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Robust methods, though ubiquitous in practice, are yet to be fully understood in the context of regularized estimation and high dimensions. Even simple questions become challenging very quickly. For example, classical statistical theory…

Statistics Theory · Mathematics 2023-11-10 Jing Zhou , Gerda Claeskens , Jelena Bradic

The problem of estimation of density functionals like entropy and mutual information has received much attention in the statistics and information theory communities. A large class of estimators of functionals of the probability density…

Statistics Theory · Mathematics 2013-03-05 Kumar Sricharan , Dennis Wei , Alfred O. Hero

In this paper, we combine calibration for population totals proposed by Deville and S\"arndal (1992) with calibration for population quantiles introduced by Harms and Duchesne (2006). We also extend the pseudo-empirical likelihood method…

Methodology · Statistics 2023-08-28 Maciej Beręsewicz , Marcin Szymkowiak

Stochastic gradient descent (SGD) has been widely studied in the literature from different angles, and is commonly employed for solving many big data machine learning problems. However, the averaging technique, which combines all iterative…

Machine Learning · Computer Science 2020-05-28 Zhishuai Guo , Yan Yan , Tianbao Yang

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…

Methodology · Statistics 2020-01-13 Shu Yang , Jae Kwang Kim

Non-probability sampling is prevailing in survey sampling, but ignoring its selection bias leads to erroneous inferences. We offer a unified nonparametric calibration method to estimate the sampling weights for a non-probability sample by…

Methodology · Statistics 2022-04-21 Zhonglei Wang , Xiaojun Mao , Jae Kwang Kim

In the present investigation, we build a bridge between the generalized regression (GREG) estimator due to Deville and Sarndal (1992) and the linear regression estimator due to Hansen, Hurwitz and Madow (1953) in the presence of single…

Methodology · Statistics 2009-02-20 Sarjinder Singh , Raghunath Arnab

The importance of exploring a potential integration among surveys has been acknowledged in order to enhance effectiveness and minimize expenses. In this work, we employ the alignment method to combine information from two different surveys…

Methodology · Statistics 2024-04-09 Vasilis Chasiotis , Dimitris Karlis

Umbrella sampling efficiently yields equilibrium averages that depend on exploring rare states of a model by biasing simulations to windows of coordinate values and then combining the resulting data with physical weighting. Here, we…

Statistical Mechanics · Physics 2016-09-21 Erik Thiede , Brian Van Koten , Jonathan Weare , Aaron R. Dinner

Calibration is a pivotal aspect in predictive modeling, as it ensures that the predictions closely correspond with what we observe empirically. The contemporary calibration framework, however, is predominantly focused on prediction models…

Methodology · Statistics 2023-09-18 Bavo De Cock Campo

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

In this article we propose a new variable selection method for analyzing data collected from longitudinal sample surveys. The procedure is based on the survey-weighted quadratic inference function, which was recently introduced as an…

Statistics Theory · Mathematics 2021-05-04 Laura Dumitrescu , Wei Qian , J. N. K. Rao

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

We consider the problem of calibration and the GREG method as suggested and studied in Deville and Sarndal (1992). We show that a GREG type estimator is typically not minimal variance unbiased estimator even asymptotically. We suggest a…

Methodology · Statistics 2011-06-23 E. Greenshtein , Y. Ritov

Envelope methodology is succinctly pitched as a class of procedures for increasing efficiency in multivariate analyses without altering traditional objectives \citep[first sentence of page 1]{cook2018introduction}. This description is true…

Methodology · Statistics 2020-02-05 Daniel J. Eck

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

We study the matrix completion problem when the observation pattern is deterministic and possibly non-uniform. We propose a simple and efficient debiased projection scheme for recovery from noisy observations and analyze the error under a…

Information Theory · Computer Science 2019-10-31 Simon Foucart , Deanna Needell , Reese Pathak , Yaniv Plan , Mary Wootters

This paper develops a variance estimation framework for matching estimators that enables valid population inference for treatment effects. We provide theoretical analysis of a variance estimator that addresses key limitations in the…

Methodology · Statistics 2025-06-16 Xiang Meng , Aaron Smith , Luke Miratrix

Weighting procedures are used in observational causal inference to adjust for covariate imbalance within the sample. Common practice for inference is to estimate robust standard errors from a weighted regression of outcome on treatment.…

Methodology · Statistics 2025-07-29 Erin Hartman , Chad Hazlett , Arisa Sadeghpour

The goal of survey design is often to minimize the errors associated with inference: the total of bias and variance. Random surveys are common because they allow the use of theoretically unbiased estimators. In practice however, such…

Methodology · Statistics 2023-02-14 Connie Okasaki , Sándor F. Tóth , Andrew M. Berdahl