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Environmental processes resolved at a sufficiently small scale in space and time will inevitably display non-stationary behavior. Such processes are both challenging to model and computationally expensive when the data size is large.…

Applications · Statistics 2020-08-21 Amanda Lenzi , Stefano Castruccio , Haavard Rue , Marc G. Genton

Consider a researcher estimating the parameters of a regression function based on data for all 50 states in the United States or on data for all visits to a website. What is the interpretation of the estimated parameters and the standard…

Statistics Theory · Mathematics 2019-06-25 Alberto Abadie , Susan Athey , Guido W. Imbens , Jeffrey M. Wooldridge

We propose a method for variable selection in multiple regression with random predictors. This method is based on a criterion that permits to reduce the variable selection problem to a problem of estimating suitable permutation and…

Statistics Theory · Mathematics 2015-06-29 Alban Mbina Mbina , Guy Martial Nkiet , Assi Nguessan

We describe a very simple method for `consistent sampling' that allows for sampling with replacement. The method extends previous approaches to consistent sampling, which assign a pseudorandom real number to each element, and sample those…

Data Structures and Algorithms · Computer Science 2018-08-31 Ronald L. Rivest

Sample-average approximations (SAA) are a practical means of finding approximate solutions of stochastic programming problems involving an extremely large (or infinite) number of scenarios. SAA can also be used to find estimates of a lower…

Other Statistics · Statistics 2014-05-08 Jiajie Chen , Cong Han Lim , Peter Z. G. Qian , Jeff Linderoth , Stephen J. Wright

Graph signal sampling is the problem of selecting a subset of representative graph vertices whose values can be used to interpolate missing values on the remaining graph vertices. Optimizing the choice of sampling set using concepts from…

Signal Processing · Electrical Eng. & Systems 2022-02-02 Ajinkya Jayawant , Antonio Ortega

In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the…

Optimization and Control · Mathematics 2017-11-01 Raghu Bollapragada , Richard Byrd , Jorge Nocedal

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…

Machine Learning · Statistics 2020-05-11 Alexander F. Lapanowski , Irina Gaynanova

The assumption that training and testing samples are generated from the same distribution does not always hold for real-world machine-learning applications. The procedure of tackling this discrepancy between the training (source) and…

Machine Learning · Computer Science 2018-12-05 Debasmit Das , C. S. George Lee

This article studies the benefits of using spatially randomized experimental designs which partition the experimental area into distinct, non-overlapping units with treatments assigned randomly. Such designs offer improved policy evaluation…

Statistics Theory · Mathematics 2025-11-18 Ying Yang , Chengchun Shi , Fang Yao , Shouyang Wang , Hongtu Zhu

In this article, recent results about point processes are used in sampling theory. Precisely, we define and study a new class of sampling designs: determinantal sampling designs. The law of such designs is known, and there exists a simple…

Methodology · Statistics 2025-08-27 Vincent Loonis , Xavier Mary

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

Respondent-driven sampling is a form of link-tracing network sampling, which is widely used to study hard-to-reach populations, often to estimate population proportions. Previous treatments of this process have used a with-replacement…

Methodology · Statistics 2010-06-25 Krista J. Gile

Small area estimators that ignore the sampling design lack design consistency when the sampling mechanism is complex and may be severely biased under informative designs. Existing procedures that account for the survey weights under…

Methodology · Statistics 2026-03-12 William Acero , Domingo Morales , Isabel Molina

Where the response variable in a big data set is consistent with the variable of interest for small area estimation, the big data by itself can provide the estimates for small areas. These estimates are often subject to the coverage and…

Methodology · Statistics 2024-01-10 Siu-Ming Tam , Shaila Sharmeen

In public health management there is a need to produce subnational estimates of health outcomes. Often, however, funds are not available to collect samples large enough to produce traditional survey sample estimates for each subnational…

Applications · Statistics 2008-12-18 Donald Malec , Peter Müller

A new statistical model designed for regression analysis with a sparse design matrix is proposed. This new model utilizes the positions of the limited non-zero elements in the design matrix to decompose the regression model into…

Applications · Statistics 2022-01-17 Hsien-Wei Chen

We explore the effect of finite population sampling in design problems with many variables cross-classified in many ways. In particular, we investigate designs where we wish to sample individuals belonging to different groups for which the…

Methodology · Statistics 2017-11-30 Simon C. Shaw , Michael Goldstein

A utility-function approach to optimal spatial sampling design is a powerful way to quantify what "optimality" means. The emphasis then should be to capture all possible contributions to utility, including scientific impact and the cost of…

Statistics Theory · Mathematics 2015-09-17 Noel Cressie , Raymond L. Chambers

To improve the generalizability of impact evaluations, recent research has examined statistical methods for selecting representative samples of sites. However, these methods rely on having rich data on impact moderators for all sites in the…

Methodology · Statistics 2022-01-17 Robert B. Olsen
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