{"paper":{"title":"Compound Selection Decisions: An Almost SURE Approach","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["math.ST","stat.ME","stat.TH"],"primary_cat":"econ.EM","authors_text":"Jiafeng Chen, Lihua Lei, Liyang Sun, Tian Xie, Timothy Sudijono","submitted_at":"2025-11-14T20:45:15Z","abstract_excerpt":"This paper proposes methods for producing compound selection decisions in a Gaussian sequence model. Given unknown, fixed parameters $\\mu_ {1:n}$ and known $\\sigma_{1:n}$ with observations $Y_i \\sim \\textsf{N}(\\mu_i, \\sigma_i^2)$, the decision maker would like to select a subset of indices $S$ so as to maximize utility $\\frac{1}{n}\\sum_{i\\in S} (\\mu_i - K_i)$, for known costs $K_i$. Inspired by Stein's unbiased risk estimate (SURE), we introduce an almost unbiased estimator, called ASSURE, for the expected utility of a proposed decision rule. ASSURE allows a user to choose a welfare-maximizing"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2511.11862","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2511.11862/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}