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Subsampling is a computationally effective approach to extract information from massive data sets when computing resources are limited. After a subsample is taken from the full data, most available methods use an inverse probability…

Statistics Theory · Mathematics 2022-10-11 HaiYing Wang , Jae Kwang Kim

We consider the problem of estimating confidence intervals for the mean of a random variable, where the goal is to produce the smallest possible interval for a given number of samples. While minimax optimal algorithms are known for this…

Machine Learning · Statistics 2020-06-19 Shengjia Zhao , Christopher Yeh , Stefano Ermon

Population size estimation based on capture-recapture experiment under triple record system is an interesting problem in various fields including epidemiology, population studies, etc. In many real life scenarios, there exists inherent…

Methodology · Statistics 2022-01-04 Kiranmoy Chatterjee , Prajamitra Bhuyan

We consider the problem of estimating the Optimized Certainty Equivalent (OCE) risk from independent and identically distributed (i.i.d.) samples. For the classic sample average approximation (SAA) of OCE, we derive mean-squared error as…

Machine Learning · Computer Science 2024-06-03 Ayon Ghosh , L. A. Prashanth , Krishna Jagannathan

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

Random sampling is an essential tool in the processing and transmission of data. It is used to summarize data too large to store or manipulate and meet resource constraints on bandwidth or battery power. Estimators that are applied to the…

Databases · Computer Science 2015-03-19 Edith Cohen , Haim Kaplan

Estimating the parameters of probabilistic models of language such as maxent models and probabilistic neural models is computationally difficult since it involves evaluating partition functions by summing over an entire vocabulary, which…

Machine Learning · Computer Science 2014-10-31 Chris Dyer

When reporting the results of clinical studies, some researchers may choose the five-number summary (including the sample median, the first and third quartiles, and the minimum and maximum values) rather than the sample mean and standard…

Methodology · Statistics 2020-06-18 Jiandong Shi , Dehui Luo , Hong Weng , Xian-Tao Zeng , Lu Lin , Haitao Chu , Tiejun Tong

In this paper, we have established a new framework of truncated inverse sampling for estimating mean values of non-negative random variables such as binomial, Poisson, hyper-geometrical, and bounded variables. We have derived explicit…

Statistics Theory · Mathematics 2013-11-05 Xinjia Chen

The determination of the sample size required by a crossover trial typically depends on the specification of one or more variance components. Uncertainty about the value of these parameters at the design stage means that there is often a…

Methodology · Statistics 2018-03-28 Michael Grayling , Adrian Mander , James Wason

Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…

Data Structures and Algorithms · Computer Science 2021-07-19 Otmar Ertl

This paper provides a user's guide to the general theory of approximate randomization tests developed in Canay, Romano, and Shaikh (2017) when specialized to linear regressions with clustered data. An important feature of the methodology is…

Econometrics · Economics 2022-03-16 Yong Cai , Ivan A. Canay , Deborah Kim , Azeem M. Shaikh

In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the…

Optimization and Control · Mathematics 2015-09-22 Roberto Rossi , Brahim Hnich , S. Armagan Tarim , Steven Prestwich

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

In this paper an easy to implement method of stochastically weighing short and long memory linear processes is introduced. The method renders asymptotically exact size confidence intervals for the population mean which are significantly…

Methodology · Statistics 2019-01-15 Masoud M Nasari , Mohamedou Ould-Haye

We consider the problem of fitting the parameters of a high-dimensional linear regression model. In the regime where the number of parameters $p$ is comparable to or exceeds the sample size $n$, a successful approach uses an…

Statistics Theory · Mathematics 2013-11-04 Adel Javanmard , Andrea Montanari

For regression model selection via maximum likelihood estimation, we adopt a vector representation of candidate models and study the likelihood ratio confidence region for the regression parameter vector of a full model. We show that when…

Statistics Theory · Mathematics 2024-04-09 Min Tsao

Many inference problems, such as sequential decision problems like A/B testing, adaptive sampling schemes like bandit selection, are often online in nature. The fundamental problem for online inference is to provide a sequence of confidence…

Statistics Theory · Mathematics 2021-06-07 Arun Kumar Kuchibhotla , Qinqing Zheng

In the analysis of survey data it is of interest to estimate and quantify uncertainty about means or totals for each of several non-overlapping subpopulations, or areas. When the sample size for a given area is small, standard confidence…

Methodology · Statistics 2018-09-26 Kyle Burris , Peter Hoff

In many statistical and econometric applications, we gather individual samples from various interconnected populations that undeniably exhibit common latent structures. Utilizing a model that incorporates these latent structures for such…

Methodology · Statistics 2023-09-19 Archer Gong Zhang , Jiahua Chen