Related papers: Enhanced Cube Implementation For Highly Stratified…
Statistical models with constrained probability distributions are abundant in machine learning. Some examples include regression models with norm constraints (e.g., Lasso), probit, many copula models, and latent Dirichlet allocation (LDA).…
In many applications, data cluster. Failing to take the cluster structure into consideration generally leads to underestimated variances of point estimators and inflated type I errors in hypothesis tests. Many circumstance-dependent…
In this paper, we suggest an estimator using two auxiliary variables in stratified random sampling. The propose estimator has an improvement over mean per unit estimator as well as some other considered estimators. Expressions for bias and…
Most recent machine learning research focuses on developing new classifiers for the sake of improving classification accuracy. With many well-performing state-of-the-art classifiers available, there is a growing need for understanding…
Recent results in compressed sensing showed that the optimal subsampling strategy should take into account the sparsity pattern of the signal at hand. This oracle-like knowledge, even though desirable, nevertheless remains elusive in most…
In this paper we combine the k-means and/or k-means type algorithms with a hill climbing algorithm in stages to solve the joint stratification and sample allocation problem. This is a combinatorial optimisation problem in which we search…
Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…
Fine stratification is a popular design as it permits the stratification to be carried out to the fullest possible extent. Some examples include the Current Population Survey and National Crime Victimization Survey both conducted by the…
We consider the problem of adaptive stratified sampling for Monte Carlo integration of a noisy function, given a finite budget n of noisy evaluations to the function. We tackle in this paper the problem of adapting to the function at the…
As data sets continue to grow in size and complexity, effective and efficient techniques are needed to target important features in the variable space. Many of the variable selection techniques that are commonly used alongside clustering…
An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…
Network surveys of key populations at risk for HIV are an essential part of the effort to understand how the epidemic spreads and how it can be prevented. Estimation of population values from the sample data has been probematical, however,…
Multiple importance sampling estimators are widely used for computing intractable constants due to its reliability and robustness. The celebrated balance heuristic estimator belongs to this class of methods and has proved very successful in…
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…
Clustering techniques are very attractive for extracting and identifying patterns in datasets. However, their application to very large spatial datasets presents numerous challenges such as high-dimensionality data, heterogeneity, and high…
Valid statistical inference is challenging when the sample is subject to unknown selection bias. Data integration can be used to correct for selection bias when we have a parallel probability sample from the same population with some common…
In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the…
In this paper we propose strategies for estimating performance of a classifier when labels cannot be obtained for the whole test set. The number of test instances which can be labeled is very small compared to the whole test data size. The…
Matching a nonprobability sample to a probability sample is one strategy both for selecting the nonprobability units and for weighting them. This approach has been employed in the past to select subsamples of persons from a large panel of…
Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…