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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Reducing Seed Bias in Respondent-Driven Sampling by Estim...
Yilin Zhang, Karl Rohe, Sebastien Roch · 2018-12-04 · via math.ST updates on arXiv.org

Respondent-driven sampling (RDS) is a popular approach to study marginalized or hard-to-reach populations. It collects samples from a networked population by incentivizing participants to refer their friends into the study. One major challenge in analyzing RDS samples is seed bias. Seed bias refers to the fact that when the social network is divided into multiple communities (or blocks), the RDS sample might not provide a balanced representation of the different communities in the population, and such unbalance is correlated with the initial participant (or the seed). In this case, the distributions of estimators are typically non-trivial mixtures, which are determined (1) by the seed and (2) by how the referrals transition from one block to another. This paper shows that (1) block-transition probabilities are easy to estimate with high accuracy, and (2) we can use these estimated block-transition probabilities to estimate the stationary distribution over blocks and thus, an estimate of the block proportions. This stationary distribution on blocks has previously been used in the RDS literature to evaluate whether the sampling process has appeared to `mix'. We use these estimated block proportions in a simple post-stratified (PS) estimator that greatly diminishes seed bias. By aggregating over the blocks/strata in this way, we prove that the PS estimator is $\sqrt{n}$-consistent under a Markov model, even when other estimators are not. Simulations show that the PS estimator has smaller Root Mean Square Error (RMSE) compared to the state-of-the-art estimators.