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arXiv Statistics ML By Jaskaran Singh

Optimal Stratified Allocation for Rare-Event Onset Forecasting in Dependent Sequences

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The paper derives the exact finite‑population variance of a weighted risk estimator for rare‑event forecasting in dependent sequences and solves for the optimal stratified allocation of a small subsample. It shows that the optimal allocation is equal across strata, independent of the imbalance ratio, and provides a parameter‑free efficiency prediction A(π,f). The authors validate these theoretical predictions on a real‑world dataset of U.S. equities, demonstrating that the predicted ordering of sampling designs matches empirical results.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Statistics ML.

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