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We study a data analyst's problem of acquiring data from self-interested individuals to obtain an accurate estimation of some statistic of a population, subject to an expected budget constraint. Each data holder incurs a cost, which is…

Computer Science and Game Theory · Computer Science 2019-05-15 Yiling Chen , Shuran Zheng

In characterization of quantum systems, adapting measurement settings based on data while it is collected can generally outperform in efficiency conventional measurements that are carried out independently of data. The existing methods for…

Quantum Physics · Physics 2016-11-21 Markku P. V. Stenberg , Frank K. Wilhelm

Model-assisted estimation with complex survey data is an important practical problem in survey sampling. When there are many auxiliary variables, selecting significant variables associated with the study variable would be necessary to…

Methodology · Statistics 2020-04-01 Shonosuke Sugasawa , Jae Kwang Kim

Predictive models are often used for real-time decision making. However, typical machine learning techniques ignore feature evaluation cost, and focus solely on the accuracy of the machine learning models obtained utilizing all the features…

Machine Learning · Computer Science 2014-08-19 Leilani Battle , Edward Benson , Aditya Parameswaran , Eugene Wu

The doubly robust estimator, which models both the propensity score and outcomes, is a popular approach to estimate the average treatment effect in the potential outcome setting. The primary appeal of this estimator is its theoretical…

Methodology · Statistics 2024-09-11 Kaoru Babasaki , Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn

A great deal of effort has been devoted to reducing the risk of spurious scientific discoveries, from the use of sophisticated validation techniques, to deep statistical methods for controlling the false discovery rate in multiple…

Machine Learning · Computer Science 2016-03-03 Cynthia Dwork , Vitaly Feldman , Moritz Hardt , Toniann Pitassi , Omer Reingold , Aaron Roth

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…

Econometrics · Economics 2025-11-27 Bruno Fava

Although numerical weather forecasting methods have dominated the field, recent advances in deep learning methods, such as diffusion models, have shown promise in ensemble weather forecasting. However, such models are typically…

Machine Learning · Computer Science 2025-09-16 Kevin Valencia , Ziyang Liu , Justin Cui

{\em Multi-objective samples} are powerful and versatile summaries of large data sets. For a set of keys $x\in X$ and associated values $f_x \geq 0$, a weighted sample taken with respect to $f$ allows us to approximate {\em segment-sum…

Databases · Computer Science 2017-06-14 Edith Cohen

Millimeter Wave (mmWave) massive Multiple Input Multiple Output (MIMO) systems realizing directive beamforming require reliable estimation of the wireless propagation channel. However, mmWave channels are characterized by high variability…

Information Theory · Computer Science 2019-06-07 Evangelos Vlachos , George C. Alexandropoulos , John Thompson

This paper develops a novel channel estimation approach for multi-user millimeter wave (mmWave) wireless systems with large antenna arrays. By exploiting the inherent mmWave channel sparsity, we propose a novel simultaneous-estimation with…

Information Theory · Computer Science 2017-03-03 Matthew Kokshoorn , He Chen , Yonghui Li , Branka Vucetic

Multivariate time series with long-dependence are observed in many applications such as finance , geophysics or neuroscience. Many packages provide estimation tools for univariate settings but few are addressing the problem of…

Statistics Theory · Mathematics 2018-11-27 Sophie Achard , Irène Gannaz

A difficulty in MSE estimation occurs because we do not specify a full distribution for the survey weights. This obfuscates the use of fully parametric bootstrap procedures. To overcome this challenge, we develop a novel MSE estimator. We…

Methodology · Statistics 2022-10-25 Yanghyeon Cho , Emily Berg

Ensembling multiple predictions is a widely used technique for improving the accuracy of various machine learning tasks. One obvious drawback of ensembling is its higher execution cost during inference. In this paper, we first describe our…

Machine Learning · Computer Science 2019-03-11 Hiroshi Inoue

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Econometrics · Economics 2020-08-17 Michael Zimmert

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…

Databases · Computer Science 2020-01-01 Brett Walenz , Stavros Sintos , Sudeepa Roy , Jun Yang

We consider an experiment with at least two stages or batches and $O(N)$ subjects per batch. First, we propose a semiparametric treatment effect estimator that efficiently pools information across the batches, and show it asymptotically…

Methodology · Statistics 2023-09-28 Harrison H. Li , Art B. Owen

This paper is concerned with the channel estimation problem in millimetre wave (MMW) wireless systems with large antenna arrays. By exploiting the sparse nature of the MMW channel, we present an efficient estimation algorithm based on a…

Information Theory · Computer Science 2018-04-19 Matthew Kokshoorn , Peng Wang , Yonghui Li , Branka Vucetic

We develop an iterative, adaptive frequency sensing protocol based on Ramsey interferometry of a two-level system. Our scheme allows one to estimate unknown frequencies with a high precision from short, finite signals. It avoids several…

Applied Physics · Physics 2023-08-16 Avishek Chowdhury , Anh Tuan Le , Eva M. Weig , Hugo Ribeiro

In this study, we investigate estimation and inference on a low-dimensional causal parameter in the presence of high-dimensional controls in an instrumental variable quantile regression. Our proposed econometric procedure builds on the…

Econometrics · Economics 2021-02-23 Jau-er Chen , Chien-Hsun Huang , Jia-Jyun Tien
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