Targeted Learning Using Adaptive Survey Sampling - Archive ouverte HAL Accéder directement au contenu
Chapitre D'ouvrage Année : 2018

Targeted Learning Using Adaptive Survey Sampling

Résumé

Consider the following situation: we wish to build a confidence interval (CI) for a real-valued pathwise differentiable parameter Ψ evaluated at a law P, ψ = Ψ(P), from a data set O_1, …, O_N of independent random variables drawn from P but, as is often the case nowadays, N is so large that we will not be able to use all data. To overcome this computational hurdle, we decide (a) to select n among N observations randomly with unequal inclusion probabilities and (b) to adapt TMLE from the smaller data set that results from the selection.

Domaines

Autres [stat.ML]
Fichier non déposé

Dates et versions

hal-03936313 , version 1 (12-01-2023)

Identifiants

Citer

Antoine Chambaz, Emilien Joly, Xavier Mary. Targeted Learning Using Adaptive Survey Sampling. Targeted Learning in Data Science, Springer International Publishing, pp.541-559, 2018, Springer Series in Statistics, ⟨10.1007/978-3-319-65304-4_29⟩. ⟨hal-03936313⟩
6 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More