{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,8,21]],"date-time":"2026-08-21T18:24:37Z","timestamp":1787336677190,"version":"build-2736575974"},"reference-count":29,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"2","funder":[{"DOI":"10.13039\/501100001691","name":"JSPS Grants-in-Aid for Scientific Research","doi-asserted-by":"crossref","award":["20K22301"],"award-info":[{"award-number":["20K22301"]}],"id":[{"id":"10.13039\/501100001691","id-type":"DOI","asserted-by":"crossref"}]},{"DOI":"10.13039\/501100001691","name":"JSPS Grants-in-Aid for Scientific Research","doi-asserted-by":"crossref","award":["21K03347"],"award-info":[{"award-number":["21K03347"]}],"id":[{"id":"10.13039\/501100001691","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Sci. Comput."],"published-print":{"date-parts":[[2023,4,30]]},"abstract":"<jats:p>Abstract.<\/jats:p>\n                  <jats:p>We develop and analyze a dynamic finite-budget allocation scheme for stratified sampling for general purposes on the unit hypercube with adaptive variance reduction applied by strata. By batching the parallelized tasks, the proposed scheme succeeds to update the budget allocation only occasionally yet effectively takes into account the decreasing stratum variances while simultaneously estimating the stratum means and updating the variance reduction parameters throughout. The scheme is designed to accommodate a variety of existing algorithms for the parameter search procedure. In particular, when stochastic approximation is employed, we derive optimal stratum batchwise learning rates in accordance with the adjusted batch size along the way. Numerical results are provided to support the theoretical findings and to illustrate the effectiveness of the proposed scheme.<\/jats:p>","DOI":"10.1137\/21m1430996","type":"journal-article","created":{"date-parts":[[2023,4,28]],"date-time":"2023-04-28T05:51:23Z","timestamp":1682661083000},"page":"A898-A932","source":"Crossref","is-referenced-by-count":10,"title":["Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata"],"prefix":"10.1137","volume":"45","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-6603-4914","authenticated-orcid":true,"given":"Chenxiao","family":"Song","sequence":"first","affiliation":[{"name":"School of Mathematics and Statistics, The University of Sydney, NSW 2006, Australia."}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-3845-015X","authenticated-orcid":true,"given":"Reiichiro","family":"Kawai","sequence":"additional","affiliation":[{"name":"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."}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"351","published-online":{"date-parts":[[2023,4,28]]},"reference":[{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1016\/j.matcom.2007.09.009"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1515\/156939604323091180"},{"key":"ref3","series-title":"Advances in Neural Information Processing Systems (NIPS) 24","first-page":"1","volume-title":"Curran Associates","author":"Carpentier A.","year":"2011"},{"key":"ref4","series-title":"Advances in Neural Information Processing Systems (NIPS) 25","first-page":"1","volume-title":"Curran Associates","author":"Carpentier A.","year":"2012"},{"key":"ref5","unstructured":"A. Carpentier  and \nR. Munos , Toward optimal stratification for stratified Monte-Carlo integration, in Proceedings of the 30th International Conference on Machine Learning 28, PMLR, 2013, pp. 28\u201336."},{"key":"ref6","first-page":"2231","volume":"16","author":"Carpentier A.","year":"2015","journal-title":"J. Mach. Learn. Res."},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2012.03.046"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1093\/rof\/rfu005"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1016\/0167-4730(93)90056-7"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1007\/s10479-009-0638-9"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1007\/s11009-008-9108-0"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1016\/j.apm.2019.07.049"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1016\/j.orl.2015.11.004"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1214\/09-AAP595"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1145\/1734222.1734225"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1137\/15M1047192"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2017.01.029"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1137\/18M1173472"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmaa.2019.123608"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1214\/09-AAP650"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1016\/j.strusafe.2007.10.001"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1016\/j.apm.2019.05.038"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1016\/j.strusafe.2016.06.002"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1063\/1.4822899"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1016\/j.matcom.2018.10.004"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1016\/j.ress.2015.05.023"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1016\/j.jcp.2020.109572"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1016\/j.ress.2020.106852"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1016\/j.knosys.2018.09.007"}],"container-title":["SIAM Journal on Scientific Computing"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/21M1430996","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,8,21]],"date-time":"2026-08-21T17:26:15Z","timestamp":1787333175000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/21M1430996"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,4,28]]},"references-count":29,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2023,4,30]]}},"alternative-id":["10.1137\/21M1430996"],"URL":"https:\/\/doi.org\/10.1137\/21m1430996","relation":{},"ISSN":["1064-8275","1095-7197"],"issn-type":[{"value":"1064-8275","type":"print"},{"value":"1095-7197","type":"electronic"}],"subject":[],"published":{"date-parts":[[2023,4,28]]}}}