Optimal representative sample weighting

نویسندگان

چکیده

We consider the problem of assigning weights to a set samples or data records, with goal achieving representative weighting, which happens when certain sample averages are close prescribed values. frame finding as an optimization problem, in many cases is convex and can be efficiently solved. Our formulation includes special case selection fixed number samples, equal weights, i.e., selecting smaller subset samples. While this combinatorial not convex, heuristic methods based on seem perform very well. describe our open-source implementation rsw apply it skewed CDC BRFSS dataset.

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ژورنال

عنوان ژورنال: Statistics and Computing

سال: 2021

ISSN: ['0960-3174', '1573-1375']

DOI: https://doi.org/10.1007/s11222-021-10001-1