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Thompson sampling, [1] [2] [3] named after William R. Thompson, is a heuristic for choosing actions that address the exploration–exploitation dilemma in the multi-armed bandit problem. It consists of choosing the action that maximizes the expected reward with respect to a randomly drawn belief.
One very early weighted estimator is the Horvitz–Thompson estimator of the mean. [3] When the sampling probability is known, from which the sampling population is drawn from the target population, then the inverse of this probability is used to weight the observations. This approach has been generalized to many aspects of statistics under ...
Importance sampling is a variance reduction technique that can be used in the Monte Carlo method. The idea behind importance sampling is that certain values of the input random variables in a simulation have more impact on the parameter being estimated than others.
In statistics, the Horvitz–Thompson estimator, named after Daniel G. Horvitz and Donovan J. Thompson, [1] is a method for estimating the total [2] and mean of a pseudo-population in a stratified sample by applying inverse probability weighting to account for the difference in the sampling distribution between the collected data and the target population.
Sample size determination or estimation is the act of choosing the number of observations or replicates to include in a statistical sample. The sample size is an important feature of any empirical study in which the goal is to make inferences about a population from a sample. In practice, the sample size used in a study is usually determined ...
Sample size determination; Sampling design; Sampling distribution; Sampling error; Sampling fraction; Sampling frame; Sampling probability; Sampling risk; Scale analysis (statistics) Selection bias; Selective recruitment; Self-selection bias; Sortition; Statistical benchmarking; Statistical unit; Stock sampling; Stratified randomization ...
The cross-entropy (CE) method is a Monte Carlo method for importance sampling and optimization. It is applicable to both combinatorial and continuous problems, with either a static or noisy objective. The method approximates the optimal importance sampling estimator by repeating two phases: [1] Draw a sample from a probability distribution.
In statistics, in the theory relating to sampling from finite populations, the sampling probability (also known as inclusion probability) of an element or member of the population, is its probability of becoming part of the sample during the drawing of a single sample. [1]