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Related papers: Bootstrap Inference when Using Multiple Imputation

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The bootstrap is a popular data-driven method to quantify statistical uncertainty, but for modern high-dimensional problems, it could suffer from huge computational costs due to the need to repeatedly generate resamples and refit models. We…

Methodology · Statistics 2023-06-21 Henry Lam , Zhenyuan Liu

This paper develops a variance estimation framework for matching estimators that enables valid population inference for treatment effects. We provide theoretical analysis of a variance estimator that addresses key limitations in the…

Methodology · Statistics 2025-06-16 Xiang Meng , Aaron Smith , Luke Miratrix

Randomized experiments have become a cornerstone of evidence-based decision-making in contexts ranging from online platforms to public health. However, in experimental settings with network interference, a unit's treatment can influence…

Machine Learning · Computer Science 2025-10-22 Sadegh Shirani , Yuwei Luo , William Overman , Ruoxuan Xiong , Mohsen Bayati

In experimental causal inference, we distinguish between two sources of uncertainty: design uncertainty, due to the treatment assignment mechanism, and sampling uncertainty, when the sample is drawn from a super-population. This distinction…

In machine learning, the selection of a promising model from a potentially large number of competing models and the assessment of its generalization performance are critical tasks that need careful consideration. Typically, model selection…

Machine Learning · Statistics 2023-02-06 Pascal Rink , Werner Brannath

This work considers the problem of fitting functional models with sparsely and irregularly sampled functional data. It overcomes the limitations of the state-of-the-art methods, which face major challenges in the fitting of more complex…

Methodology · Statistics 2023-05-02 Aniruddha Rajendra Rao , Matthew Reimherr

In this paper, we focus on testing multivariate normality using the BHEP test with data that are missing completely at random. Our objective is twofold: first, to gain insight into the asymptotic behavior of BHEP test statistics under two…

Methodology · Statistics 2024-04-11 Danijel Aleksić , Bojana Milošević

The goal of this paper is to develop a practical and general-purpose approach to construct confidence intervals for differentially private parametric estimation. We find that the parametric bootstrap is a simple and effective solution. It…

Machine Learning · Computer Science 2021-10-13 Cecilia Ferrando , Shufan Wang , Daniel Sheldon

In Markov-chain Monte Carlo simulations, estimating statistical errors or confidence intervals of numerically obtained values is an essential task. In this paper, we review several methods for error estimation, such as simple empirical…

Statistical Mechanics · Physics 2021-12-23 Yoshihiko Nishikawa , Jun Takahashi , Takashi Takahashi

With the ubiquitous availability of unstructured data, growing attention is paid as how to adjust for selection bias in such non-probability samples. The majority of the robust estimators proposed by prior literature are either fully or…

Methodology · Statistics 2022-04-08 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

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

Multiple imputation (MI) is a method for repairing and analyzing data with missing values. MI replaces missing values with a sample of random values drawn from an imputation model. The most popular form of MI, which we call posterior draw…

Methodology · Statistics 2019-11-18 Paul T. von Hippel , Jonathan Bartlett

Conditional selective inference requires an exact characterization of the selection event, which is often unavailable except for a few examples like the lasso. This work addresses this challenge by introducing a generic approach to estimate…

Methodology · Statistics 2023-08-22 Sifan Liu , Jelena Markovic-Voronov , Jonathan Taylor

The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets, the computation of bootstrap-based quantities can be prohibitively demanding. As an alternative, we…

Machine Learning · Computer Science 2012-07-03 Ariel Kleiner , Ameet Talwalkar , Purnamrita Sarkar , Michael Jordan

Whereas confidence intervals are used to assess uncertainty due to unmeasured individuals, confounding intervals can be used to assess uncertainty due to unmeasured attributes. Previously, we have introduced a methodology for computing…

Methodology · Statistics 2025-08-13 Brian Knaeble , R Mitchell Hughes

An inference procedure is proposed to provide consistent estimators of parameters in a modal regression model with a covariate prone to measurement error. A score-based diagnostic tool exploiting parametric bootstrap is developed to assess…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang

Bootstrap inference is a powerful tool for obtaining robust inference for quantiles and difference-in-quantiles estimators. The computationally intensive nature of bootstrap inference has made it infeasible in large-scale experiments. In…

Methodology · Statistics 2022-03-10 Mårten Schultzberg , Sebastian Ankargren

Item nonresponse is frequently encountered in practice. Ignoring missing data can lose efficiency and lead to misleading inference. Fractional imputation is a frequentist approach of imputation for handling missing data. However, the…

Methodology · Statistics 2018-09-18 Hejian Sang , Jae Kwang Kim

The use of longitudinal finite mixture models such as group-based trajectory modeling has seen a sharp increase during the last decades in the medical literature. However, these methods have been criticized especially because of the…

Methodology · Statistics 2022-05-17 Miceline Mésidor , Caroline Sirois , Marc Simard , Denis Talbot

This article explores combinations of weighted bootstraps, like the Bayesian bootstrap, with the bootstrap $t$ method for setting approximate confidence intervals for the mean of a random variable in small samples. For this problem the…

Statistics Theory · Mathematics 2025-08-21 Art B. Owen