相关论文: On calibration of design weights
Incorporating the auxiliary information into the survey estimation is a fundamental problem in survey sampling. Calibration weighting is a popular tool for incorporating the auxiliary information. The calibration weighting method of Deville…
We consider the problem of calibration and the GREG method as suggested and studied in Deville and Sarndal (1992). We show that a GREG type estimator is typically not minimal variance unbiased estimator even asymptotically. We suggest a…
Model-assisted regression estimation is fundamental in survey sampling for incorporating auxiliary information. However, when the auxiliary dimension grows with the sample size, the standard Generalized regression (GREG) estimator can…
We introduce Generalized Integrated Gradients (GIG), a formal extension of the Integrated Gradients (IG) (Sundararajan et al., 2017) method for attributing credit to the input variables of a predictive model. GIG improves IG by explaining a…
This paper provides a design-based framework for variance (bound) estimation in experimental analysis. Results are applicable to virtually any combination of experimental design, linear estimator (e.g., difference-in-means, OLS, WLS) and…
Calibration weighting is a fundamental technique in survey sampling and data integration for incorporating auxiliary information and improving efficiency of estimators. Classical calibration methods are typically formulated through distance…
General ridge estimators are typical linear estimators in a general linear model. The class of them includes some shrinkage estimators in addition to classical linear unbiased estimators such as the ordinary least squares estimator and the…
Under the Neyman causal model, it is well-known that OLS with treatment-by-covariate interactions cannot harm asymptotic precision of estimated treatment effects in completely randomized experiments. But do such guarantees extend to…
Generalized estimating equation (GEE) is widely adopted for regression modeling for longitudinal data, taking account of potential correlations within the same subjects. Although the standard GEE assumes common regression coefficients among…
We propose generalized resubstitution error estimators for regression, a broad family of estimators, each corresponding to a choice of empirical probability measures and loss function. The usual sum of squares criterion is a special case…
We propose a unified class of calibration weighting methods based on weighted generalized entropy to handle missing at random (MAR) data with improved stability and efficiency. The proposed generalized entropy calibration (GEC) formulates…
In regression models fitted to data from complex survey designs, sampling weights often incorporate non-essential variation, inflating variance estimates. Stabilized weights mitigate this issue by adjusting sampling weights to account for…
Consider the {$\ell_{\alpha}$} regularized linear regression, also termed Bridge regression. For $\alpha\in (0,1)$, Bridge regression enjoys several statistical properties of interest such as sparsity and near-unbiasedness of the estimates…
Errors in variables (Deming) regression of measurements spanning a wide range of values requires appropriate weighting to reflect nonconstant variance. Precision profile models, mathematical relationships between measurement variance and…
In this paper, we combine calibration for population totals proposed by Deville and S\"arndal (1992) with calibration for population quantiles introduced by Harms and Duchesne (2006). We also extend the pseudo-empirical likelihood method…
Calibration is a pivotal aspect in predictive modeling, as it ensures that the predictions closely correspond with what we observe empirically. The contemporary calibration framework, however, is predominantly focused on prediction models…
We consider structure learning of linear Gaussian structural equation models with weak edges. Since the presence of weak edges can lead to a loss of edge orientations in the true underlying CPDAG, we define a new graphical object that can…
In model development, model calibration and validation play complementary roles toward learning reliable models. In this article, we expand the Bayesian Validation Metric framework to a general calibration and validation framework by…
Suppose $\{ \lambda_d\}$ are Selberg's sieve weights and $1 \le w < y \le x$. Graham's estimate on the Barban-Vehov problem shows that $\sum_{1 \le n \le x} (\sum_{d|n} \lambda_d)^2 = \frac{x}{\log(y/w)} + O(\frac{x}{\log^2(y/w)})$. We…
In this paper, we introduce structured sparsity estimators in Generalized Linear Models. Structured sparsity estimators in the least squares loss are introduced by Stucky and van de Geer (2018) recently for fixed design and normal errors.…