2 papers
stat.ME2026
Nested Simulation Methods for Sobol' Index Estimation: Bias Correction, Budget Allocation, and Latin Hypercube Sampling
Jingtao Zhang, Xi Chen
Estimating the variance of a conditional expectation is a recurring problem in stochastic simulation, with applications in global sensitivity analysis and Sobol' index estimation.…
stat.ME2026
Large-Sample Bayesian Approximations for Privatized Data
Jordan Awan, Xi Chen, Roberto Molinari
The increased use of differential privacy (DP) has allowed the sharing of large amounts of data while reducing the risk of disclosure of sensitive information at the individual lev…