Related papers: Model Assisted Data Integration: An unbiased sampl…
We consider inference from non-random samples in data-rich settings where high-dimensional auxiliary information is available both in the sample and the target population, with survey inference being a special case. We propose a regularized…
Non-probability samples become increasingly popular in survey statistics but may suffer from selection biases that limit the generalizability of results to the target population. We consider integrating a non-probability sample with a…
Nonresponse after probability sampling is a universal challenge in survey sampling, often necessitating adjustments to mitigate sampling and selection bias simultaneously. This study explored the removal of bias and effective utilization of…
Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…
Sampling-based controllers, such as Model Predictive Path Integral (MPPI) methods, offer substantial flexibility but often suffer from high variance and low sample efficiency. To address these challenges, we introduce a hybrid…
Subsampling is a widely used and effective approach for addressing the computational challenges posed by massive datasets. Substantial progress has been made in developing non-uniform, probability-based subsampling schemes that prioritize…
The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…
The integration of data from multiple sources is increasingly used to achieve larger sample sizes and enhance population diversity. Our previous work established that, under random sampling from the same underlying population, integrating…
We consider the problem of deciding on sampling strategy, in particular sampling design. We propose a risk measure, whose minimizing value guides the choice. The method makes use of a superpopulation model and takes into account uncertainty…
Computational capability often falls short when confronted with massive data, posing a common challenge in establishing a statistical model or statistical inference method dealing with big data. While subsampling techniques have been…
Sampling-based model predictive control (MPC) is effective for nonlinear systems but often produces non-smooth control inputs due to random sampling. To address this issue, we extend the model predictive path integral (MPPI) framework with…
Non-probability sampling, for example in the form of online panels, has become a fast and cheap method to collect data. While reliable inference tools are available for classical probability samples, non-probability samples can yield…
Random sampling is an essential tool in the processing and transmission of data. It is used to summarize data too large to store or manipulate and meet resource constraints on bandwidth or battery power. Estimators that are applied to the…
Online reinforcement learning and other adaptive sampling algorithms are increasingly used in digital intervention experiments to optimize treatment delivery for users over time. In this work, we focus on longitudinal user data collected by…
We establish a general framework for statistical inferences with non-probability survey samples when relevant auxiliary information is available from a probability survey sample. We develop a rigorous procedure for estimating the propensity…
In certain situations that shall be undoubtedly more and more common in the Big Data era, the datasets available are so massive that computing statistics over the full sample is hardly feasible, if not unfeasible. A natural approach in this…
In today's modern era of Big data, computationally efficient and scalable methods are needed to support timely insights and informed decision making. One such method is sub-sampling, where a subset of the Big data is analysed and used as…
Estimates of finite population cumulativedistribution functions (CDFs) and quantiles are critical forpolicy-making, resource allocation, and public health planning. For instance, federal finance agencies may require accurate estimates of…
Data integration methods aim to extract low-dimensional embeddings from high-dimensional outcomes to remove unwanted variations, such as batch effects and unmeasured covariates, across heterogeneous datasets. However, multiple hypothesis…
This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…