Questions tagged [subsampling]

Subsampling is a resampling procedure akin to the bootstrap in which fewer than all observations are being drawn with replacement (vs. the original sample size used in the textbook bootstrap method). For creating samples out of your existing data, please consider "sampling" tag instead.

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13 views

Subsampling for odds ratio estimation?

I want to know how valid is to use a subsampling bootstrap for estimating the odds ratio. Here are the details: I have a large sample ($N \approx 7\times10^6$ ) with cases and controls ($cases/...
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45 views

Intuition behind m-out-of-n bootstrap

I am trying to get some intuition on why m-out-of-n bootstrap works but haven't been able to find good explanation. I would really appreciate any input on this. I think I do understand what bootstrap ...
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29 views

Can you use the isolation forest algorithm on large sample sizes?

The original isolation forest paper states that the algorithm works best on small subsamples, but is it okay to use it on large sample sizes or are other anomaly detection algorithms better?
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How to partition a sample into representative subsamples?

The problem is the following: take a sample $X$ of the general population $\Omega$, whose distribution is known. Each element of $X$ is described by a vector of characteristics, each characteristics ...
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10 views

Determining how many raw data items to use in machine learning training

Firstly, I'd like to mention that I'm not a statistician or a machine learning expert. I am hoping to find a starter place or advice from ML experts/statisticians here to solve a problem related to ...
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25 views

Fitting glmms to data with very unbalanced sampling effort - could subsampling help?

I have a data set comprising measurements of invertebrate species richness from grab samples of seabed sediment collected from a shallow coastal area over a period of 20 years. The sampling effort is ...
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30 views

Subsampling large dataset before testing?

I'm running a Kruskal test with Conover post-hoc test to assess if there is a statistically significant difference between a numerical and a categorical variable with R. I previously created boxplots ...
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46 views

Regression - Interpretation of coefficients and probability

I am very confused about the output of my regressions. First of all, I am not even sure if I could divide my sample as I did, meaning that by subsampling as I did the variable ESG score is both ...
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18 views

Techniques to account for differences in misclassification “cost” on variables other than the outcome

Suppose you're in a classic classification context: you want to predict whether a patient has a certain virus. You are working in multiple regions (let's say 2 for simplicity: Region A and Region B) ...
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28 views

Covariance between sample mean and subsample mean

To estimate $\overline{Y}$(population mean), suppose an SRSWOR of size $n$ is taken from a population of size $N$, and the sample mean $\overline{y}$ is calculated. Then an SRSWOR subsample of size $...
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Moments accountant beyond subsampled Gaussian mechanism

Moments accountant has been in the first place applied on the subsampled Gaussian mechanism, leading to tight privacy cost estimation and efficient differentially private SGD-based learning in neural ...
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25 views

How to compute ESS (Effective Sample Size)?

I implemented the ESS calculation according to this manual like this: ...
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12 views

Calculating Mean Min Error and Mean Mean Error (with Confidence) in a Set of Samples using Bootstrap/Jackknife

The question I am trying to solve is this: If I take $n$ random samples from a parameter space, what are the means and confidence intervals of the mean and min error? I want to calculate this for ...
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appropriate error term for a randomized complete block design, possible split plot in time, with subsamples (in SAS PROC MIXED))

I am analyzing the results of an agricultural experiment, as follows: Plots are laid out in a randomized complete block design with 3 replications. They have been either conventionally or organically ...
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35 views

How to perform inference on stratified sampling data

Let's say I'm studying a population of generic emergency calls to over the course of several months, and keeping track of the following independent variables: month (when the call happened) country (...
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80 views

Finding the variance of subsample-based estimation

Say, we know that the probability of an object having some property equals exactly $P$. We are given a sample (of size $N$) of these objects - in fact, that is a Binomial distribution with probability ...
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Presenting results of estimation with sub-sampling

I have a dataset that we can partition between three groups: Controls, Treated 1 and Treated 2. I want to run regressions that include the whole Control and Treated 1 groups, but I draw a random ...
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143 views

Do both Bootstrap with and without replacement create a distribution?

I'm having a "noisy debate" with colleagues about whether sampling without replacement can still create a distribution. Methodology: A bootstrap (iterative process where I calculate Somers' D for new ...
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Can I take a random sample of my very large data set to overcome non-independence?

I am trying to run a regression model on a very large time series data set (comparing flow noise to vehicle speed, pitch and dive state). Because my samples are taken about every minute (with some ...
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127 views

Subsampling as a method for time series train/validation splits

I have a question concerning train-test splits for time series data: Background I have a dataset of sensor data points for 13 month with datapoints measured every 5 minutes which I downsample to ...
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45 views

General way to construct a confidence interval for a unknown constant to which a sample estimator converges

Assuming that a sample estimator converges to some unknown constant (a wild assumption to be sure) and without assuming the distribution of either the sample estimator or the variables from which it ...
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804 views

Does sampling from a large dataset lead to correct inferences?

Say we have some population, and we obtain a "representative" random sample of that population, $(y_i, x_i)_{i = 1}^n$, where $n$ is very large (millions) and $x_i = (x_{i1}, x_{i2}, ... x_{ip})'$ is ...
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60 views

Statistic to Verify Subsample is Similar to Original Sample?

I have a subsample of data (120 students) that was taken from an original sample of 1,216 students' data. I need to report in my manuscript whether my subsample's key demographics (age, gender ...
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98 views

Subsampling to account for spatial autocorrelation of observations

I'm wondering to what extent (if any) subsampling of observations can be used to account for spatial autocorrelation within data. Is taking a smaller sample (subsample) of observations (without ...
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44 views

Run a regression with data from different measurements

I have a population $N$, that can be divided into several samples. 1 sample, $S$, was taken out from $N$, let's say a piece of paper from a page of a manuscript; this piece of paper is divided into ...
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901 views

What is the typical size of feature matrix for xgboost

In other words, I have a binary classification problem with million samples and around 1000 features. I am trying to understand wheather I should subsample the dataset and add a feature selection step ...
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2k views

How often to subsample for classification?

It is often recommended to subsample randomly if class sizes are unbalanced in classification - especially when classification accuracy is used. My question however: How often should the subsampling ...
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439 views

How to: Normal sub-sampling out of a uniformly distributed data samples

Given a uniformly distributed sample of data, It's needed to sub-sample out the points in a Normal distribution fashion, i.e. more around mean and sparser as we move out. What could be the steps?
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587 views

testing for differences using jackknife distributions

I have two distributions relative to two experimental conditions. I compute a certain index (i.e. coherence) describing each distribution. I want to see if there is a significant difference ...
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136 views

What is a good introductory text on resampling methods? [duplicate]

I have found a few decent ones about specific resampling applications such as bootstrapped confidence intervals, but nothing broader. A journal article or book chapter would be preferable to an entire ...
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45 views

Choosing subsample size (helping a friend analysing a smaller data set) [duplicate]

A friend of mine is working analysing 2000 twits per day and categorize them as postive, negative or neutral. This is a really boring task but the algorithms that do this classification are not very ...
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1k views

Chance that bootstrap sample is exactly the same as the original sample

Just want to check some reasoning. If my original sample is of size $n$ and I bootstrap it, then my thought process is as follows: $\frac{1}{n}$ is the chance of any observation drawn from the ...
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16 views

Sub-sampling to quantify mean and errors

I have a model in matlab that, ultimately, outputs a yes or a no depending on certain input parameters. There's a degree of randomness in the model, so by runnning it 1000 times, I may end up with 200 ...
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755 views

Subsampling - Choice of Subsample Size?

I have a question with regard to Subsampling. Subsampling: take samples without replacement of size b from the original sample of size n with b < n Bootstrapping: take samples with replacement of ...
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443 views

Is it good practice to perform model parameter tuning on a random subsampling of a large dataset?

A lot of the datasets presented to us in the company at which I'm currently an intern are very large (many millions of rows / Gigabytes, or even Terabytes of data). While running machine learning ...
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41 views

Significance for the whole dataset of detections in a subsample

I have a fairly simple question, but I am not so familiar with these problems so I would like to ask. If I have, let's say, 4 data samples belonging to the same overall population. If in a test a ...
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378 views

Repeated k-fold CV of sub sample - repeat the k-fold CV or repeat the sub sampling?

I want to do support vector regression using repeated k-fold cross-validation on a large dataset of 30k points. Because I do need to do a lot of those regressions I want to downsample the data first ...
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2k views

What is the effect of using survey sample weights for a sub-sample?

If a sub-sample of the survey sample, selected based on certain demographic characteristics of the data (e.g. age, race etc.), is used, which means the sub-sample might not be representative of the ...
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99 views

Stationarity of subsample

Consider that I have a weakly stationary series for the period 2003M1-2014M12. I want to make a VAR model for the subsample 2007M1-2014M12. Should I reconsider the weak stationarity of my series, so ...
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856 views

Subsampling to determine a standard error, how does it work?

I need to calculate the standard error on a complicated dataset (> 1700 records) which uses genetic matching. Using bootstrap results in very high computation time (because of the genetic matching)....
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2k views

What does it mean that coefficient is significant for full sample but not significant when split into two subsamples?

I have a sample of acquisitions 1994 to 2015. When I run an linear multiple regression with the cumulative abnormal return after the announcement my coefficient of interest (HFA_dummy) is statistical ...
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Generalized method of moments (GMM): testing equality of parameters across subsamples

I estimate parameters of a panel data model with GMM using Stata. I specify the variance-covariance matrix assuming that the observations are correlated in the same period of time (...
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8k views

How to undersample with algorithms in R to solve class imbalance? [duplicate]

My data set is imbalanced - 5% of the target class represents fraudulent transactions, 95% of the target class represents legitimate transactions. I must use the whole data set, as the 95% of ...
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1answer
573 views

Variance of subsample from a distribution

I've simulated $N$ variables from a distribution $X_i \sim N(0,\sigma^2)$. I now take a subsample of size $n$ from this sample. Let the indices of this subsample be denoted $S_n$. I was wondering ...
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1k views

What is subsampling?

The sample I have is constituted of 100 subsamples. In addition, each subsample is nationally representative and preserves any stratification of the sample from which it is drawn. What does this mean?...
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617 views

Formal method to find optimal sub-sample size from large sample for multiple regression

I have labour market data for 9 million observations, for a single time period (i.e cross-section data). I am studying the determinant of wages in a single equation multiple regression with around 300 ...
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92 views

Help in getting the correct values in the sequential tests of hypothesis in ANOVA in R

Say, I wanted to compare the effect of $t=3$ (8 hours, 12 hours, 16 hours) lengths of exposures to sun on plant growth. I randomly applied these 3 lengths of exposures to $r=3$ pots but let us say ...
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8k views

Bootstrap methodology. Why resample “with replacement” instead of random subsampling?

The bootstrap method has seen a great diffusion in the last years, I also use it a lot, especially because the reasoning behind is quite intuitive. But that's one thing I don't understand. Why Efron ...
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Is there a resampling method that blends subsampling with the bootstrap?

I apologize if this is an inappropriate question. I thought of it in class the other day, and I couldn't find a specific answer in my textbooks. I am familiar with the two basic techniques for ...
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114 views

Subsampling to bootstrap multiple pseudo panels [closed]

I want to create a single observation pseudo panel for a grid-based data set that contains multiple (but unequal) numbers of observations for each grid cell for each year (see below). I need to create ...