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The Effective Sample Size (ESS) is an important measure of efficiency of Monte Carlo methods such as Markov Chain Monte Carlo (MCMC) and Importance Sampling (IS) techniques. In the IS context, an approximation $\widehat{ESS}$ of the…

Computation · Statistics 2016-09-27 L. Martino , V. Elvira , F. Louzada

The effective sample size (ESS) measures the informational value of a probability distribution in terms of an equivalent number of study participants. The ESS plays a crucial role in estimating the Expected Value of Sample Information…

Methodology · Statistics 2024-01-31 Linke Li , Hawre Jalal , Anna Heath

Correlation coefficients play a pivotal role in quantifying linear relationships between random variables. Yet, their application to time series data is very challenging due to temporal dependencies. This paper introduces a novel approach…

Methodology · Statistics 2024-01-09 Johan Medrano , Abderrahmane Kheddar , Sofiane Ramdani

The effective sample size (ESS) is widely used in sample-based simulation methods for assessing the quality of a Monte Carlo approximation of a given distribution and of related integrals. In this paper, we revisit the approximation of the…

Computation · Statistics 2022-04-14 Víctor Elvira , Luca Martino , Christian P. Robert

Clinical prediction models are estimated using a sample of limited size from the target population, leading to uncertainty in predictions, even when the model is correctly specified. Generally, not all patient profiles are observed…

Methodology · Statistics 2024-02-09 Doranne Thomassen , Saskia le Cessie , Hans van Houwelingen , Ewout Steyerberg

Estimating the effective sample size (ESS) is fundamental in Bayesian phylogenetic inference to properly account for autocorrelation in MCMC samples. While methods for continuous parameters are well established, the discrete and…

Populations and Evolution · Quantitative Biology 2026-03-05 Jonathan Klawitter , Lars Berling , Jordan Douglas , Dong Xie , Alexei J. Drummond

Determining the sample size of an experiment can be challenging, even more so when incorporating external information via a prior distribution. Such information is increasingly used to reduce the size of the control group in randomized…

Applications · Statistics 2019-07-10 Beat Neuenschwander , Sebastian Weber , Heinz Schmidli , Anthony O'Hagan

Spatial autoregressive combined (SAC) model has been widely studied in the literature for the analysis of spatial data in various areas such as geography, economics, demography, regional sciences. This is a linear model with scalar…

Methodology · Statistics 2020-04-17 Alassane Aw , Emmanuel Nicolas Cabral

As high-dimensional and high-frequency data are being collected on a large scale, the development of new statistical models is being pushed forward. Functional data analysis provides the required statistical methods to deal with large-scale…

Statistics Theory · Mathematics 2020-07-08 Israel Martínez-Hernández , Marc G. Genton

Analyzing the covariance structure of data is a fundamental task of statistics. While this task is simple for low-dimensional observations, it becomes challenging for more intricate objects, such as multivariate functions. Here, the…

Methodology · Statistics 2023-01-12 Holger Dette , Gauthier Dierickx , Tim Kutta

Having a sufficient quantity of quality data is a critical enabler of training effective machine learning models. Being able to effectively determine the adequacy of a dataset prior to training and evaluating a model's performance would be…

Machine Learning · Computer Science 2026-04-28 Arya Hatamian , Lionel Levine , Haniyeh Ehsani Oskouie , Majid Sarrafzadeh

With the robust uptick in the applications of Bayesian external data borrowing, eliciting a prior distribution with the proper amount of information becomes increasingly critical. The prior effective sample size (ESS) is an intuitive and…

Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…

Statistics Theory · Mathematics 2022-01-14 Qin Fang , Shaojun Guo , Xinghao Qiao

Functional data analysis has been extensively conducted. In this study, we consider a partially functional model, under which some covariates are scalars and have linear effects, while some other variables are functional and have…

Methodology · Statistics 2023-01-11 Weijuan Liang , Qingzhao Zhang , Shuangge Ma

Spatial association measures for univariate static spatial data are widely used. When the data is in the form of a collection of spatial vectors with the same temporal domain of interest, we construct a measure of similarity between the…

Methodology · Statistics 2023-09-26 Divya Kappara , Arup Bose , Madhuchhanda Bhattacharjee

Sample selection improves the efficiency and effectiveness of machine learning models by providing informative and representative samples. Typically, samples can be modeled as a sample graph, where nodes are samples and edges represent…

Machine Learning · Computer Science 2025-03-04 Tianchi Xie , Jiangning Zhu , Guozu Ma , Minzhi Lin , Wei Chen , Weikai Yang , Shixia Liu

With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here we develop spatio-temporal regression methodology for analyzing large amounts of…

Methodology · Statistics 2021-12-01 Ting Fung Ma , Fangfang Wang , Jun Zhu , Anthony R. Ives , Katarzyna E. Lewińska

We consider spatially dependent functional data collected under a geostatistics setting, where locations are sampled from a spatial point process. The functional response is the sum of a spatially dependent functional effect and a spatially…

Methodology · Statistics 2021-06-18 Haozhe Zhang , Yehua Li

Sparse functional/longitudinal data have attracted widespread interest due to the prevalence of such data in social and life sciences. A prominent scenario where such data are routinely encountered are accelerated longitudinal studies,…

Methodology · Statistics 2024-06-24 Yidong Zhou , Hans-Georg Müller

Effective sample size is a standard summary of Markov chain Monte Carlo output, but it is usually attached to scalar or Euclidean summaries chosen by the analyst. For manifold-valued samples this choice is not canonical: coordinate-wise…

Machine Learning · Statistics 2026-05-06 Kisung You
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