A cheap bootstrap method for fast inference

H Lam - arXiv preprint arXiv:2202.00090, 2022 - arxiv.org
The bootstrap is a versatile inference method that has proven powerful in many statistical
problems. However, when applied to modern large-scale models, it could face substantial …

A shrinkage approach to improve direct bootstrap resampling under input uncertainty

E Song, H Lam, RR Barton - INFORMS Journal on …, 2024 - pubsonline.informs.org
Discrete-event simulation models generate random variates from input distributions and
compute outputs according to the simulation logic. The input distributions are typically fitted …

A subsampled double bootstrap for massive data

S Sengupta, S Volgushev, X Shao - Journal of the American …, 2016 - Taylor & Francis
The bootstrap is a popular and powerful method for assessing precision of estimators and
inferential methods. However, for massive datasets that are increasingly prevalent, the …

Bootstrap algorithms for small samples

NI Fisher, P Hall - Journal of statistical planning and inference, 1991 - Elsevier
We describe algorithms for exact computation of nonparametric bootstrap estimators, and
show that they are practicable for small samples. It is argued that in this setting, enumeration …

[PDF][PDF] Can we trust the bootstrap in high-dimension

N El Karoui, E Purdom - UC Berkeley Statistics Department …, 2015 - statistics.berkeley.edu
We consider the performance of the bootstrap in high-dimensions for the setting of linear
regression, where p< n but p/n is not close to zero. We consider ordinary least-squares as …

Efficient bootstrap simulation

P Hall¹ - Exploring the limits of bootstrap, 1992 - books.google.com
Efficient bootstrap simulation Page 151 EFFICIENT BOOTSTRAP SIMULATION Peter Hall¹
Australian National University Abstract. We survey a variety of methods for efficient …

Bootstrap and resampling

E Mammen, S Nandi - … of Computational Statistics: Concepts and Methods, 2012 - Springer
Thebootstrap is by now a standard method in modern statistics. Its roots go back to a lot
ofresampling ideas that were around in the seventies. The seminal work of Efron …

A scalable bootstrap for massive data

A Kleiner, A Talwalkar, P Sarkar… - Journal of the Royal …, 2014 - academic.oup.com
The bootstrap provides a simple and powerful means of assessing the quality of estimators.
However, in settings involving large data sets—which are increasingly prevalent—the …

Bootstrap technology and applications

C Leger, DN Politis, OP Romano - Technometrics, 1992 - Taylor & Francis
Bootstrap resampling methods have emerged as powerful tools for constructing inferential
procedures in modern statistical data analysis. Although these methods depend on the …

Bootstrap inference in the presence of bias

G Cavaliere, S Gonçalves, MØ Nielsen… - Journal of the American …, 2024 - Taylor & Francis
We consider bootstrap inference for estimators which are (asymptotically) biased. We show
that, even when the bias term cannot be consistently estimated, valid inference can be …