BayesSRW: Bayesian Sampling and Re-weighting approach for variance reduction
BayesSRW:用于降低方差的贝叶斯抽样与重加权方法
In this paper, we address the challenge of sampling in scenarios where limited resources prevent exhaustive measurement across all subjects. We consider a setting where samples are drawn from multiple groups, each following a distribution with unknown mean and variance parameters. We introduce a novel sampling strategy, motivated simply by Cauchy-Schwarz inequality, which minimizes the variance of the population mean estimator by allocating samples proportionally to both the…