Finite sample variance estimation for optimal dynamic treatment regimes of survival outcomes.
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DOI: 10.1002/sim.8735
Abstract: Deriving valid confidence intervals for complex estimators is a challenging task in practice. Estimators of dynamic weighted survival modeling (DWSurv), a method to estimate an optimal dynamic treatment regime of censored outcomes, are asymptotically normal… read more here.
Keywords: asymptotic variance; estimation; dynamic treatment; optimal dynamic ... See more keywords
Bootstrap vs asymptotic variance estimation when using propensity score weighting with continuous and binary outcomes
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DOI: 10.1002/sim.9519
Abstract: We used Monte Carlo simulations to compare the performance of asymptotic variance estimators to that of the bootstrap when estimating standard errors of differences in means, risk differences, and relative risks using propensity score weighting.… read more here.
Keywords: asymptotic variance; bootstrap; using propensity; sample sizes ... See more keywords
Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations
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DOI: 10.1016/j.crma.2019.04.008
Abstract: In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the invariant measure… read more here.
Keywords: langevin dynamics; reduced asymptotic; asymptotic variance; accelerated convergence ... See more keywords
Asymptotic variance of Newton–Cotes quadratures based on randomized sampling points
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DOI: 10.1017/apr.2020.41
Abstract: Abstract We consider the problem of numerical integration when the sampling nodes form a stationary point process on the real line. In previous papers it was argued that a naïve Riemann sum approach can cause… read more here.
Keywords: asymptotic variance; newton cotes; point; variance ... See more keywords