Related papers: Stratified Sampling for Model-Assisted Estimation …
The problem of estimation of the proportion of units with a given attribute in a~finite population is considered. From the population a sample is drawn due to the simple random sampling without replacement. There are limited funds for…
Both cluster randomized trials and quasi-experimental designs are used to evaluate the impact of health and social policies and interventions. Stepped-wedge cluster randomized trials randomize a staggered adoption approach, while recent…
The central task in modeling complex dynamical systems is parameter estimation. This task involves numerous evaluations of a computationally expensive objective function. Surrogate-based optimization introduces a computationally efficient…
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…
This paper proposes an adaptive randomization procedure for two-stage randomized controlled trials. The method uses data from a first-wave experiment in order to determine how to stratify in a second wave of the experiment, where the…
Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…
With the advancement in generative language models, the selection of prompts has gained significant attention in recent years. A prompt is an instruction or description provided by the user, serving as a guide for the generative language…
This paper studies the use of highly stratified designs for the efficient estimation of a large class of treatment effect parameters that arise in the analysis of experiments. By a "highly stratified" design, we mean experiments in which…
We introduce the concept of decision-focused surrogate modeling for solving computationally challenging nonlinear optimization problems in real-time settings. The proposed data-driven framework seeks to learn a simpler, e.g. convex,…
When using machine learning for automated prediction, it is important to account for fairness in the prediction. Fairness in machine learning aims to ensure that biases in the data and model inaccuracies do not lead to discriminatory…
Existing variance reduction techniques used in stochastic simulations for rare event analysis still require a substantial number of model evaluations to estimate small failure probabilities. In the context of complex, nonlinear finite…
Sampling methods such as Stratified Random Sampling can be used to select representative samples of schools for randomized controlled trials of educational interventions. However, these methods may still yield external validity bias when…
For semi-supervised techniques to be applied safely in practice we at least want methods to outperform their supervised counterparts. We study this question for classification using the well-known quadratic surrogate loss function. Using a…
Machine learning models play a vital role in time series forecasting. These models, however, often overlook an important element: point uncertainty estimates. Incorporating these estimates is crucial for effective risk management, informed…
Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…
Although randomized controlled trials have long been regarded as the ``gold standard'' for evaluating treatment effects, there is no natural prevention from post-treatment events. For example, non-compliance makes the actual treatment…
The survey experiment is widely used in economics and social sciences to evaluate the effects of treatments or programs. In a standard population-based survey experiment, the experimenter randomly draws experimental units from a target…
Thanks to computing power increase, the certification and the conception of complex systems relies more and more on simulation. To this end, predictive codes are needed, which have generally to be evaluated in a huge number of input points.…
The problem of optimal allocation of samples in surveys using a stratified sampling plan was first discussed by Neyman in 1934. Since then, many researchers have studied the problem of the sample allocation in multivariate surveys and…
Sample efficiency in the face of computationally expensive simulations is a common concern in surrogate modeling. Current strategies to minimize the number of samples needed are not as effective in simulated environments with wide state…