Adaptive Weighted Sampling
Adaptive weighted sampling is a probabilistic sampling procedure that assigns and iteratively updates inclusion weights for population units based on observed data collected during the sampling process itself. Unlike static weighted sampling — where weights are fixed before data collection from known auxiliary information — adaptive weighting revises probabilities as new information accumulates, concentrating sampling effort on units that contribute most to estimating the target quantity. It is used in survey methodology, simulation studies, and rare-event estimation.
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- Thompson, S. K. (1990). Adaptive cluster sampling. Journal of the American Statistical Association, 85(412), 1050–1059. · DOI 10.2307/2289601
- Owen, A. B. (2000). Monte Carlo Theory, Methods and Examples. Stanford University (online edition). Chapter on importance sampling and adaptive weighting. · URL
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