English
Related papers

Related papers: Direct-Assisted Bayesian Unit-level Modeling for S…

200 papers

Subnational monitoring of public health often relies on household surveys where data are sparse at the desired spatial resolution. Small area estimation (SAE) methods address this challenge by borrowing strength across areas and…

Methodology · Statistics 2026-05-12 Qianyu Dong , Zehang Richard Li

We develop constrained Bayesian estimation methods for small area problems: those requiring smoothness with respect to similarity across areas, such as geographic proximity or clustering by covariates; and benchmarking constraints,…

Methodology · Statistics 2014-10-28 Rebecca C. Steorts

Rare event simulation and rare event probability estimation are important tasks within the analysis of systems subject to uncertainty and randomness. Simultaneously, accurately estimating rare event probabilities is an inherently difficult…

Methodology · Statistics 2024-07-18 Max Ehre , Iason Papaioannou , Daniel Straub

The paper delineates a proper statistical setting for defining the sampling design for a small area estimation problem. This problem is often treated only via indirect estimation using the values of the variable of interest also from…

Methodology · Statistics 2023-03-16 Piero Demetrio Falorsi , Stefano Falorsi , Vincenzo Nardelli , Paolo Righi

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested failure domains of increasing size, the rare event probability…

Numerical Analysis · Mathematics 2023-12-13 Daniel Elfverson , Robert Scheichl , Simon Weissmann , F. Alejandro DiazDelaO

This article introduces new methods for inference with count data registered on a set of aggregation units. Such data are omnipresent in epidemiology due to confidentiality issues: it is much more common to know the county in which an…

Methodology · Statistics 2017-04-20 Benjamin M. Taylor , Ricardo Andrade-Pacheco , Hugh J. W. Sturrock

Clustered sampling is prevalent in empirical regression discontinuity (RD) designs, but it has not received much attention in the theoretical literature. In this paper, we introduce a general model-based framework for such settings and…

Econometrics · Economics 2026-03-20 Claudia Noack , Tomasz Olma , Christoph Rothe

For small area estimation of area-level data, the Fay-Herriot model is extensively used as a model based method. In the Fay-Herriot model, it is conventionally assumed that the sampling variances are known whereas estimators of sampling…

Methodology · Statistics 2017-05-15 Shonosuke Sugasawa , Hiromasa Tamae , Tatsuya Kubokawa

Small area estimation (SAE) entails estimating characteristics of interest for domains, often geographical areas, in which there may be few or no samples available. SAE has a long history and a wide variety of methods have been suggested,…

Applications · Statistics 2020-06-19 Jon Wakefield , Taylor Okonek , Jon Pedersen

This paper considers small-area estimation with lung cancer mortality data, and discusses the choice of upper-level model for the variation over areas. Inference about the random effects for the areas may depend strongly on the choice of…

Applications · Statistics 2009-05-25 Murray Aitkin , Charles C. Liu , Tom Chadwick

We propose a method for the accurate estimation of rare event or failure probabilities for expensive-to-evaluate numerical models in high dimensions. The proposed approach combines ideas from large deviation theory and adaptive importance…

Computation · Statistics 2023-03-28 Shanyin Tong , Georg Stadler

In order to implement disease-specific interventions in young age groups, policy makers in low- and middle-income countries require timely and accurate estimates of age- and cause-specific child mortality. High quality data is not available…

This article considers the estimation of the number of severely disabled people using data from the Italian survey on Health Conditions and Appeal to Medicare. Disability is indirectly measured using a set of categorical items, which survey…

Applications · Statistics 2015-08-25 Enrico Fabrizi , Giorgio E. Montanari , Maria Giovanna Ranalli

Model estimates obtained from traditional subspace identification methods may be subject to significant variance. This elevated variance is aggravated in the cases of large models or of a limited sample size. Common solutions to reduce the…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Alexandre Rodrigues Mesquita

Statistical inference for extreme values of random events is difficult in practice due to low sample sizes and inaccurate models for the studied rare events. If prior knowledge for extreme values is available, Bayesian statistics can be…

Methodology · Statistics 2022-05-18 Tobias Kallehauge

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

The joint modeling of longitudinal and time-to-event data is an active area of statistics research that has received a lot of attention in the recent years. More recently, a new and attractive application of this type of models has been to…

In small area estimation, it is sometimes necessary to use model-based methods to produce estimates in areas with little or no data. In official statistics, we often require that some aggregate of small area estimates agree with a national…

Methodology · Statistics 2023-01-31 Taylor Okonek , Jon Wakefield

The integration of longitudinal measurements and survival time in statistical modeling offers a powerful framework for capturing the interplay between these two essential outcomes, particularly when they exhibit associations. However, in…

Methodology · Statistics 2025-02-11 Taban Baghfalaki , Mojtaba Ganjali , Rui Martins