Related papers: Improving optimal subsampling through stratificati…
This work identifies the first privacy-aware stratified sampling scheme that minimizes the variance for general private mean estimation under the Laplace, Discrete Laplace (DLap) and Truncated-Uniform-Laplace (TuLap) mechanisms within the…
The allocation problem for multivariate stratified random sampling as a problem of stochastic matrix integer mathematical programming is considered. With these aims the asymptotic normality of sample covariance matrices for each strata is…
Performance-based engineering for natural hazards facilitates the design and appraisal of structures with rigorous evaluation of their uncertain structural behavior under potentially extreme stochastic loads expressed in terms of failure…
We investigate the feature compression of high-dimensional ridge regression using the optimal subsampling technique. Specifically, based on the basic framework of random sampling algorithm on feature for ridge regression and the A-optimal…
In this paper, we aim to compute numerical approximation integral by using an adaptive Monte Carlo algorithm. We propose a stratified sampling algorithm based on an iterative method which splits the strata following some quantities called…
Calibrating simulation models that take large quantities of multi-dimensional data as input is a hard simulation optimization problem. Existing adaptive sampling strategies offer a methodological solution. However, they may not sufficiently…
Predicting the cheapest sample size for the optimal stratification in multivariate survey design is a problem in cases where the population frame is large. A solution exists that iteratively searches for the minimum sample size necessary to…
This paper develops a unified framework for partial identification and inference in stratified experiments with attrition, accommodating both equal and heterogeneous treatment shares across strata. For equal-share designs, we apply recent…
We study the problem of efficiently estimating counts for queries involving complex filters, such as user-defined functions, or predicates involving self-joins and correlated subqueries. For such queries, traditional sampling techniques may…
Subsampling is a computationally efficient and scalable method to draw inference in large data settings based on a subset of the data rather than needing to consider the whole dataset. When employing subsampling techniques, a crucial…
Optimal propensity score matching has emerged as one of the most ubiquitous approaches for causal inference studies on observational data; However, outstanding critiques of the statistical properties of propensity score matching have cast…
While a broad range of techniques have been proposed to tackle distribution shift, the simple baseline of training on an $\textit{undersampled}$ balanced dataset often achieves close to state-of-the-art-accuracy across several popular…
We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a…
Data reduction is a fundamental challenge of modern technology, where classical statistical methods are not applicable because of computational limitations. We consider multiple linear regression for an extraordinarily large number of…
We consider constrained sampling problems in paid research studies or clinical trials. When qualified volunteers are more than the budget allowed, we recommend a D-optimal sampling strategy based on the optimal design theory and develop a…
Science and engineering problems subject to uncertainty are frequently both computationally expensive and feature nonsmooth parameter dependence, making standard Monte Carlo too slow, and excluding efficient use of accelerated uncertainty…
Subsampling algorithms are a natural approach to reduce data size before fitting models on massive datasets. In recent years, several works have proposed methods for subsampling rows from a data matrix while maintaining relevant information…
Datasets with sheer volume have been generated from fields including computer vision, medical imageology, and astronomy whose large-scale and high-dimensional properties hamper the implementation of classical statistical models. To tackle…
Nonuniform subsampling methods are effective to reduce computational burden and maintain estimation efficiency for massive data. Existing methods mostly focus on subsampling with replacement due to its high computational efficiency. If the…
This article overviews how gradient flows, and discretizations thereof, are useful to design and analyze optimization and sampling algorithms. The interplay between optimization, sampling, and gradient flows is an active research area; our…