Creating samples from a well-specified population using a probabilistic method and/or producing random numbers from a specified distribution.

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14 views

tutorial on sampling methods and MC

I'm looking for good tutorials that cover the various sampling methods: simple sampling, MCMC, Gibbs Sampling, and Metropolis Hastings Algorithm. I barely know what is an MCMC. I would like to learn ...
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43 views

Ensuring exploratory study's validity with pseudo-simple random sampling

The context of my questions is as follows. I'm performing a cross-sectional secondary research study, involving open source software (OSS) projects. I collect data (information about the projects) ...
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2answers
100 views

Sampling from a product of two Multivariate Gaussians

I have a multivariate Gaussian defined as follows: $$ p(x) = \omega(x)\gamma(x) $$ where $\omega$ and $\gamma$ both are multivariate Gaussians and from which I can sample very efficiently given due to ...
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29 views

Is there any difference between consistent statistic (outcome) and consistent estimator? [on hold]

Wikipedia and SE questions talk about consistent estimator. Interestingly, consistent estimator has been preconditioned as sample-size increases. We should talk about consistent estimate (statistic) I ...
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6 views

Data Collection Design

Would like some critique on data selection for testing. I am planning some indoor imagery localization experiment. I have two kinds of data (i) Image coming to me at 25HZ (ii) telemetry coming to me ...
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11 views

Sequential weighted sampling

I need to figure out the total path (A to Z) followed by an agent through a squared-element grid. Each grid element has a probability density function $\Delta$ assigned to it that represents the ...
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23 views

Stratified or multi-stage sampling?

I just started volunteering with a small organization that wants to estimate the average and total number environmental trouble spots in a large US city. They have a clear definition of an ...
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9 views

Summary statistics & CIs for sample variances from multiple populations

Suppose $X_i$ are $n$ random variables that are all distributed normally, but with differing means and standard deviations: $X_i \sim N(\mu_i, \sigma_i)$. Now suppose $y_{ij}$ is the $j$-th random ...
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1answer
19 views

Sampling frame of a voluntary survey

If one is conducting a survey in which all the respondents are volunteers, would there be a true sampling frame? I see three possibilities: We could view this as a situation where there is no set ...
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20 views

How to model the sampling distribution of the sample sum

I'm stuck on a stats problem and am wondering if someone can point out the error in my logic. Imagine you are planning for a camping trip for 50 people. Each person consumes 2.0 lb of food per day on ...
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1answer
35 views

How to sample from “biased” binomial distribution (ideally in python/numpy)

I need to sample a variable from a distribution that's like a binomial distribution except with a "bias", I'm not sure what it may be called: $p(X=k)$ is proportional to $k.B(n,p)(k)$ where $B(n,p)$ ...
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1answer
23 views

Estimate a proportion using priority sampling (I just made that up)

I have this idea in my head that is either bunk or has a name I don't know. (I'm not naive enough to think I'm breaking new ground here!) Here's my scenario: I would like to know the proportion of a ...
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2answers
51 views

How to choose the training, cross-validation, and test set sizes for small sample-size data?

Assume I have a small sample size, e.g. N=100, and two classes. How should I choose the training, cross-validation, and test set sizes for machine learning? I would intuitively pick Training set ...
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37 views

Has anyone publicly shared an implementation of RUSBoost in R?

There's no package available on CRAN, so I was hoping someone in the community had written their own function/package. I see it's been done in MATLAB, so I may just have to start with that and write ...
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0answers
11 views

How to calculate survey sample with more than one outcome variables

I'm working on a proposal and that needs survey design. The basic question is like this: The study seeks to examine factors (e.g., income) associated with the use of health checkup services of workers ...
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12 views

How to handle large .csv file in R? [migrated]

I have a large(>100,000) single column floating point time-series data. I want to find structural changes within the data with respect to time( in my case index). In-order to do that, I am using R ...
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2answers
38 views

How do you draw a random sample of unique IDs in a large dataset?

Rookie here -- I have a a large data set with about 75,000 observations, and 2000 unique IDs. Therefore, each unique ID has about 37 observations. I'm trying to draw a random sample of unique IDs, say ...
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1answer
65 views

Is there an equivalent to LHS for a discrete input space?

I was wondering if there is a method that is equivalent to Latin Hypercube Sampling when the input space you are trying to sample from are a finite discrete set of possible values. For example, if I ...
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2answers
61 views

Do optimization techniques map to sampling techniques?

From any generic sampling algorithm, one can derive an optimization algorithm. Indeed, to maximize an arbitrary function $f: \textbf{x} \rightarrow f(\textbf{x})$, it suffices to draw samples from $g ...
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6 views

Missing values on clinical scoring system in SPSS

I have a SPSS database with 747 patients with sickness symptoms and lab results as variables. With those symptoms and results I have generate two scoring systems. I sum the scores of all the variables ...
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24 views

ANOVA's and reaction time data

I've been reading a lot on the effect of perceptual load on selective attention but the analysis confuses me somewhat. Some of these studies flag 20-40ms differences between conditions as significant ...
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0answers
17 views

sampling plan for various number records

I have a set of data. For example, 10,000 observations. Each set has the same format. Each set has 3 to 10,000 records. The question is, what kind of sampling method is reasonable to do with this set ...
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8 views

unbiased sampling of expecation over maximization operator

My problem setting is as follows, I have a set of M random variable X = \{ {X_1},{X_2},...{X_M}\} where each variable X_i is estimated via stochastic sequence ...
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1answer
31 views

How to interpret if my sample statistic is way out in the tail of the bootstrap distribution

I use bootstrapping to generate the distribution / histogram of my sample statistic and find out that the value of my real sample statistic is way out in the tail. What does this mean? Does it mean ...
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1answer
29 views

Multiple measurements of a single datapoint: what to do with variability?

I am interested in a general question about research design, but I will explain it on a specific example. Suppose I want to determine if one group of people has higher heart rate than the other ...
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8 views

sample generative model from a chain/tree

I have a tree of states and I would like to sample from this tree based on pure birth process; however, I don't know how exactly I can do this; so far I have done this; I simplified my problem; the ...
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28 views

Sampling methods and parallelization

A couple of years ago I learned about recent work in parallelizing slice sampling methods. More recently, I have read great things about NUTS and Hamiltonian Monte Carlo methods (HMC) in general (e.g. ...
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21 views

How are deterministic/logical nodes represented mathematically in directed graphical models?

Various software for performing inference on graphical models support logical(a.k.a deterministic) nodes. PyMc, Winbugs, Smile are the ones I'm aware of. Based on the different inference methods ...
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1answer
38 views

Is Slice Sampling a special case of Gibbs Sampling?

I read on this thread the following: If you can use both the gibbs sampler and slice sampling to sample from a posterior I would use the Gibbs sampler as the slice sampler seems unnecessary to ...
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1answer
17 views

choosing one pair randomly from repeated pairs

I have two vectors, in my case all states in the US, and another vector, which indicates the states that it borders. States in vector 1 repeat for each state it borders. For instance, there would be 3 ...
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1answer
42 views

Rejection-Sampling of Exponential Distribution

Consider the following question. Consider the generation of random numbers following an exponential distribution with some known mean. Give three reasons why the rejection-acceptance method would ...
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1answer
33 views

Does Normal distribution theory originate in the psychometric literature, especially reliability theory?

The basic statistical literature does not talk about the exact background of the normal distribution. Is the basis of this assumption in psychometry or it has an origin in pure statistics i.e. ...
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1answer
112 views

Gibbs Sampling Detecting Change point in time series

I was reading through this one page paper on using Gibbs sampling for detecting a change point in a time series like data. While I understand the part where the $\lambda$ and $\phi$ are chosen from a ...
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272 views

How exactly does null hypothesis testing work

I'm trying to gain a better understanding of how null hypothesis testing works. I have 3 questions related to the code below: Am I right in saying the probability of each t value in ...
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1answer
67 views

Sampling from a lognormal distribution

Suppose we are given $\mu$ and $\sigma$ for a lognormal distribution with random variable $X$. $\mu$ is the mean of the variable's logarithm and $\sigma$ is the standard deviation of the variable's ...
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19 views

Finding the fewest needed samples for a regression method

I have a regression method that I have applied with success to tens of thousands of well-observed objects. I'm looking to estimate how well it works on poorly observed objects. I selected 50 objects ...
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68 views

How to Improve the Design of a Survey of Multiple Rare Variables Using Rare Variable Location Information

I am attempting to update the design of an annual survey which measures the percent-deficient of 26 different asset inventories. Most of these assets don't occur on every sampling unit and some of ...
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20 views

Learning theory for search data?

Has learning theory ever been applied in practice for search log data? If so, what are some findings about generalization/learnability from this data? I'm interested in generalization about an ...
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1answer
29 views

How to sample from the distribution of a Gaussian scale parameter

I would like to be able to sample the standard deviation of a multidimensional Gaussian distribution of dimension $n$; that is, given some $\phi$, I would like to sample $P(\sigma | \phi) \propto ...
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35 views

Gibbs sample from AR(1) of exogenous input

I am trying to fit a model where there is a sequence of exogenous "shocks", $X_1, X_2, ..., X_T$, and a AR(1) of these shocks explain $Y_1, Y_2, ..., Y_T$. Specifically, Data (known): $X_1, X_2, ...
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1answer
57 views

Do you need to report the standard error of the mean when the sample is the population?

The other day, my tutor told me that whenever a mean value is reported, the standard error of the mean must be reported alongside. But surely this isn't always the case? For example, let's say we ...
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2answers
84 views

Why is it desirable to have low auto-correlation in MCMC?

I keep reading about the need to check for autocorrelation in MCMC. Why is it important that the autocorrelation is low? What does it measure in the context of MCMC?
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28 views

Using bootstrapping simulation to compare estimators in survey

I would like to estimate the mean of a population and select a best estimator with minimum variance of the estimated mean. Suppose that I have two estimators est1 and est2, and they could refer to any ...
3
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2answers
74 views

Brewer's method for sampling with unequal probabilities with n>2

I'm trying to use Brewer's method to sample 12 units out of a population of 73. I read on Brewer and Hanif's "Sampling with unequal probabilities" that the probability must be proportional to ...
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1answer
36 views

How a quota sample should be executed?

Let's say I have a population stratified by gender and age group. Having their proportions, how should I choose the sampling units for interview? How do I ensure the defined quotas are met? If the ...
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21 views

What is the best ensemble sampler for highly correlated parameter space?

I have a likelihood that I want to estimate the free parameters for it and I am using MCMC to estimate the parameters. Two of the free parameters are positions and I defined uniform priors and one has ...
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33 views

Simpson's Paradox with new sample

Suppose you constructing model whose training data is cumulative in nature; meaning each year you can add new observations with all prior observations being kept the same. (e.g. training set is ...
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32 views

How many samples do I need to prove that a classification algorithm is better than another?

I have two algorithms A and B, used to automatically classify each of N elements into K categories, N and K both being in the millions. Neither A or B is perfect, but it is relatively easy for a human ...
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1answer
40 views

Leave-one-subject-out cross validation in Caret

Hi Dear Colleagues, I wonder how to correctly setup a leave-one-subject-out cross validation (LOSO) for train() function in caret. Here is my example code: ...
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27 views

Estimating number of unique people

Assume from a prior experiment with have a known truth table of misclassification of logins on an individual basis. $$ \begin{array}{c|lcr} \text{Truth}/\text{Observed} & \text{Al (M)} & ...