相关论文: How to estimate the sample mean and standard devia…

The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that…

The importance of exploring a potential integration among surveys has been acknowledged in order to enhance effectiveness and minimize expenses. In this work, we employ the alignment method to combine information from two different surveys…

Importance sampling has become an important tool for the computation of tail-based risk measures. Since such quantities are often determined mainly by rare events standard Monte Carlo can be inefficient and importance sampling provides a…

Surveys usually suffer from non-response, which decreases the effective sample size. Item non-response is typically handled by means of some form of random imputation if we wish to preserve the distribution of the imputed variable. This…

We propose a new weighted average estimator for the high dimensional parameters under the distributed learning system, in which the weight assigned to each coordinate is precisely proportional to the inverse of the variance of the local…

Imbalanced data is a frequently encountered problem in machine learning. Despite a vast amount of literature on sampling techniques for imbalanced data, there is a limited number of studies that address the issue of the optimal sampling…

This article suggests an efficient class of estimators of population median of the study variable using an auxiliary variable. Asymptotic expressions of bias and mean square error of the proposed class of estimators have been obtained.…

We explore the performance of sample average approximation in comparison with several other methods for stochastic optimization when there is information available on the underlying true probability distribution. The methods we evaluate are…

Background: Measurement errors in terms of quantification or classification frequently occur in epidemiologic data and can strongly impact inference. Measurement errors may occur when ascertaining, recording or extracting data. Although the…

Fine stratification survey is useful in many applications as its point estimator is unbiased, but the variance estimator under the design cannot be easily obtained, particularly when the sample size per stratum is as small as one unit. One…

The study of statistical estimation without distributional assumptions on data values, but with knowledge of data collection methods was recently introduced by Chen, Valiant and Valiant (NeurIPS 2020). In this framework, the goal is to…

In sample survey, when data is collected, it is assumed that whatever is reported by respondent is correct. However, given the issues of prestige bias, personal respect, respondents self reported data often produces over-or-under estimated…

The use of big data in official statistics and the applied sciences is accelerating, but statistics computed using only big data often suffer from substantial selection bias. This leads to inaccurate estimation and invalid statistical…

In this paper, we propose a novel and generic family of multiple importance sampling estimators. We first revisit the celebrated balance heuristic estimator, a widely used Monte Carlo technique for the approximation of intractable…

Biomedical researchers usually study the effects of certain exposures on disease risks among a well-defined population. To achieve this goal, the gold standard is to design a trial with an appropriate sample from that population. Due to the…

The goal of diversity sampling is to select a representative subset of data in a way that maximizes information contained in the subset while keeping its cardinality small. We introduce the ordered diverse sampling problem based on a new…

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…

This paper discusses difference-in-differences (DID) estimation when there exist many control variables, potentially more than the sample size. In this case, traditional estimation methods, which require a limited number of variables, do…

Studies often estimate associations between an outcome and multiple variates. For example, studies of diagnostic test accuracy estimate sensitivity and specificity, and studies of predictive and prognostic factors typically estimate…

Several new methods have been proposed for performing valid inference after model selection. An older method is sampling splitting: use part of the data for model selection and part for inference. In this paper we revisit sample splitting…