English
Related papers

Related papers: A computational approach to the Kiefer-Weiss probl…

200 papers

In this paper, we deal with problems of testing hypotheses in the framework of sequential statistical analysis. The main concern is the optimal design and performance evaluation of sampling plans in the Kiefer-Weiss problems. For the…

Methodology · Statistics 2022-04-05 Andrey Novikov Fahil Farkhshatov

In this paper, we propose a computer-oriented method of construction of optimal group sequential hypothesis tests with variable group sizes. In particular, for independent and identically distributed observations we obtain the form of…

Methodology · Statistics 2023-03-30 Andrey Novikov

In this paper we deal with the problem of sequential testing of multiple hypotheses. The main goal is minimizing the expected sample size (ESS) under restrictions on the error probabilities. We take, as a criterion of minimization, a…

Methodology · Statistics 2023-04-14 Andrey Novikov

A nonparametric variant of the Kiefer--Weiss problem is proposed and investigated. In analogy to the classical Kiefer--Weiss problem, the objective is to minimize the maximum expected sample size of a sequential test. However, instead of…

Statistics Theory · Mathematics 2020-10-26 Michael Fauß , H. Vincent Poor

We consider the problem of decomposing a higher-order tensor with binary entries. Such data problems arise frequently in applications such as neuroimaging, recommendation system, topic modeling, and sensor network localization. We propose a…

Machine Learning · Statistics 2020-09-22 Miaoyan Wang , Lexin Li

The Birnbaum-Saunders distribution has been widely applied in several areas of science and although several methodologies related to this distribution have been proposed, the problem of determining the optimal sample size for estimating its…

Methodology · Statistics 2020-07-27 Eliardo G. Costa , Manoel Santos-Neto

We consider the problem of assigning weights to a set of samples or data records, with the goal of achieving a representative weighting, which happens when certain sample averages of the data are close to prescribed values. We frame the…

Machine Learning · Statistics 2020-05-20 Shane Barratt , Guillermo Angeris , Stephen Boyd

In this paper, we address the challenge of sampling in scenarios where limited resources prevent exhaustive measurement across all subjects. We consider a setting where samples are drawn from multiple groups, each following a distribution…

Econometrics · Economics 2024-08-29 Carol Liu

In this paper, we study a sampling problem where a source takes samples from a Wiener process and transmits them through a wireless channel to a remote estimator. Due to channel fading, interference, and potential collisions, the packet…

Information Theory · Computer Science 2023-10-19 Jiayu Pan , Yin Sun , Ness B. Shroff

This paper studies the sample complexity of searching over multiple populations. We consider a large number of populations, each corresponding to either distribution P0 or P1. The goal of the search problem studied here is to find one…

Information Theory · Computer Science 2016-11-17 Matthew L. Malloy , Gongguo Tang , Robert D. Nowak

Evaluating the computational reproducibility of data analysis pipelines has become a critical issue. It is, however, a cumbersome process for analyses that involve data from large populations of subjects, due to their computational and…

Methodology · Statistics 2018-09-28 Soudabeh Barghi , Lalet Scaria , Ali Salari , Tristan Glatard

Subsampling is commonly used to overcome computational and economical bottlenecks in the analysis of finite populations and massive datasets. Existing methods are often limited in scope and use optimality criteria (e.g., A-optimality) with…

Statistics Theory · Mathematics 2023-04-07 Henrik Imberg , Marina Axelson-Fisk , Johan Jonasson

The Curie-Weiss model, originally used to study phase transitions in statistical mechanics, has been adapted to model phenomena in social sciences where many agents interact with each other. Reconstructing the probability measure of a…

Statistics Theory · Mathematics 2025-07-24 Miguel Ballesteros , Ivan Naumkin , Gabor Toth

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

Computation · Statistics 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

This paper presents a novel algorithm solving the classic problem of generating a random sample of size s from population of size n with non-uniform probabilities. The sampling is done with replacement. The algorithm requires constant…

Data Structures and Algorithms · Computer Science 2016-11-03 Michał Startek

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

Machine Learning · Computer Science 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

In this paper, we consider a problem of sampling a Wiener process, with samples forwarded to a remote estimator over a channel that is modeled as a queue. The estimator reconstructs an estimate of the real-time signal value from causally…

Information Theory · Computer Science 2019-08-20 Yin Sun , Yury Polyanskiy , Elif Uysal

Starting with a set of weighted items, we want to create a generic sample of a certain size that we can later use to estimate the total weight of arbitrary subsets. For this purpose, we propose priority sampling which tested on Internet…

Data Structures and Algorithms · Computer Science 2007-05-23 Nick Duffield , Carsten Lund , Mikkel Thorup

It is a common contention that it is an ``impossible mission'' to exactly determine the minimum sample size for the estimation of a binomial parameter with prescribed margin of error and confidence level. In this paper, we investigate such…

Statistics Theory · Mathematics 2007-08-02 Xinjia Chen

We consider the problem of determining feasible systems from a finite set of simulated alternatives with respect to probability constraints, where the observations from stochastic simulations are Bernoulli distributed. Most statistically…

Optimization and Control · Mathematics 2026-05-27 Taehoon Kim , Sigrun Andradottir , Seong-Hee Kim , Yuwei Zhou
‹ Prev 1 2 3 10 Next ›