{"id":"https://openalex.org/W4367305935","doi":"https://doi.org/10.1137/21m1430996","title":"Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata","display_name":"Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata","publication_year":2023,"publication_date":"2023-04-28","ids":{"openalex":"https://openalex.org/W4367305935","doi":"https://doi.org/10.1137/21m1430996"},"language":"en","primary_location":{"id":"doi:10.1137/21m1430996","is_oa":false,"landing_page_url":"https://doi.org/10.1137/21m1430996","pdf_url":null,"source":{"id":"https://openalex.org/S165512578","display_name":"SIAM Journal on Scientific Computing","issn_l":"1064-8275","issn":["1064-8275","1095-7197"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Scientific Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5056460382","display_name":"Chenxiao Song","orcid":"https://orcid.org/0000-0001-6603-4914"},"institutions":[{"id":"https://openalex.org/I129604602","display_name":"The University of Sydney","ror":"https://ror.org/0384j8v12","country_code":"AU","type":"education","lineage":["https://openalex.org/I129604602"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Chenxiao Song","raw_affiliation_strings":["School of Mathematics and Statistics, The University of Sydney, NSW 2006, Australia"],"raw_orcid":"https://orcid.org/0000-0001-6603-4914","affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, The University of Sydney, NSW 2006, Australia","institution_ids":["https://openalex.org/I129604602"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5031422954","display_name":"Reiichiro Kawai","orcid":"https://orcid.org/0000-0002-3845-015X"},"institutions":[{"id":"https://openalex.org/I165953009","display_name":"Tokyo University of the Arts","ror":"https://ror.org/00y809n33","country_code":"JP","type":"education","lineage":["https://openalex.org/I165953009"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Reiichiro Kawai","raw_affiliation_strings":["Graduate School of Arts and Sciences/Mathematics and Informatics Center, The University of Tokyo, Tokyo 153-8902, Japan, and School of Mathematics and Statistics, The University of Sydney, NSW 2006, Australia"],"raw_orcid":"https://orcid.org/0000-0002-3845-015X","affiliations":[{"raw_affiliation_string":"Graduate School of Arts and Sciences/Mathematics and Informatics Center, The University of Tokyo, Tokyo 153-8902, Japan, and School of Mathematics and Statistics, The University of Sydney, NSW 2006, Australia","institution_ids":["https://openalex.org/I165953009"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5031422954"],"corresponding_institution_ids":["https://openalex.org/I165953009"],"apc_list":null,"apc_paid":null,"fwci":1.8635,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.8280895,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":98},"biblio":{"volume":"45","issue":"2","first_page":"A898","last_page":"A932"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10500","display_name":"Sparse and Compressive Sensing Techniques","score":0.9957000017166138,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10500","display_name":"Sparse and Compressive Sensing Techniques","score":0.9957000017166138,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12072","display_name":"Machine Learning and Algorithms","score":0.9945999979972839,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11612","display_name":"Stochastic Gradient Optimization Techniques","score":0.9887999892234802,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/latin-hypercube-sampling","display_name":"Latin hypercube sampling","score":0.806738018989563},{"id":"https://openalex.org/keywords/variance-reduction","display_name":"Variance reduction","score":0.7758843302726746},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.6657423377037048},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6149329543113708},{"id":"https://openalex.org/keywords/stratum","display_name":"Stratum","score":0.6065758466720581},{"id":"https://openalex.org/keywords/reduction","display_name":"Reduction (mathematics)","score":0.59380042552948},{"id":"https://openalex.org/keywords/scheme","display_name":"Scheme (mathematics)","score":0.5676068067550659},{"id":"https://openalex.org/keywords/sampling","display_name":"Sampling (signal processing)","score":0.56724613904953},{"id":"https://openalex.org/keywords/adaptive-sampling","display_name":"Adaptive sampling","score":0.5179575681686401},{"id":"https://openalex.org/keywords/hypercube","display_name":"Hypercube","score":0.5092977285385132},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.49505510926246643},{"id":"https://openalex.org/keywords/stratified-sampling","display_name":"Stratified sampling","score":0.4428543746471405},{"id":"https://openalex.org/keywords/importance-sampling","display_name":"Importance sampling","score":0.43179288506507874},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.40119031071662903},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.26480889320373535},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.13883408904075623}],"concepts":[{"id":"https://openalex.org/C20820323","wikidata":"https://www.wikidata.org/wiki/Q6496514","display_name":"Latin hypercube sampling","level":3,"score":0.806738018989563},{"id":"https://openalex.org/C62644790","wikidata":"https://www.wikidata.org/wiki/Q3454689","display_name":"Variance reduction","level":3,"score":0.7758843302726746},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.6657423377037048},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6149329543113708},{"id":"https://openalex.org/C175585516","wikidata":"https://www.wikidata.org/wiki/Q12758989","display_name":"Stratum","level":2,"score":0.6065758466720581},{"id":"https://openalex.org/C111335779","wikidata":"https://www.wikidata.org/wiki/Q3454686","display_name":"Reduction (mathematics)","level":2,"score":0.59380042552948},{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.5676068067550659},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.56724613904953},{"id":"https://openalex.org/C2781395549","wikidata":"https://www.wikidata.org/wiki/Q4680762","display_name":"Adaptive sampling","level":3,"score":0.5179575681686401},{"id":"https://openalex.org/C50820777","wikidata":"https://www.wikidata.org/wiki/Q213723","display_name":"Hypercube","level":2,"score":0.5092977285385132},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.49505510926246643},{"id":"https://openalex.org/C49898467","wikidata":"https://www.wikidata.org/wiki/Q1517706","display_name":"Stratified sampling","level":2,"score":0.4428543746471405},{"id":"https://openalex.org/C52740198","wikidata":"https://www.wikidata.org/wiki/Q1539564","display_name":"Importance sampling","level":3,"score":0.43179288506507874},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.40119031071662903},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.26480889320373535},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.13883408904075623},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/21m1430996","is_oa":false,"landing_page_url":"https://doi.org/10.1137/21m1430996","pdf_url":null,"source":{"id":"https://openalex.org/S165512578","display_name":"SIAM Journal on Scientific Computing","issn_l":"1064-8275","issn":["1064-8275","1095-7197"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Scientific Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W1600223249","https://openalex.org/W1977790907","https://openalex.org/W1995930091","https://openalex.org/W2000783338","https://openalex.org/W2012814289","https://openalex.org/W2023415055","https://openalex.org/W2041558485","https://openalex.org/W2065756054","https://openalex.org/W2070411640","https://openalex.org/W2078765362","https://openalex.org/W2079846246","https://openalex.org/W2093442187","https://openalex.org/W2149372432","https://openalex.org/W2206551611","https://openalex.org/W2244022134","https://openalex.org/W2436549090","https://openalex.org/W2581511186","https://openalex.org/W2597851033","https://openalex.org/W2606098075","https://openalex.org/W2748706750","https://openalex.org/W2889353161","https://openalex.org/W2890125629","https://openalex.org/W2948615095","https://openalex.org/W2964839316","https://openalex.org/W2981958474","https://openalex.org/W3000877573","https://openalex.org/W3041177379","https://openalex.org/W3099848468","https://openalex.org/W3105263408"],"related_works":["https://openalex.org/W2161621187","https://openalex.org/W212229914","https://openalex.org/W4249444302","https://openalex.org/W2313927419","https://openalex.org/W2049791232","https://openalex.org/W4250783442","https://openalex.org/W2753019263","https://openalex.org/W2574792121","https://openalex.org/W2292634092","https://openalex.org/W4248662691"],"abstract_inverted_index":{".We":[0],"develop":[1],"and":[2,57,113],"analyze":[3],"a":[4,70],"dynamic":[5],"finite-budget":[6],"allocation":[7,39],"scheme":[8,33,65],"for":[9,12,75],"stratified":[10],"sampling":[11],"general":[13],"purposes":[14],"on":[15],"the":[16,28,31,37,47,54,59,76,97,102,110,116,119],"unit":[17],"hypercube":[18],"with":[19,96],"adaptive":[20],"variance":[21,60],"reduction":[22,61],"applied":[23],"by":[24],"strata.":[25],"By":[26],"batching":[27],"parallelized":[29],"tasks,":[30],"proposed":[32,120],"succeeds":[34],"to":[35,68,108,114],"update":[36],"budget":[38],"only":[40],"occasionally":[41],"yet":[42],"effectively":[43],"takes":[44],"into":[45],"account":[46],"decreasing":[48],"stratum":[49,55,90],"variances":[50],"while":[51],"simultaneously":[52],"estimating":[53],"means":[56],"updating":[58],"parameters":[62],"throughout.":[63],"The":[64],"is":[66,85],"designed":[67],"accommodate":[69],"variety":[71],"of":[72,118],"existing":[73],"algorithms":[74],"parameter":[77],"search":[78],"procedure.":[79],"In":[80],"particular,":[81],"when":[82],"stochastic":[83],"approximation":[84],"employed,":[86],"we":[87],"derive":[88],"optimal":[89],"batchwise":[91],"learning":[92],"rates":[93],"in":[94],"accordance":[95],"adjusted":[98],"batch":[99],"size":[100],"along":[101],"way.":[103],"Numerical":[104],"results":[105],"are":[106],"provided":[107],"support":[109],"theoretical":[111],"findings":[112],"illustrate":[115],"effectiveness":[117],"scheme.Keywordsstratified":[121],"samplingimportance":[122],"samplingcontrol":[123],"variatesstochastic":[124],"approximationuniform":[125],"distributionbudget":[126],"allocationMSC":[127],"codes65C0565Y2093E3562L20":[128]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":3}],"updated_date":"2026-03-27T05:58:40.876381","created_date":"2025-10-10T00:00:00"}