# Questions tagged [weighted-sampling]

If you have survey data with weights, please use "survey-sampling" instead. If you need to draw Monte Carlo samples from a distribution that is intractable/inconvenient, and have to use a sampler from a simpler distribution that you would then correct with weights, please use "importance-sampling", "monte-carlo" and/or "simulation" instead.

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### Comparing Sample to Weighted Population Estimate

I'd like to compare an outcome (% of people who experience some event) in a sample we collected locally (N is about 1,000) to national (US) estimates. I have estimated frequencies/percentages, ...
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### Which is the right way to handle imbalanced data in a regression problem?

I'm working on a regression problem with imbalanced data, and I would like to know if I'm weighting the errors correctly. I'll try to illustrate the concept with a simple example. Imagine I'm ...
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### Uncertainty-minimizing stratified sampling strategy

Suppose there is a school, and I want to know what proportion of students like the color red better than green, or vice versa (suppose there is no "other" option, just a binary variable). The school ...
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### Resampling to get equal predictive power per observation

Cross posted from data science due to lack of response This is probably a thing I am just not searching for correctly, but essentially my idea is this: given some machine learning classification $C$ ...
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### Sampling - optimal allocation for quantiles?

Say we have variable with a typical heavy tailed distribution following the Pareto principle. We divide the population into two strata (following the 80 / 20 rule) and use a stratified sampling design ...
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### How to calculate importance weights for update step of an SIR (Sequential Importance Resampling) Particle filter?

I understand that one may use a particle filter to solve the filtering problem (estimating the hidden state of a system which can be described as a Hidden Markov Model). If I have a system where I ...
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### Equivalence of svyglm and glm for simple random surveys

I have been exploring the use of the svyglm function in R's survey package to analyse surveys with both equal and unequal sampling probabilites. For an unequal ...
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### Finding median without raw data?

I have only summary statistics for each state in the United States. I have the mean and median prices for each state and that’s it. How can I estimate an “overall” median price for the nation? I ...
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### Application of Bayesian Averaging for Ranking

I have a sample with two metrics and one ratio per attribute. I am trying to rank the attributes based on the ratio and variable amounts and from my research I have found that most people find ...
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### What is the Effect of Weighting observations when training a Classifier and how it can be combined with Subsampling?

My question is what is the effect of assigning weights to observations when training a Classifier such as a Logistic Regression model. The glm function documentation in R for example states: Non-...
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### Equivalent to weighted random sample? [closed]

Let's say that you have a list of numbers and a weight for each number e.g. X = [(1, 2342), (2, 55), (3...] In the above example, 2342 and 55 are weights. Is weighted random sampling N items from ...
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### Hypothesis testing on Weighted Poisson Binomial Distribution

Suppose I have $i$ coins, all of which are weighted to have a different probability $p$ of flipping heads. This results in $i$ Bernoulli distributions with different $p_i$. Cumulatively, this results ...
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### Can someone point me towards research works relevant to Importance or Weighting Datapoints like SAW(Stepwise adaptation of weights) technique?

I am working on Fitness case importance for Symbolic Regression and found a Paper "Step-wise Adaptation of Weights for Symbolic Regression with Genetic Programming" which talks about weights of ...
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### what is weight vector and bias in svm [duplicate]

I'm trying to understand the SVM algorithm but not able to understand what weight vector and bias is ? Could anyone explain it in laymen terms.
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### SE of weighted mean

$X$ is a random variable with unknown distribution. A number of experiments are conducted to estimate $X$. Each experiment has a different reliability measure in estimating $X$. These $n$ experiments ...
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### Survey sampling : normalised weights or not?

I work in epidemiology on a sample which is stratified, and 2 – level cluster (801 individuals). I use the "survey" package on R for data analysis. In the sample, the sum of weights is the size of ...
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### How Do I Weight a Dataset to Match Needed Demographics in R?

If I have the attached file of 100 people with this dataset with the following demographics/regions: Region: Center: 12%, East: 62%, West: 26% Sex: Female: 82%, Male: 18% Party: D: 89%, R: 4%, O: 7% ...
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### Ranking with weighting amount of data

I'll try to ask this question in a form of a hypothetical: I have 10 different advertising spaces and I want to rank them according to their conversion rate (conversions/views). BUT, I have an uneven ...
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### Appropriate sample size for weighted sample

I have a population that is sampled such that each item has a different probability of being selected. That probability is separate and independent of the value of any given item. How do I determine ...
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### Test fitness proportionate selection algorithm implementation

I implemented a couple of algorithms for fitness proportionate selection (roulette-wheel, alias method and roulette-wheel via stochastic acceptance) and now I want to write a test to ensure that ...
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### “representative sampling” from a distribution [closed]

I'm drawing samples from a distribution to train a machine learning classifier (training it via mini-batches of 32 samples at a time). It's just a toy dataset, so I know that the samples are coming ...
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### Evaluating quality of a sampler on a small subset of the entire sample space

Assume a multi-dimensional discrete sample space $X$, which is "large", e.g. millions of possible objects. Function $f: X \rightarrow (0;1]$ that assigns a "reward" to each object $x \in X$ (the ...
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### Biased coin randomization with adjustments over time

Assume an experiment that was going to consider different randomization strategies to address different challenges. The experiment involves an experimental (active treatment) and control group (usual ...
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### Power Analysis Weighted Data

Suppose an outcome depends on the intensity of a treatment intervention $\pi$, where $\pi \in [0,1]$. Given intensity of treatment $\pi$, the data generating process is Y_i = \beta_0 + \beta_1 \pi +...
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### For classification w unbalanced datasets, is class-weighing the same as oversampling?

in unbalanced classification problems, I find myself using class_weigh = "auto" or similar parameters often, but I don't think I'm fully understanding what it's doing. I know that it's the industry ...
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### Ranking based on weight for multiple variables and objectives

First of all, I know very little about statistics. I need help ranking a set of multiple solutions (about 138 solutions) based on three objectives. I work on the architectural design field, I analyzed ...
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### What is the Big O of rejection sampling from large sets of weighted items (like billions of records)?

On average, how many "rejections" will I get before I get an acceptance (for large sets using weights)? This answer suggested O(log n)?
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### How to generate a specific number of random binaries with probablities proportional to given values?

I have such a matrix in an excel sheet. It has 140 cells. I want to generate 20 binaries randomly. However, the probability of generating "1" in each cell is proportional to cell's value. Namely, ...
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### Probability for selecting centroids - K-means++

K-means++ selects centroids one by one, where each point has the chance to become next centroid with probability proportional to distance to closest centroid already selected. I implemented it like ...
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### Sampling Methods for Review of Many Hours of Surveillance Video Footage?

I'm curious is anyone has experience with or can point me to some resources for sampling methodology for reviewing surveillance video footage. For example, say we have 6480 hours of video footage (3 ...
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### Learning user behavior that changes over time

I am learning a model using SVM that will predict user behavior of some kind. Simplifying this model, each example in the feature space contains some features: $f_1,f_2,..,f_n$ and a class $a$ that ...
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### Weighting particular cases in logistic regression

I am new to logistic regression and I am trying to determine whether it makes sense to weight a particular case in my data which is oversampled in order to model my data better. I'm not even sure if ...
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### Expected number of replacements during weighted reservoir sampling?

Consider the problem of taking a weighted sample of size $K$ from a stream of unknown but finite size $N$ in a single pass. Reservoir sampling solves this by assigning each item from the stream with ...
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### Distribution of weighted data

I want to fit a distribution to weighted data, and I have some issues, starting with the parameter estimation. How can I perform the MLE with the WEIGHTED data? The histogram of the weighted data fits ...
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### Observation/case weighting in cluster analysis

Sampling weights, the inverse probability of a unit's selection into the sample, and other more complex and adjusted weights are very often used in the social sciences. There is statistical software ...