Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userA comparison of pivotal sampling and unequal probability sampling with replacement
299
0
0.0
(
0
)
Added by
Guillaume Chauvet
Publication date
2016
fields
Mathematical Statistics
and research's language is
English
Authors
Guillaume Chauvet
Ask ChatGPT about the research
No Arabic abstract
We prove that any implementation of pivotal sampling is more efficient than multinomial sampling. This property entails the weak consistency of the Horvitz-Thompson estimator and the existence of a conservative variance estimator. A small simulation study supports our findings.
rate research
Read More
In this paper, we develop a general theory of truncated inverse binomial sampling. In this theory, the fixed-size sampling and inverse binomial sampling are accommodated as special cases. In particular, the classical Chernoff-Hoeffding bound is an immediate consequence of the theory. Moreover, we propose a rigorous and efficient method for probability estimation, which is an adaptive Monte Carlo estimation method based on truncated inverse binomial sampling. Our proposed method of probability estimation can be orders of magnitude more efficient as compared to existing methods in literature and widely used software.
Star sampling (SS) is a random sampling procedure on a graph wherein each sample consists of a randomly selected vertex (the star center) and its one-hop neighbors (the star endpoints). We consider the use of star sampling to find any member of an arbitrary target set of vertices in a graph, where the figure of merit (cost) is either the expected number of samples (unit cost) or the expected number of star centers plus star endpoints (linear cost) until a vertex in the target set is encountered, either as a star center or as a star point. We analyze this performance measure on three related star sampling paradigms: SS with replacement (SSR), SS without center replacement (SSC), and SS without star replacement (SSS). We derive exact and approximate expressions for the expected unit and linear costs of SSR, SSC, and SSS on Erdos-Renyi (ER) graphs. Our results show there is i) little difference in unit cost, but ii) significant difference in linear cost, across the three paradigms. Although our results are derived for ER graphs, experiments on real-world graphs suggest our performance expressions are reasonably accurate for non-ER graphs.
In this paper, we consider the information content of maximum ranked set sampling procedure with unequal samples (MRSSU) in terms of Tsallis entropy which is a nonadditive generalization of Shannon entropy. We obtain several results of Tsallis entropy including bounds, monotonic properties, stochastic orders, and sharp bounds under some assumptions. We also compare the uncertainty and information content of MRSSU with its counterpart in the simple random sampling (SRS) data. Finally, we develop some characterization results in terms of cumulative Tsallis entropy and residual Tsallis entropy of MRSSU and SRS data.
Testing large covariance matrices is of fundamental importance in statistical analysis with high-dimensional data. In the past decade, three types of test statistics have been studied in the literature: quadratic form statistics, maximum form statistics, and their weighted combination. It is known that quadratic form statistics would suffer from low power against sparse alternatives and maximum form statistics would suffer from low power against dense alternatives. The weighted combination methods were introduced to enhance the power of quadratic form statistics or maximum form statistics when the weights are appropriately chosen. In this paper, we provide a new perspective to exploit the full potential of quadratic form statistics and maximum form statistics for testing high-dimensional covariance matrices. We propose a scale-invariant power enhancement test based on Fishers method to combine the p-values of quadratic form statistics and maximum form statistics. After carefully studying the asymptotic joint distribution of quadratic form statistics and maximum form statistics, we prove that the proposed combination method retains the correct asymptotic size and boosts the power against more general alternatives. Moreover, we demonstrate the finite-sample performance in simulation studies and a real application.
The naive importance sampling estimator, based on samples from a single importance density, can be numerically unstable. Instead, we consider generalized importance sampling estimators where samples from more than one probability distribution are combined. We study this problem in the Markov chain Monte Carlo context, where independent samples are replaced with Markov chain samples. If the chains converge to their respective target distributions at a polynomial rate, then under two finite moment conditions, we show a central limit theorem holds for the generalized estimators. Further, we develop an easy to implement method to calculate valid asymptotic standard errors based on batch means. We also provide a batch means estimator for calculating asymptotically valid standard errors of Geyer(1994) reverse logistic estimator. We illustrate the method using a Bayesian variable selection procedure in linear regression. In particular, the generalized importance sampling estimator is used to perform empirical Bayes variable selection and the batch means estimator is used to obtain standard errors in a high-dimensional setting where current methods are not applicable.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
