical Analysis · Mathematics 2026-05-26 Chengmei Niu , Sachin Garg , Michał Dereziński , Zhenyu Liao

We address the problem of A/B testing, a widely used protocol for evaluating the potential improvement achieved by a new decision system compared to a baseline. This protocol segments the population into two subgroups, each exposed to a…

Machine Learning · Statistics 2025-06-16 Otmane Sakhi , Alexandre Gilotte , David Rohde

Sequential inspection is a technique employed to monitor product quality during the production process. For smaller batch sizes, the Acceptable Quality Limit(AQL) inspection theory is typically applied, whereas for larger batch sizes, the…

Methodology · Statistics 2024-12-17 Dihong Huang

The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…

Statistics Theory · Mathematics 2019-06-05 Paulo Orenstein

We present general principles for the design and analysis of unbiased Monte Carlo estimators in a wide range of settings. Our estimators posses finite work-normalized variance under mild regularity conditions. We apply our estimators to…

Statistics Theory · Mathematics 2019-04-23 Jose H. Blanchet , Peter W. Glynn , Yanan Pei

We consider sequential hypothesis testing between two quantum states using adaptive and non-adaptive strategies. In this setting, samples of an unknown state are requested sequentially and a decision to either continue or to accept one of…

Quantum Physics · Physics 2023-03-07 Yonglong Li , Vincent Y. F. Tan , Marco Tomamichel
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