Related papers: Scalable subsampling: computation, aggregation and…
Finite population inference is a central goal in survey sampling. Probability sampling is the main statistical approach to finite population inference. Challenges arise due to high cost and increasing non-response rates. Data integration…
In many applications involving large dataset or online updating, stochastic gradient descent (SGD) provides a scalable way to compute parameter estimates and has gained increasing popularity due to its numerical convenience and memory…
To tackle massive data, subsampling is a practical approach to select the more informative data points. However, when responses are expensive to measure, developing efficient subsampling schemes is challenging, and an optimal sampling…
Class imbalance and distributional differences in large datasets present significant challenges for classification tasks machine learning, often leading to biased models and poor predictive performance for minority classes. This work…
Large-sample data became prevalent as data acquisition became cheaper and easier. While a large sample size has theoretical advantages for many statistical methods, it presents computational challenges. Sketching, or compression, is a…
Model selection requires repeatedly evaluating models on a given dataset and measuring their relative performances. In modern applications of machine learning, the models being considered are increasingly more expensive to evaluate and the…
Ensuring that analyses performed on a dataset are representative of the entire population is one of the central problems in statistics. Most classical techniques assume that the dataset is independent of the analyst's query and break down…
As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…
The United States Bureau of Labor Statistics collects data using survey instruments under informative sampling designs that assign probabilities of inclusion to be correlated with the response. The bureau extensively uses Bayesian…
The maximum likelihood estimation is computationally demanding for large datasets, particularly when the likelihood function includes integrals. Subsampling can reduce the computational burden, but it often results in efficiency loss.This…
In the statistical inference for long range dependent time series the shape of the limit distribution typically depends on unknown parameters. Therefore, we propose to use subsampling. We show the validity of subsampling for general…
The best subset selection (or "best subsets") estimator is a classic tool for sparse regression, and developments in mathematical optimization over the past decade have made it more computationally tractable than ever. Notwithstanding its…
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…
Nonprobability (convenience) samples are increasingly sought to reduce the estimation variance for one or more population variables of interest that are estimated using a randomized survey (reference) sample by increasing the effective…
We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…
Model averaging techniques based on resampling methods (such as bootstrapping or subsampling) have been utilized across many areas of statistics, often with the explicit goal of promoting stability in the resulting output. We provide a…
In frequency domain analysis for spatial data, spectral averages based on the periodogram often play an important role in understanding spatial covariance structure, but also have complicated sampling distributions due to complex variances…
We propose a novel resampling-based method to construct an asymptotically exact test for any subset of hypotheses on coefficients in high-dimensional linear regression. It can be embedded into any multiple testing procedure to make…
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…
The technique of subsampling has been extensively employed to address the challenges posed by limited computing resources and meet the needs for expedite data analysis. Various subsampling methods have been developed to meet the challenges…