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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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How to subsample values in such a way to achieve given distribution? [on hold]

The problem I have is as follows. There is a stream of real valued numbers that belong to the [0, 1] segment. The distribution that these numbers follow in general is unknown (but I could estimate it ...
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Estimation of substitution effect

I have a market with three goods: PRODUCT_I,PRODUCT_II, PRODUCT_III. PRODUCT_I is banned by a policy, and its sales brought down to 0. I want to estimate to what extent PRODUCT_II and/or PRODUCT_III ...
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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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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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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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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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Almost Sure Convergence and Subsamples

My actual question is in the last paragraph, but I will start with a basic example. In the book "A Course in Large Sample Theory" (Ferguson), they present the Strong Law of Large Numbers as the ...
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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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How well does a subsample of a large dataset represents the full set in a statistical sense?

Suppose that a large sample $ \{X_k\}_{k=1}^{n} $ (from a multivariate distribution $ X $) is given. I would like find a subsample $ \{ Y_k \}_{k=1}^{m} \subset \{X_k\}_{k=1}^{n} $ of this dataset in ...
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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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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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1k 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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249 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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332 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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What is a good introductory text on resampling methods?

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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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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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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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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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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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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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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261 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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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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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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553 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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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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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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456 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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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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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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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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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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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 ...
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Specifying a model with nested subsamples within split-plot design

I am trying to specify a model for split plot design that acknowledges nested sub-sampling. Split plot designs are a little bit tricky to analyze, and I am new to R, so I provide my dataset along with ...
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Confidence/credible intervals for parameter estimates from structured support vector machine

I am estimating parameters for a conditional random field using a structured support vector machine. The data consists of a flat graph of $i%$ city blocks, where $y_i$ is the assignment of the the $...
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Subsampling with rare independent variables

Say I have the model, $Y_i = B_0 + B_1X + e_i$ and I have $N$ samples of size $k$. Let $X$ be a dummy variable. In some samples, I have variation on $X$, and in some I don't (all $0$ or all $1$). ...