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We investigate the issue of parameter estimation with nonuniform negative sampling for imbalanced data. We first prove that, with imbalanced data, the available information about unknown parameters is only tied to the relatively small…

Machine Learning · Statistics 2021-10-26 HaiYing Wang , Aonan Zhang , Chong Wang

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

Randomized experiments can provide unbiased estimates of sample average treatment effects. However, estimates of population treatment effects can be biased when the experimental sample and the target population differ. In this case, the…

Methodology · Statistics 2022-11-10 Wenqi Shi , Xi Lin

A multi-arm multi-stage trial is a multi-arm trial which includes interim analyses - analysing the data at certain specified points, generally discontinuing treatments which are concluded to not work and proceeding with the remainder. It is…

Methodology · Statistics 2022-11-14 Martin Law

In this paper three different scenarios in wide band spectrum sensing have been studied. While the signal and noise statistics are supposed to be unspecified, random matrixes have been utilized in order to estimate the noise variance. These…

Signal Processing · Electrical Eng. & Systems 2018-03-14 Sajjad Imani , Amin Banitalebi-Dehkordi , Mehdi Cheraghi

The determination of the sample size required by a crossover trial typically depends on the specification of one or more variance components. Uncertainty about the value of these parameters at the design stage means that there is often a…

Methodology · Statistics 2018-03-28 Michael Grayling , Adrian Mander , James Wason

It is well understood that Bayesian decision theory and average case analysis are essentially identical. However, if one is interested in performing uncertainty quantification for a numerical task, it can be argued that standard approaches…

Methodology · Statistics 2020-07-16 Chris. J. Oates , Jon Cockayne , Dennis Prangle , T. J. Sullivan , Mark Girolami

Adaptivity is an important feature of data analysis---typically the choice of questions asked about a dataset depends on previous interactions with the same dataset. However, generalization error is typically bounded in a non-adaptive…

Machine Learning · Computer Science 2015-11-11 Raef Bassily , Adam Smith , Thomas Steinke , Jonathan Ullman

Statistical samples, in order to be representative, have to be drawn from a population in a random and unbiased way. Nevertheless, it is common practice in the field of model-based diagnosis to make estimations from (biased) best-first…

Artificial Intelligence · Computer Science 2022-08-05 Patrick Rodler , Fatima Elichanova

Quantization for a probability distribution refers to the idea of estimating a given probability by a discrete probability supported by a finite number of points. In this paper, firstly a general approach to this process is outlined using…

Probability · Mathematics 2022-01-26 Joseph Rosenblatt , Mrinal Kanti Roychowdhury

We study uncertainty quantification for contextual stochastic optimization, focusing on weighted sample average approximation (wSAA), which uses machine-learned relevance weights based on covariates. Although wSAA is widely used for…

Optimization and Control · Mathematics 2025-10-14 Yanyuan Wang , Xiaowei Zhang

The win ratio is a general method of comparing locations of distributions of two independent, ordinal random variables, and it can be estimated without distributional assumptions. In this paper we provide a unified theory of win ratio…

Selection bias is a common concern in epidemiologic studies. In the literature, selection bias is often viewed as a missing data problem. Popular approaches to adjust for bias due to missing data, such as inverse probability weighting, rely…

We propose an exact nonparametric inference scheme for the detection of nonlinear determinism. The essential fact utilized in our scheme is that, for a linear stochastic process with jointly symmetric innovations, its ordinary least square…

Chaotic Dynamics · Physics 2007-05-23 Xiaodong Luo , Jie Zhang , Michael Small , Irene Moroz

In this work, we study the problem of approximating the distance to subsequence-freeness in the sample-based distribution-free model. For a given subsequence (word) $w = w_1 \dots w_k$, a sequence (text) $T = t_1 \dots t_n$ is said to…

Data Structures and Algorithms · Computer Science 2023-05-03 Omer Cohen Sidon , Dana Ron

In clinical settings, we often face the challenge of building prediction models based on small observational data sets. For example, such a data set might be from a medical center in a multi-center study. Differences between centers might…

Randomization tests are based on a re-randomization of existing data to gain data-dependent critical values that lead to exact hypothesis tests under special circumstances. However, it is not always possible to re-randomize data in…

Statistics Theory · Mathematics 2021-10-20 Dennis Dobler

Attributes provide critical information about the alternatives that a decision-maker is considering. When their magnitudes are uncertain, the decision-maker may be unsure about which alternative is truly the best, so measuring the…

Theoretical Economics · Economics 2020-08-03 Jeffrey W. Herrmann , Kunal Mehta

We consider Wald's sequential probability ratio test for deciding whether a sequence of independent and identically distributed observations comes from a specified phase-type distribution or from an exponentially tilted alternative…

Probability · Mathematics 2013-07-24 Hansjörg Albrecher , Peiman Asadi , Jevgenijs Ivanovs

Experimental comparisons of performance represent an important aspect of research on optimization algorithms. In this work we present a methodology for defining the required sample sizes for designing experiments with desired statistical…

Neural and Evolutionary Computing · Computer Science 2018-10-16 Felipe Campelo , Fernanda Takahashi