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A simulated annealing-based algorithm for selecting balanced samples

A simulated annealing-based algorithm for selecting balanced samples
A simulated annealing-based algorithm for selecting balanced samples

Balanced sampling is a random method for sample selection, the use of which is preferable when auxiliary information is available for all units of a population. However, implementing balanced sampling can be a challenging task, and this is due in part to the computational efforts required and the necessity to respect balancing constraints and inclusion probabilities. In the present paper, a new algorithm for selecting balanced samples is proposed. This method is inspired by simulated annealing algorithms, as a balanced sample selection can be interpreted as an optimization problem. A set of simulation experiments and an example using real data shows the efficiency and the accuracy of the proposed algorithm.

Auxiliary variables, Balanced sampling, Sampling algorithms, Simulated annealing
0943-4062
491-505
Benedetti, Roberto
1197c065-613f-4074-b103-4cbd5dd9bec8
Dickson, Maria Michela
500b8a6d-fe5d-4d4f-935f-e5f90298a500
Espa, Giuseppe
5693184f-8d14-4e25-9b8d-78936fff4224
Pantalone, Francesco
c1b85bef-a71c-4851-9807-7776bc0b5ded
Piersimoni, Federica
38b51a17-1b20-4c0f-b18a-5cae8e255d57
Benedetti, Roberto
1197c065-613f-4074-b103-4cbd5dd9bec8
Dickson, Maria Michela
500b8a6d-fe5d-4d4f-935f-e5f90298a500
Espa, Giuseppe
5693184f-8d14-4e25-9b8d-78936fff4224
Pantalone, Francesco
c1b85bef-a71c-4851-9807-7776bc0b5ded
Piersimoni, Federica
38b51a17-1b20-4c0f-b18a-5cae8e255d57

Benedetti, Roberto, Dickson, Maria Michela, Espa, Giuseppe, Pantalone, Francesco and Piersimoni, Federica (2022) A simulated annealing-based algorithm for selecting balanced samples. Computational Statistics, 37 (1), 491-505. (doi:10.1007/s00180-021-01113-3).

Record type: Article

Abstract

Balanced sampling is a random method for sample selection, the use of which is preferable when auxiliary information is available for all units of a population. However, implementing balanced sampling can be a challenging task, and this is due in part to the computational efforts required and the necessity to respect balancing constraints and inclusion probabilities. In the present paper, a new algorithm for selecting balanced samples is proposed. This method is inspired by simulated annealing algorithms, as a balanced sample selection can be interpreted as an optimization problem. A set of simulation experiments and an example using real data shows the efficiency and the accuracy of the proposed algorithm.

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More information

Accepted/In Press date: 5 May 2021
e-pub ahead of print date: 26 May 2021
Published date: 1 March 2022
Additional Information: Funding Information: Open access funding provided by Università degli Studi di Trento within the CRUI-CARE Agreement. Publisher Copyright: © 2021, The Author(s).
Keywords: Auxiliary variables, Balanced sampling, Sampling algorithms, Simulated annealing

Identifiers

Local EPrints ID: 475302
URI: http://eprints.soton.ac.uk/id/eprint/475302
ISSN: 0943-4062
PURE UUID: 22101857-080f-4c49-b5c9-2419db1a9c4c
ORCID for Francesco Pantalone: ORCID iD orcid.org/0000-0002-7943-7007

Catalogue record

Date deposited: 15 Mar 2023 17:31
Last modified: 17 Mar 2024 04:10

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Contributors

Author: Roberto Benedetti
Author: Maria Michela Dickson
Author: Giuseppe Espa
Author: Francesco Pantalone ORCID iD
Author: Federica Piersimoni

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