Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination

2021 ◽  
Author(s):  
Zhongshun Shi ◽  
Yijie Peng ◽  
Leyuan Shi ◽  
Chun-Hung Chen ◽  
Michael C. Fu
Keyword(s):  
Stochastic Systems ◽  
Asymptotic Optimality ◽  
Asymptotic Properties ◽  
Sampling Procedure ◽  
Allocation Rule ◽  
Finite Sample ◽  
Significant Difference ◽  
Finite Set ◽  
Dynamic Sampling ◽  
Sampling Allocation

Monte Carlo simulation is a commonly used tool for evaluating the performance of complex stochastic systems. In practice, simulation can be expensive, especially when comparing a large number of alternatives, thus motivating the need to intelligently allocate simulation replications. Given a finite set of alternatives whose means are estimated via simulation, we consider the problem of determining the subset of alternatives that have means smaller than a fixed threshold. A dynamic sampling procedure that possesses not only asymptotic optimality, but also desirable finite-sample properties is proposed. Theoretical results show that there is a significant difference between finite-sample optimality and asymptotic optimality. Numerical experiments substantiate the effectiveness of the new method. Summary of Contribution: Simulation is an important tool to estimate the performance of complex stochastic systems. We consider a feasibility determination problem of identifying all those among a finite set of alternatives with mean smaller than a given threshold, in which the means are unknown but can be estimated by sampling replications via stochastic simulation. This problem appears widely in many applications, including call center design and hospital resource allocation. Our work considers how to intelligently allocate simulation replications to different alternatives for efficiently finding the feasible alternatives. Previous work focuses on the asymptotic properties of the sampling allocation procedures, whereas our contribution lies in developing a finite-budget allocation rule that possesses both asymptotic optimality and desirable finite-budget properties.

Self perceived oro-facial behaviour and malocclusion among young adults in Hyderabad city

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Dasari Tejaswini ◽  
Suhas Kulkarni ◽  
Dolar Doshi ◽  
Adepu Srilatha
Keyword(s):  
Gender Differences ◽  
Young Adults ◽  
Health Knowledge ◽  
Simple Random Sampling ◽  
Cross Sectional Study ◽  
Sampling Procedure ◽  
Cross Sectional ◽  
Significant Difference ◽  
The Face ◽  
The Impact

AbstractBackgroundAesthetic alterations in the face can be self-perceived and can affect quality of life in young adults.ObjectiveTo assess the impact of malocclusion on self- perceived oro-facial behaviour among young adults.MethodsA Cross sectional study was conducted among 638 young adults (aged 18–21 years) of Hyderabad city. One college from each of the five zones of the Hyderabad city (five colleges) were selected by simple random sampling procedure. A 21-item Oro-facial investment scale (OFIS) questionnaire assessing self-perceived oral health knowledge, attitude, practice and Dental Aesthetic Index (DAI) assessing the severity of malocclusion was used. Data were analysed with standard statistical software (SPSS, Statistical package for the social sciences, version 20.0). p < 0.05 was considered statistically significant.ResultsMales had higher mean scores for knowledge (2.90 ± 0.49) than females (2.73 ± 0.82) and was statistically significant (p = 0.002*). No statistically significant gender differences were found in relation to attitude and practice. Analysis of variance (ANOVA) showed that there was a significant difference in all the three scores (knowledge, attitude, practice) with respect to age, with significantly high score for knowledge and practice among 18 year old subjects (p = 0.0001*; p = 0.0003* respectively) and attitude among 21 year old subjects (p = 0.0049*). No statistically significant age, gender differences were found in relation to DAI scores. Upon correlation, DAI significantly and positively correlated with knowledge (p = 0.03*) and attitude (p = 0.0001*).ConclusionThis study has shown significant impact of malocclusion on the self-perceived oro-facial behaviour.

of storage as short as possible, only; 24 h should not be ex­ ceeded. Table III comprises the most important criteria for valid static and dynamic sampling. It seems that both the guide of Warren Springs, U.K. and the VDI-Guideline might be a useful base to describe commonly accepted sampling procedures aiming at a standardization of sampling which might be a first step for a harmonization of olfactometric measurements in the different laboratories and countri es. REFERENCES (1) BULLEY, N.R. and D. PHILLIPS (1980). Sensory evaluation of agricul­ tural odours: A critical review. Can. Agric. Eng. 22, 107 - 112. (2) HENRY, J.G. and R. GEHR (1980). Odour control: An operator's guide. Journal WPCF 52, 2523 - 2537. (3) ROOS, C., J.A. DON and J. SCHAEFER (1984). Characterization of odour-polluted air. In: Proc.Int.Symp., Soc. Beige de Filtr. (eds.), 25-27 April 1984, Louvain-La-Neuve, Belgium, pp. 3 - 22. (4) BAKER, A.R. and R.C. DOERR (1959). Methods of sampling and storage of air containing vapors and gases. Int.J.Air Poll. 2, 142 - 158. (5) SCHUETTE, F.J. (1967). Plastic bags for collection of gas samples. Atmosph.Environm. 1, 515 - 519. (6) SCHODDER, F. (1977T. Messen von Geruchsstoffkonzentrationen, Erfassen von Geruch. Grundl. Landtechnik 27, 73 - 82. (7) CORMACK, D., T.A. DORLING and B.W7J. LYNCH (1974). Comparison of tech­ niques for organoleptic odour-intensity assessment. Chem.Ind. (Lon­ don) no. 2, 857 - 861. (8) SCHUETZLE, D., T.J. PRATER and S. RUDDELL (1975). Sampling and anal­ ysis of emissions from stationary sources. I. Odour and total hydro­ carbons. APCA Journal 25, 925 - 932. (9) WAUTERS, E., E. WALRAVENS, E. MUYLLE and G. VERDUYN (1983). An evalu­ ation of a fast sampling procedure for the trace analysis of volatile organic compounds in ambient air. Environm.Monitor.Assessm. 3, 151-160. (10) LACHENMAYER, U. and H. KOHLER (1984). Untersuchungen zur Neuentwick-lung eines Olfaktometers. Staub - Reinhalt. Luft 44, 359 - 362. (11) BERNARD, F. (1984). Simplified methods of odour measurement: Indus­ trial application and interest for administrative control. Proc. Int. Symp., Soc. Beige de Filtr. (eds.), 25 - 27 April 1984, Louvain-La-Neuve, Belgium, pp. 139 - 150. (12) GILLARD, F. (1984). Measurement of odours by dynamic olfactometry. Application to the steel and carbonization industries. Proc.Int.Symp., Soc. Beige de Filtr. (eds.), 25 - 27 April 1984, Louvain-La-Neuve, Belgium, pp. 53 - 86. (13) MANNEBECK, H. (1975). Tragbare Olfaktometer. VDI-Bericht 226, 103-105. (14) BEDBOROUGH, D.R. (1980). Sensory measurement of odours. In: Odour Control - a concise guide, F.H.H. Valentin and A.A. North (eds.), Warren Springs Laboratories, Stevenage, Hertfordshire, U.K., pp. 17-30. (15) THIELE, V. (1984). Olfaktometrie an einer Emissionsquelle - Ergebnis-se des VDI-Ringvergleichs. Staub - Reinhalt. Luft 44, 342 - 351. (16) DUFFEE, R.A., J.P. WAHL, W. MARRONE and J.S. NADERT1973). Defining and measuring objectionable odors. Internat. Pollution Eng. Congress, Philadelphia, paper no 25a, pp. 192 - 201.

1986 ◽  
pp. 62-62
Keyword(s):  
Ambient Air ◽  
Sampling Procedure ◽  
Plastic Bags ◽  
Volatile Organic ◽  
Odour Control ◽  
Sampling Procedures ◽  
Dynamic Sampling ◽  
Concise Guide ◽  
And Storage

scholarly journals Posterior Probability on Finite Set

2012 ◽  
Vol 20 (4) ◽  
pp. 257-263
Author(s):  
Hiroyuki Okazaki
Keyword(s):  
Probability Distribution ◽  
Probability Measure ◽  
Posterior Probability ◽  
Probability Distributions ◽  
Sample Space ◽  
Finite Sample ◽  
Finite Set

Summary In [14] we formalized probability and probability distribution on a finite sample space. In this article first we propose a formalization of the class of finite sample spaces whose element’s probability distributions are equivalent with each other. Next, we formalize the probability measure of the class of sample spaces we have formalized above. Finally, we formalize the sampling and posterior probability.

scholarly journals ANALYSIS OF COST AND RETURNS IN RICE PRODUCTION BY USAID-MARKETS II PROJECT PARTICIPANTS AND NON-PARTICIPANTS IN EBONYI STATE, NIGERIA

2021 ◽  
Vol 21 (1) ◽  
pp. 1-7
Author(s):  
Ogechi Cordelia Nwahia
Keyword(s):  
Research Work ◽  
Primary Source ◽  
Sampling Procedure ◽  
Study Data ◽  
Rice Production ◽  
Farm Income ◽  
International Agencies ◽  
Significant Difference ◽  
Project Participants ◽  
The Government

This research work focused on analysis of cost and returns in rice production by USAID-MARKETS II project participants and non-participants in Ebonyi state, Nigeria. Multi-stage sampling procedure was employed to select 239 participants, and 252 non- participants for the study. Data were collected from primary source, and analyzed using Z statistic, Net Farm Income (NFI) and Returns Per Naira Invested (RNI). The result reveals that the Net Farm Income (NFI) obtained by USAID-MARKETS II project participants, and non-participants were N493, 067.55/ha, and N353, 408. 12/ha respectively while the return on investment obtained by them were N3.28k, and N3.05k respectively. There was a significant difference between the profits obtained by them. Therefore, this study recommended that the teaming unemployed Nigerian youth should be encourage by the government, and international agencies through provision of grant/loan to take up rice farming as a business.

scholarly journals Gradient and Likelihood Ratio Tests in Cure Rate Models

2016 ◽  
Vol 5 (4) ◽  
pp. 9 ◽  
Author(s):  
Hérica P. A. Carneiro ◽  
Dione M. Valença
Keyword(s):  
Likelihood Ratio ◽  
Asymptotic Properties ◽  
Information Matrix ◽  
Survival Models ◽  
Finite Sample ◽  
Cure Rate ◽  
Time Model ◽  
Cure Rate Models ◽  
Large Sample ◽  
Finite Samples

In some survival studies part of the population may be no longer subject to the event of interest. The called cure rate models take this fact into account. They have been extensively studied for several authors who have proposed extensions and applications in real lifetime data. Classic large sample tests are usually considered in these applications, especially the likelihood ratio. Recently  a new test called \textit{gradient test} has been proposed. The gradient statistic shares the same asymptotic properties with the classic likelihood ratio and does not involve knowledge of the information matrix, which can be an advantage in survival models. Some simulation studies have been carried out to explore the behavior of the gradient test in finite samples and compare it with the classic tests in different models. However little is known about the properties of these large sample tests in finite sample for cure rate models. In this work we  performed a simulation study based on the promotion time model with Weibull distribution, to assess the performance of likelihood ratio and gradient tests in finite samples. An application is presented to illustrate the results.

scholarly journals Heterogeneous individual risk modelling of recurrent events

Biometrika ◽  
2020 ◽  
Author(s):  
Huijuan Ma ◽  
Limin Peng ◽  
Chiung-Yu Huang ◽  
Haoda Fu
Keyword(s):  
Recurrent Events ◽  
Asymptotic Properties ◽  
Dynamic Modelling ◽  
Individual Risk ◽  
Simulation Studies ◽  
Finite Sample ◽  
Risk Modelling ◽  
Modelling Framework ◽  
Proposed Model

Summary Progression of chronic disease is often manifested by repeated occurrences of disease-related events over time. Delineating the heterogeneity in the risk of such recurrent events can provide valuable scientific insight for guiding customized disease management. We propose a new sensible measure of individual risk of recurrent events and present a dynamic modelling framework thereof, which accounts for both observed covariates and unobservable frailty. The proposed modelling requires no distributional specification of the unobservable frailty, while permitting exploration of the dynamic effects of the observed covariates. We develop estimation and inference procedures for the proposed model through a novel adaptation of the principle of conditional score. The asymptotic properties of the proposed estimator, including the uniform consistency and weak convergence, are established. Extensive simulation studies demonstrate satisfactory finite-sample performance of the proposed method. We illustrate the practical utility of the new method via an application to a diabetes clinical trial that explores the risk patterns of hypoglycemia in type 2 diabetes patients.

OPTIMAL MULTISTEP VAR FORECAST AVERAGING

2020 ◽  
Vol 36 (6) ◽  
pp. 1099-1126
Author(s):  
Jen-Che Liao ◽  
Wen-Jen Tsay
Keyword(s):  
Infinite Order ◽  
Asymptotic Optimality ◽  
Model Misspecification ◽  
Model Averaging ◽  
Finite Sample ◽  
Forecast Horizon ◽  
Simulation Experiments ◽  
Vector Autoregressive ◽  
One Step ◽  
Mallows Model

This article proposes frequentist multiple-equation least-squares averaging approaches for multistep forecasting with vector autoregressive (VAR) models. The proposed VAR forecast averaging methods are based on the multivariate Mallows model averaging (MMMA) and multivariate leave-h-out cross-validation averaging (MCVAh) criteria (with h denoting the forecast horizon), which are valid for iterative and direct multistep forecast averaging, respectively. Under the framework of stationary VAR processes of infinite order, we provide theoretical justifications by establishing asymptotic unbiasedness and asymptotic optimality of the proposed forecast averaging approaches. Specifically, MMMA exhibits asymptotic optimality for one-step-ahead forecast averaging, whereas for direct multistep forecast averaging, the asymptotically optimal combination weights are determined separately for each forecast horizon based on the MCVAh procedure. To present our methodology, we investigate the finite-sample behavior of the proposed averaging procedures under model misspecification via simulation experiments.

Learning Block Structures in U-statistic Based Matrices

Biometrika ◽  
2020 ◽  
Author(s):  
Weiping Zhang ◽  
Baisuo Jin ◽  
Zhidong Bai
Keyword(s):  
Matrix Theory ◽  
Block Structure ◽  
Group Structure ◽  
Asymptotic Properties ◽  
Finite Sample ◽  
Eigenvalues And Eigenvectors ◽  
Sample Matrix ◽  
U Statistics ◽  
Large Matrix ◽  
Block Structures

Abstract We introduce a conceptually simple, efficient and easily implemented approach for learning the block structure in a large matrix. Using the properties of U-statistics and large dimensional random matrix theory, the group structure of many variables can be directly identified based on the eigenvalues and eigenvectors of the scaled sample matrix. We also established the asymptotic properties of the proposed approach under mild conditions. The finite-sample performance of the approach is examined by extensive simulations and data examples.

scholarly journals Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions

2019 ◽  
Vol 7 (1) ◽  
pp. 394-417
Author(s):  
Aboubacrène Ag Ahmad ◽  
El Hadji Deme ◽  
Aliou Diop ◽  
Stéphane Girard
Keyword(s):  
Asymptotic Properties ◽  
Real Data ◽  
Scale Model ◽  
Extreme Value Index ◽  
Finite Sample ◽  
Scale Functions ◽  
Nonparametric Estimators ◽  
Heavy Tailed Distributions ◽  
Finite Sample Properties ◽  
Heavy Tailed

AbstractWe introduce a location-scale model for conditional heavy-tailed distributions when the covariate is deterministic. First, nonparametric estimators of the location and scale functions are introduced. Second, an estimator of the conditional extreme-value index is derived. The asymptotic properties of the estimators are established under mild assumptions and their finite sample properties are illustrated both on simulated and real data.

QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES

1998 ◽  
Vol 14 (2) ◽  
pp. 161-186 ◽  
Author(s):  
Laurence Broze ◽  
Olivier Scaillet ◽  
Jean-Michel Zakoïan
Keyword(s):  
Diffusion Processes ◽  
Asymptotic Properties ◽  
Estimation Procedure ◽  
Indirect Inference ◽  
Sampled Data ◽  
Finite Sample ◽  
Inference Procedure ◽  
Monte Carlo Experiments ◽  
Simulation Step ◽  
Finite Sample Properties

We discuss an estimation procedure for continuous-time models based on discrete sampled data with a fixed unit of time between two consecutive observations. Because in general the conditional likelihood of the model cannot be derived, an indirect inference procedure following Gouriéroux, Monfort, and Renault (1993, Journal of Applied Econometrics 8, 85–118) is developed. It is based on simulations of a discretized model. We study the asymptotic properties of this “quasi”-indirect estimator and examine some particular cases. Because this method critically depends on simulations, we pay particular attention to the appropriate choice of the simulation step. Finally, finite-sample properties are studied through Monte Carlo experiments.

Sign in / Sign up

Export Citation Format

Share Document