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In recent years, randomized methods for numerical linear algebra have received growing interest as a general approach to large-scale problems. Typically, the essential ingredient of these methods is some form of randomized dimension…

Machine Learning · Statistics 2019-04-05 Miles E. Lopes , Shusen Wang , Michael W. Mahoney

An algorithm is described that enables efficient deterministic approximate computation of the bootstrap distribution for any linear bootstrap method $T_n^*$, alleviating the need for repeated resampling from observations (resp.…

Methodology · Statistics 2019-04-10 Thomas Pitschel

Network models are applied in numerous domains where data can be represented as a system of interactions among pairs of actors. While both statistical and mechanistic network models are increasingly capable of capturing various dependencies…

Methodology · Statistics 2018-07-02 Sixing Chen , Jukka-Pekka Onnela

To use control charts in practice, the in-control state usually has to be estimated. This estimation has a detrimental effect on the performance of control charts, which is often measured for example by the false alarm probability or the…

Methodology · Statistics 2013-07-30 Axel Gandy , Jan Terje Kvaløy

Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…

Statistics Theory · Mathematics 2025-06-11 Jiangshan Ju , Mingqiu Wang , Shengli Zhao

In this paper we study the applicability of the bootstrap to do inference on Manski's maximum score estimator under the full generality of the model. We propose three new, model-based bootstrap procedures for this problem and show their…

Applications · Statistics 2015-12-21 Rohit Kumar Patra , Emilio Seijo , Bodhisattva Sen

I have three goals in this article: (1) To show the enormous potential of bootstrapping and permutation tests to help students understand statistical concepts including sampling distributions, standard errors, bias, confidence intervals,…

Other Statistics · Statistics 2014-11-20 Tim Hesterberg

Purpose: Simulation-based digital twins represent an effort to provide high-accuracy real-time insights into operational physical processes. However, the computation time of many multi-physical simulation models is far from real-time. It…

Computational Engineering, Finance, and Science · Computer Science 2024-07-08 Maximilian Kannapinn , Michael Schäfer , Oliver Weeger

In this study, we introduce a refined method for ascertaining error estimations in numerical simulations of dynamical systems via an innovative application of composition techniques. Our approach involves a dual application of a basic…

General Mathematics · Mathematics 2024-09-18 Ahmad Deeb , Denys Dutykh

We investigate the performance of model based bootstrap methods for constructing point-wise confidence intervals around the survival function with interval censored data. We show that bootstrapping from the nonparametric maximum likelihood…

Methodology · Statistics 2013-12-24 Bodhisattva Sen , Gongjun Xu

Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample and plugging it into the statistic. We suggest an alternative…

Statistics Theory · Mathematics 2015-05-28 Olimjon Sh. Sharipov , Johannes Tewes , Martin Wendler

Unlike parametric regression, machine learning (ML) methods do not generally require precise knowledge of the true data generating mechanisms. As such, numerous authors have advocated for ML methods to estimate causal effects.…

Methodology · Statistics 2020-05-15 Ashley I Naimi , Alan E Mishler , Edward H Kennedy

Precision matrix, which is the inverse of covariance matrix, plays an important role in statistics, as it captures the partial correlation between variables. Testing the equality of two precision matrices in high dimensional setting is a…

Methodology · Statistics 2018-10-23 Mingjuan Zhang , Yong He , Cheng Zhou , Xinsheng Zhang

This paper provides conditions under which subsampling and the bootstrap can be used to construct estimators of the quantiles of the distribution of a root that behave well uniformly over a large class of distributions $\mathbf{P}$. These…

Statistics Theory · Mathematics 2013-02-19 Joseph P. Romano , Azeem M. Shaikh

It has been recently shown in the literature that the sample averages from online learning experiments are biased when used to estimate the mean reward. To correct the bias, off-policy evaluation methods, including importance sampling and…

Machine Learning · Computer Science 2021-12-02 Ningyuan Chen , Xuefeng Gao , Yi Xiong

Two-phase sampling designs are frequently employed in epidemiological studies and large-scale health surveys. In such designs, certain variables are exclusively collected within a second-phase random subsample of the initial first-phase…

Methodology · Statistics 2024-03-25 Lingxiao Wang

Diagnostic accuracy studies assess sensitivity and specificity of a new index test in relation to an established comparator or the reference standard. The development and selection of the index test is usually assumed to be conducted prior…

Methodology · Statistics 2022-08-30 Max Westphal , Antonia Zapf

Presence of missing values in a dataset can adversely affect the performance of a classifier. Single and Multiple Imputation are normally performed to fill in the missing values. In this paper, we present several variants of combining…

Machine Learning · Computer Science 2019-10-16 Shehroz S. Khan , Amir Ahmad , Alex Mihailidis

Bootstrap methods are increasingly accepted as one of the common approaches in constructing confidence intervals in bibliometric studies. Typical bootstrap methods assume that the statistical population is infinite. When the statistical…

Applications · Statistics 2018-04-17 Tina Nane , Kasper Kooijman

The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets---which are increasingly prevalent---the computation of bootstrap-based quantities can be prohibitively…

Methodology · Statistics 2012-06-29 Ariel Kleiner , Ameet Talwalkar , Purnamrita Sarkar , Michael I. Jordan