Optimal allocation in balanced sampling

Adaptive optimal allocation in stratified sampling methods

In this paper, we propose a stratified sampling algorithm in which the random drawings made in the strata to compute the expectation of interest are also used to adaptively modify the proportion of further drawings in each stratum. These proportions converge to the optimal allocation in terms of variance reduction. And our stratified estimator is asymptotically normal with asymptotic variance e...

Asymptotically Optimal Simulation Allocation under Dependent Sampling

under Dependent Sampling Xiaoping Xiong The Robert H. Smith School of Business, University of Maryland, College Park, MD 20742-1815, USA, [email protected] Sandeep Juneja School of Technology and Computer Science, Tata Institute of Fundamental Research, Mumbai, India 400005, [email protected] Michael C. Fu The Robert H. Smith School of Business, Institute for Systems Research, University of ...

Optimal private good allocation: The case for a balanced budget

Integer programming formulations applied to optimal allocation in stratified sampling

The problem of optimal allocation of samples in surveys using a stratified sampling plan was first discussed by Neyman in 1934. Since then, many researchers have studied the problem of the sample allocation in multivariate surveys and several methods have been proposed. Basically, these methods are divided into two classes: The first class comprises methods that seek an allocation which minimiz...

Derandomized Balanced Allocation

In this paper, we study the maximum loads of explicit hash families in the d-choice schemes when allocating sequentially n balls into n bins. We consider the Uniform-Greedy scheme [ABKU99], which provides d independent bins for each ball and places the ball into the bin with the least load, and its non-uniform variant — the Always-Go-Left scheme introduced by Vöcking [Vöc03]. We construct a has...