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Index-based hedging solutions are used to transfer the longevity risk to the capital markets. However, mismatches between the liability of the hedger and the hedging instrument cause longevity basis risk. Therefore, an appropriate…

风险管理 · 定量金融 2021-01-19 Selin Özen , Şule Şahin

Sequential importance sampling algorithms have been defined to estimate likelihoods in models of ancestral population processes. However, these algorithms are based on features of the models with constant population size, and become…

统计理论 · 数学 2016-03-24 Coralie Merle , Raphaël Leblois , François Rousset , Pierre Pudlo

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

计量经济学 · 经济学 2026-01-13 Jiawei Fu , Donald P. Green

Large-scale replication studies like the Reproducibility Project: Psychology (RP:P) provide invaluable systematic data on scientific replicability, but most analyses and interpretations of the data fail to agree on the definition of…

统计方法学 · 统计学 2022-03-08 Kenneth Hung , William Fithian

The probabilities of causation are commonly used to solve decision-making problems. Tian and Pearl derived sharp bounds for the probability of necessity and sufficiency (PNS), the probability of sufficiency (PS), and the probability of…

人工智能 · 计算机科学 2022-10-12 Ang Li , Ruirui Mao , Judea Pearl

Personality traits are latent variables, and as such, are impossible to measure without the use of an assessment. Responses on the assessments can be influenced by both transient (state-related) error and measurement error, obscuring the…

应用统计 · 统计学 2017-06-02 Amy E. Nussbaum , Cornelis J. Potgieter , Michael Chmielewski

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…

统计方法学 · 统计学 2019-08-26 Shu Yang , Jae Kwang Kim , Rui Song

In this paper, we study the classical problem of estimating the proportion of a finite population. First, we consider a fixed sample size method and derive an explicit sample size formula which ensures a mixed criterion of absolute and…

统计理论 · 数学 2009-02-03 Xinjia Chen

This paper introduces the R package drpop to flexibly estimate total population size from incomplete lists. Total population estimation, also called capture-recapture, is an important problem in many biological and social sciences. A…

统计方法学 · 统计学 2021-11-16 Manjari Das , Edward H. Kennedy

We investigate a Poisson sampling design in the presence of unknown selection probabilities when applied to a population of unknown size for multiple sampling occasions. The fixed-population model is adopted and extended upon for inference.…

统计方法学 · 统计学 2020-01-30 Kyle Vincent , Saman Muthukumarana

As noninvasive sampling techniques for animal populations have become more popular, there has been increasing interest in the development of capture-recapture models that can accommodate both imperfect detection and misidentification of…

定量方法 · 定量生物学 2015-02-04 Brett T. McClintock , Larissa L. Bailey , Brian P. Dreher , William A. Link

This paper studies the sample complexity of searching over multiple populations. We consider a large number of populations, each corresponding to either distribution P0 or P1. The goal of the search problem studied here is to find one…

信息论 · 计算机科学 2016-11-17 Matthew L. Malloy , Gongguo Tang , Robert D. Nowak

Traditional analyses of capture-recapture data are based on likelihood functions that explicitly integrate out all missing data. We use a complete data likelihood (CDL) to show how a wide range of capture-recapture models can be easily…

应用统计 · 统计学 2010-09-21 Matthew R. Schofield , Richard J. Barker

In many applications, different populations are compared using data that are sampled in a biased manner. Under sampling biases, standard methods that estimate the difference between the population means yield unreliable inferences. Here we…

统计理论 · 数学 2019-11-12 Dave Zachariah , Petre Stoica

The network scale-up method enables researchers to estimate the size of hidden populations, such as drug injectors and sex workers, using sampled social network data. The basic scale-up estimator offers advantages over other size estimation…

应用统计 · 统计学 2016-11-14 Dennis M. Feehan , Matthew J. Salganik

Causal inference in a program evaluation setting faces the problem of external validity when the treatment effect in the target population is different from the treatment effect identified from the population of which the sample is…

统计方法学 · 统计学 2021-12-23 Kyungchul Song , Zhengfei Yu

Identifying dependency in multivariate data is a common inference task that arises in numerous applications. However, existing nonparametric independence tests typically require computation that scales at least quadratically with the sample…

统计方法学 · 统计学 2021-07-08 Shai Gorsky , Li Ma

F\'elix-Medina and Thompson (2004) proposed a variant of link-tracing sampling to estimate the size of a hidden population such as drug users, sexual workers or homeless people. In their variant a sampling frame of sites where the members…

统计方法学 · 统计学 2015-06-23 Martin H. Félix Medina

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…

数据库 · 计算机科学 2020-01-01 Brett Walenz , Stavros Sintos , Sudeepa Roy , Jun Yang

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…

计量经济学 · 经济学 2025-11-27 Bruno Fava