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Estimating prevalence, the fraction of a population with a certain medical condition, is fundamental to epidemiology. Traditional methods rely on classification of test samples taken at random from a population. Such approaches to…

Methodology · Statistics 2022-03-25 Paul Patrone , Anthony Kearsley

In this paper we have proposed a median based estimator using known value of some population parameter(s) in simple random sampling. Various existing estimators are shown particular members of the proposed estimator. The bias and mean…

Statistics Theory · Mathematics 2014-08-15 Hemant K. Verma , Rajesh Singh , Florentin Smarandache

Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…

Machine Learning · Statistics 2021-10-27 Benjamin Kurt Miller , Alex Cole , Patrick Forré , Gilles Louppe , Christoph Weniger

The idea of approximating the Shapley value of an n-person game by Monte Carlo simulation was first suggested by Mann and Shapley (1960) and they also introduced four different heuristical methods to reduce the estimation error. Since 1960,…

Computer Science and Game Theory · Computer Science 2022-04-20 Ferenc Illés , Péter Kerényi

Multi-arm bandit experimental designs are increasingly being adopted over standard randomized trials due to their potential to improve outcomes for study participants, enable faster identification of the best-performing options, and/or…

Methodology · Statistics 2025-06-04 Brian M Cho , Aurélien Bibaut , Nathan Kallus

Nonprobability (convenience) samples are increasingly sought to stabilize estimations for one or more population variables of interest that are performed using a randomized survey (reference) sample by increasing the effective sample size.…

In order to estimate the population mean in the presence of both non-response and measurement errors that are uncorrelated, the paper presents some novel estimators employing ranked set sampling by utilizing auxiliary information.Up to the…

Methodology · Statistics 2023-11-06 Rajesh Singh , Anamika Kumari

Estimation frameworks for statistical inference are preferred to hypothesis testing when quantifying uncertainty and precise estimation are more valuable than binary decisions about statistical significance. Study design for…

Methodology · Statistics 2025-10-29 Luke Hagar , Nathaniel T. Stevens

Many statistical models can be simulated forwards but have intractable likelihoods. Approximate Bayesian Computation (ABC) methods are used to infer properties of these models from data. Traditionally these methods approximate the posterior…

Machine Learning · Statistics 2018-04-03 George Papamakarios , Iain Murray

We present asymptotic results for the regression-adjusted version of approximate Bayesian computation introduced by Beaumont(2002). We show that for an appropriate choice of the bandwidth, regression adjustment will lead to a posterior…

Statistics Theory · Mathematics 2017-11-29 Wentao Li , Paul Fearnhead

Model approximations are common practice when estimating structural or quasi-structural models. The paper considers the econometric properties of estimators that utilize projections to reimpose information about the exact model in the form…

Econometrics · Economics 2024-03-05 Andreas Tryphonides

When performing supervised learning with the model selected using validation error from sample splitting and cross validation, the minimum value of the validation error can be biased downward. We propose two simple methods that use the…

Methodology · Statistics 2018-02-13 Leying Guan

Nonprobability (convenience) samples are increasingly sought to reduce the estimation variance for one or more population variables of interest that are estimated using a randomized survey (reference) sample by increasing the effective…

Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…

Methodology · Statistics 2025-10-27 Kenyon Ng , Weichang Yu , Howard D. Bondell

In this paper, the authors first provide an overview of two major developments on complex survey data analysis: the empirical likelihood methods and statistical inference with non-probability survey samples, and highlight the important…

Methodology · Statistics 2025-08-14 Yilin Chen , Pengfei Li , J. N. K. Rao , Changbao Wu

This paper presents theoretical results on combining non-probability and probability survey samples through mass imputation, an approach originally proposed by Rivers (2007) as sample matching without rigorous theoretical justification.…

Methodology · Statistics 2020-11-24 Jae Kwang Kim , Seho Park , Yilin Chen , Changbao Wu

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

We propose an easily computed estimator of marginal likelihoods from posterior simulation output, via reciprocal importance sampling, combining earlier proposals of DiCiccio et al (1997) and Robert and Wraith (2009). This involves only the…

We present a simulation-based inference approach for two-stage estimators, focusing on extremum estimators in the second stage. We accommodate a broad range of first-stage estimators, including extremum estimators, high-dimensional…

Econometrics · Economics 2024-11-08 Aristide Houndetoungan , Abdoul Haki Maoude

In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…

Data Analysis, Statistics and Probability · Physics 2017-08-07 Marek W. Gutowski