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Chromy (1979) proposed a unequal probability sampling algorithm, which enables to select a sample in one pass of the sampling frame only. This is the default sequential method used in the SURVEYSELECT procedure of the SAS software. In this…

Statistics Theory · Mathematics 2019-12-24 Guillaume Chauvet

For the Narain-Horvitz-Thompson estimator to have usual asymptotic properties such as consistency, some conditions on the sampling design and on the variable of interest are needed. Cardot et al. (2010) give some sufficient conditions for…

Methodology · Statistics 2014-12-10 Guillaume Chauvet

Ordered pivotal sampling is one of the simplest algorithm to perform without-replacement unequal probability sampling. It has found uses in the context of longitudinal surveys and spatial sampling, and enables in particular a good spatial…

Statistics Theory · Mathematics 2015-11-02 Guillaume Chauvet

Random samples are lossy summaries which allow queries posed over the data to be approximated by applying an appropriate estimator to the sample. The effectiveness of sampling, however, hinges on estimator selection. The choice of…

Statistics Theory · Mathematics 2014-04-10 Edith Cohen

Two-stage sampling designs are commonly used for household and health surveys. To produce reliable estimators with assorted confidence intervals, some basic statistical properties like consistency and asymptotic normality of the…

Methodology · Statistics 2019-01-07 Guillaume Chauvet , Audrey-Anne Vallée

For fixed size sampling designs with high entropy it is well known that the variance of the Horvitz-Thompson estimator can be approximated by the H\'ajek formula. The interest of this asymptotic variance approximation is that it only…

Statistics Theory · Mathematics 2013-07-01 Hervé Cardot , Camelia Goga , Pauline Lardin

The Horvitz-Thompson (HT) estimator is widely used in survey sampling. However, the variance of the HT estimator becomes large when the inclusion probabilities are highly heterogeneous. To overcome this shortcoming, in this paper, a…

Methodology · Statistics 2018-04-13 Xianpeng Zong , Rong Zhu , Guohua Zou

Randomized controlled trials often suffer from interference, a violation of the Stable Unit Treatment Values Assumption (SUTVA) in which a unit's treatment assignment affects the outcomes of its neighbors. This interference causes bias in…

Methodology · Statistics 2025-02-06 Vydhourie Thiyageswaran , Tyler McCormick , Jennifer Brennan

In this work we introduce a general approach, based on the mar-tingale representation of a sampling design and Azuma-Hoeffding's inequality , to derive exponential inequalities for the difference between a Horvitz-Thompson estimator and its…

Statistics Theory · Mathematics 2020-10-26 Guillaume Chauvet , Mathieu Gerber

In survey sampling, survey data do not necessarily represent the target population, and the samples are often biased. However, information on the survey weights aids in the elimination of selection bias. The Horvitz-Thompson estimator is a…

Methodology · Statistics 2024-04-05 Kosuke Morikawa , Yoshikazu Terada , Jae Kwang Kim

Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…

Optimization and Control · Mathematics 2016-02-29 Farbod Roosta-Khorasani , Michael W. Mahoney

The Horvitz-Thompson (H-T) estimator is widely used for estimating network causal effects. We study its optimality properties by embedding it in the class of all linear estimators. We show that, under any form of interference, the H-T…

Statistics Theory · Mathematics 2025-11-25 Vishesh Karwa , Edoardo M. Airoldi

With a growing interest in using non-representative samples to train prediction models for numerous outcomes it is necessary to account for the sampling design that gives rise to the data in order to assess the generalized predictive…

Methodology · Statistics 2019-09-17 Andrew Holbrook , Thomas Lumley , Daniel Gillen

When there is interference, a subject's outcome depends on the treatment of others and treatment effects may take on several different forms. This situation arises often, particularly in vaccine evaluation. In settings where interference is…

Statistics Theory · Mathematics 2020-01-10 Erin E Gabriel

Current methods for population mean estimation from data collected by Respondent Driven Sampling (RDS) are based on the Horvitz-Thompson estimator together with a set of assumptions on the sampling model under which the inclusion…

Methodology · Statistics 2014-11-10 Adityanand Guntuboyina , Russell Barbour , Robert Heimer

The design-based paradigm may be adopted in causal inference and survey sampling when we assume Rubin's stable unit treatment value assumption (SUTVA) or impose similar frameworks. While often taken for granted, such assumptions entail…

Methodology · Statistics 2025-06-05 P. M. Aronow , Austin Jang , Molly Offer-Westort

We revisit the sample average approximation (SAA) approach for non-convex stochastic programming. We show that applying the SAA approach to problems with expected value equality constraints does not necessarily result in asymptotic…

Optimization and Control · Mathematics 2024-07-16 Thomas Lew , Riccardo Bonalli , Marco Pavone

We propose a new stochastic first-order algorithmic framework to solve stochastic composite nonconvex optimization problems that covers both finite-sum and expectation settings. Our algorithms rely on the SARAH estimator introduced in…

Optimization and Control · Mathematics 2019-04-01 Nhan H. Pham , Lam M. Nguyen , Dzung T. Phan , Quoc Tran-Dinh

In this paper, we develop a general approach to proving global and local uniform limit theorems for the Horvitz-Thompson empirical process arising from complex sampling designs. Global theorems such as Glivenko-Cantelli and Donsker…

Statistics Theory · Mathematics 2019-05-31 Qiyang Han , Jon A. Wellner

Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…

Computation · Statistics 2017-08-02 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev
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