作者：Rotnitzky, Andrea; Li, Lingling; Li, Xiaochun
作者单位：Universidad Torcuato Di Tella; Harvard University; Harvard Medical School; Harvard Pilgrim Health Care; Indiana University System; Indiana University Bloomington; Regenstrief Institute Inc
摘要：Standardized means, commonly used in observational studies in epidemiology to adjust for potential confounders, are equal to inverse probability weighted means with inverse weights equal to the empirical propensity scores. More refined standardization corresponds with empirical propensity scores computed under more flexible models. Unnecessary standardization induces efficiency loss. However, according to the theory of inverse probability weighted estimation, propensity scores estimated under ...
作者：Tang, Qi; Qian, Peter Z. G.
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：Many computational problems in statistics can be cast as stochastic programs that are optimization problems whose objective functions are multi-dimensional integrals. The sample average approximation method is widely used for solving such a problem, which first constructs a sampling-based approximation to the objective function and then finds the solution to the approximated problem. Independent and identically distributed sampling is a prevailing choice for constructing such approximations. R...
