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Stochastic sampling methods are arguably the most direct and least intrusive means of incorporating parametric uncertainty into numerical simulations of partial differential equations with random inputs. However, to achieve an overall error…

Numerical Analysis · Mathematics 2014-04-09 Hans-Werner van Wyk

Two-stage randomized experiments are becoming an increasingly popular experimental design for causal inference when the outcome of one unit may be affected by the treatment assignments of other units in the same cluster. In this paper, we…

Methodology · Statistics 2022-10-21 Zhichao Jiang , Kosuke Imai , Anup Malani

In this paper, we aim to compute numerical approximation integral by using an adaptive Monte Carlo algorithm. We propose a stratified sampling algorithm based on an iterative method which splits the strata following some quantities called…

Numerical Analysis · Mathematics 2015-07-22 Toni Sayah

Randomized experiments have become important tools in empirical research. In a completely randomized treatment-control experiment, the simple difference in means of the outcome is unbiased for the average treatment effect, and covariate…

Statistics Theory · Mathematics 2021-01-01 Lihua Lei , Peng Ding

Importance Sampling (IS) is a method for approximating expectations under a target distribution using independent samples from a proposal distribution and the associated importance weights. In many applications, the target distribution is…

Machine Learning · Statistics 2022-09-14 Gabriel Cardoso , Sergey Samsonov , Achille Thin , Eric Moulines , Jimmy Olsson

This study uses stacked generalization, which is a two-step process of combining machine learning methods, called meta or super learners, for improving the performance of algorithms in step one (by minimizing the error rate of each…

Machine Learning · Computer Science 2020-04-07 Kathleen Kerwin , Nathaniel D. Bastian

This work presents a statistically principled method for estimating the required number of instances in the experimental comparison of multiple algorithms on a given problem class of interest. This approach generalises earlier results by…

Methodology · Statistics 2019-08-06 Felipe Campelo , Elizabeth F. Wanner

Covariate adaptive randomization (CAR) procedures are extensively used to reduce the likelihood of covariate imbalances occurring in clinical trials. In literatures, a lot of CAR procedures have been proposed so that the specified…

Statistics Theory · Mathematics 2026-03-10 Zhang Li-Xin

Intercurrent events, common in clinical trials and observational studies, affect the existence or interpretation of final outcomes. Principal stratification addresses this challenge by defining local average treatment effect estimands…

Methodology · Statistics 2025-09-22 Jiaqi Tong , Brennan Kahan , Michael O. Harhay , Fan Li

This paper introduces smoothed pseudo-population bootstrap methods for the purposes of variance estimation and the construction of confidence intervals for finite population quantiles. In an i.i.d. context, it has been shown that resampling…

Methodology · Statistics 2025-09-30 Vanessa McNealis , Christian Léger

The optimum sample allocation in stratified sampling is one of the basic issues of survey methodology. It is a procedure of dividing the overall sample size into strata sample sizes in such a way that for given sampling designs in strata…

Methodology · Statistics 2024-03-27 Jacek Wesołowski , Robert Wieczorkowski , Wojciech Wójciak

Distribution shifts are ubiquitous in real-world machine learning applications, posing a challenge to the generalization of models trained on one data distribution to another. We focus on scenarios where data distributions vary across…

Machine Learning · Statistics 2024-06-05 Steven Wilkins-Reeves , Xu Chen , Qi Ma , Christine Agarwal , Aude Hofleitner

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…

We report on an empirical study of the main strategies for quantile regression in the context of stochastic computer experiments. To ensure adequate diversity, six metamodels are presented, divided into three categories based on order…

Machine Learning · Statistics 2020-01-22 Léonard Torossian , Victor Picheny , Robert Faivre , Aurélien Garivier

We consider the problem of jointly estimating multiple related zero-mean Gaussian distributions from data. We propose to jointly estimate these covariance matrices using Laplacian regularized stratified model fitting, which includes loss…

Machine Learning · Statistics 2020-05-25 Jonathan Tuck , Stephen Boyd

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

Randomized trials are considered the gold standard for estimating causal effects. Trial findings are often used to inform policy and programming efforts, yet their results may not generalize well to a relevant target population due to…

Sampling is an important tool for estimating large, complex sums and integrals over high dimensional spaces. For instance, important sampling has been used as an alternative to exact methods for inference in belief networks. Ideally, we…

Artificial Intelligence · Computer Science 2013-01-18 Luis E. Ortiz , Leslie Pack Kaelbling

In the recent years, we have witnessed the development of multi-label classification methods which utilize the structure of the label space in a divide and conquer approach to improve classification performance and allow large data sets to…

Machine Learning · Statistics 2017-05-01 Piotr Szymański , Tomasz Kajdanowicz

High dimensional error covariance matrices and their inverses are used to weight the contribution of observation and background information in data assimilation procedures. As observation error covariance matrices are often obtained by…

Optimization and Control · Mathematics 2019-10-02 Jemima M. Tabeart , Sarah L. Dance , Amos S. Lawless , Nancy K. Nichols , Joanne A. Waller
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