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Related papers: Functional Calibration under Non-Probability Surve…

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We consider regression analysis in the context of data integration. To combine partial information from external sources, we employ the idea of model calibration which introduces a "working" reduced model based on the observed covariates.…

Methodology · Statistics 2022-10-13 Zhonglei Wang , Hang J. Kim , Jae Kwang Kim

It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…

Methodology · Statistics 2020-06-24 Yajuan Si , Natesh S. Pillai , Andrew Gelman

Statistical inference with non-probability survey samples is an emerging topic in survey sampling and official statistics and has gained increased attention from researchers and practitioners in the field. Much of the existing literature,…

Methodology · Statistics 2024-10-07 Yang Liu , Meng Yuan , Pengfei Li , Changbao Wu

We describe a method to perform functional operations on probability distributions of random variables. The method uses reproducing kernel Hilbert space representations of probability distributions, and it is applicable to all operations…

Machine Learning · Statistics 2016-09-14 Bernhard Schölkopf , Krikamol Muandet , Kenji Fukumizu , Jonas Peters

The variance reduction established by importance sampling strongly depends on the choice of the importance sampling distribution. A good choice is often hard to achieve especially for high-dimensional integration problems. Nonparametric…

Methodology · Statistics 2010-06-10 Jan C. Neddermeyer

The local volatility model is a widely used for pricing and hedging financial derivatives. While its main appeal is its capability of reproducing any given surface of observed option prices---it provides a perfect fit---the essential…

Computational Finance · Quantitative Finance 2019-01-24 Martin Tegnér , Stephen Roberts

Statistical inference with nonresponse is quite challenging, especially when the response mechanism is nonignorable. The existing methods often require correct model specifications for both outcome and response models. However, due to…

Methodology · Statistics 2018-09-12 Hejian Sang , Kosuke Morikawa

Nonparametric feature selection in high-dimensional data is an important and challenging problem in statistics and machine learning fields. Most of the existing methods for feature selection focus on parametric or additive models which may…

Methodology · Statistics 2021-03-31 Hang Yu , Yuanjia Wang , Donglin Zeng

We study nonparametric estimation for the partially conditional average treatment effect, defined as the treatment effect function over an interested subset of confounders. We propose a hybrid kernel weighting estimator where the weights…

Methodology · Statistics 2021-03-08 Jiayi Wang , Raymond K. W. Wong , Shu Yang , Kwun Chuen Gary Chan

We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…

Statistics Theory · Mathematics 2025-04-09 Moritz Jirak , Alois Kneip , Alexander Meister , Mario Pahl

The recent proliferation of computers and the internet have opened new opportunities for collecting and processing data. However, such data are often obtained without a well-planned probability survey design. Such non-probability based…

Applications · Statistics 2024-06-28 Vladislav Beresovsky , Julie Gershunskaya , Terrance D. Savitsky

Motivated by modeling and analysis of mass-spectrometry data, a semi- and nonparametric model is proposed that consists of a linear parametric component for individual location and scale and a nonparametric regression function for the…

Methodology · Statistics 2013-05-08 Weiping Ma , Yang Feng , Kani Chen , Zhiliang Ying

In nonparametric regression analysis, errors are possibly correlated in practice, and neglecting error correlation can undermine most bandwidth selection methods. When no prior knowledge or parametric form of the correlation structure is…

Methodology · Statistics 2025-04-29 Sisheng Liu , Xiaoli Kong

Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved…

Methodology · Statistics 2009-09-23 Fabrice Gamboa , Jean-Michel Loubes , Paul Rochet

Conventional approaches to statistical inference preclude structures that facilitate incorporation of supplemental information acquired from similar circumstances. For example, the analysis of data obtained using perfusion computed…

Applications · Statistics 2015-11-18 Thomas A. Murray , Brian P. Hobbs , Bradley P. Carlin

Estimating the score, i.e., the gradient of log density function, from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models that involve flexible yet intractable…

Machine Learning · Statistics 2020-07-01 Yuhao Zhou , Jiaxin Shi , Jun Zhu

In this paper we study predictive mean matching mass imputation estimators to integrate data from probability and non-probability samples. We consider two approaches: matching predicted to predicted ($\hat{y}-\hat{y}$~matching; PMM A) and…

Methodology · Statistics 2024-06-18 Piotr Chlebicki , Łukasz Chrostowski , Maciej Beręsewicz

The use of non-probability data sources for statistical purposes and for official statistics has become increasingly popular in recent years. However, statistical inference based on non-probability samples is made more difficult by nature…

Methodology · Statistics 2025-01-10 Maciej Beręsewicz , Marcin Szymkowiak , Piotr Chlebicki

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

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…