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Estimating the prevalence of rare events — theory and practice

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by YI LIU Importance sampling is used to improve precision in estimating the prevalence of some rare event in a population. In this post, we explain how we use variants of importance sampling to estimate the prevalence of videos that violate community standards on YouTube. We also cover many practical challenges encountered in implementation when the requirement is to produce fresh and regular estimates of prevalence. Background Every day, millions of videos are uploaded to YouTube. While most of these videos are safe for everyone to enjoy, some videos violate the community guidelines of YouTube and should be removed from the platform. There is a wide range of policy violations , from spammy videos, to videos containing nudity, to those with harassing language. We want to estimate the prevalence of violation of each individual policy category (we call them policy verticals ) by sampling the videos and manually reviewing those sampled videos. Naturally, we get an unbiased esti