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We show that, for finite-sum minimization problems, incorporating partial second-order information of the objective function can dramatically improve the robustness to mini-batch size of variance-reduced stochastic gradient methods, making…

Optimization and Control · Mathematics 2024-04-24 Sachin Garg , Albert S. Berahas , Michał Dereziński

We propose a coupled bootstrap (CB) method for the test error of an arbitrary algorithm that estimates the mean in a Poisson sequence, often called the Poisson means problem. The idea behind our method is to generate two carefully-designed…

Methodology · Statistics 2024-08-20 Natalia L. Oliveira , Jing Lei , Ryan J. Tibshirani

Bootstrap methods are widely used for distribution estimation, although in some problems they are applicable only with difficulty. A case in point is that of estimating the distributions of eigenvalue estimators, or of functions of those…

Statistics Theory · Mathematics 2009-06-12 Peter Hall , Young K. Lee , Byeong U. Park , Debashis Paul

We consider the problem of quantifying uncertainty for the estimation error of the leading eigenvector from Oja's algorithm for streaming principal component analysis, where the data are generated IID from some unknown distribution. By…

Statistics Theory · Mathematics 2022-05-23 Robert Lunde , Purnamrita Sarkar , Rachel Ward

Let X, X_1,X_2,... be a sequence of i.i.d. random variables with mean $\mu=E X$. Let ${v_1^{(n)},...,v_n^{(n)}}_{n=1}^\infty$ be vectors of non-negative random variables (weights), independent of the data sequence…

Statistics Theory · Mathematics 2013-05-28 Miklos Csorgo , Yuliya Martsynyuk , Masoud Nasari

This paper proposes a valid bootstrap-based distributional approximation for M-estimators exhibiting a Chernoff (1964)-type limiting distribution. For estimators of this kind, the standard nonparametric bootstrap is inconsistent. The method…

Statistics Theory · Mathematics 2020-06-01 Matias D. Cattaneo , Michael Jansson , Kenichi Nagasawa

Least Absolute Shrinkage and Selection Operator or the Lasso, introduced by Tibshirani (1996), is a popular estimation procedure in multiple linear regression when underlying design has a sparse structure, because of its property that it…

Methodology · Statistics 2017-10-31 Debraj Das , S. N. Lahiri

Approximately unbiased tests based on bootstrap probabilities are considered for the exponential family of distributions with unknown expectation parameter vector, where the null hypothesis is represented as an arbitrary-shaped region with…

Statistics Theory · Mathematics 2013-12-24 Hidetoshi Shimodaira

We study the critical probability for the metastable phase transition of the two-dimensional anisotropic bootstrap percolation model with $(1,2)$-neighbourhood and threshold $r = 3$. The first order asymptotics for the critical probability…

Probability · Mathematics 2017-10-10 Hugo Duminil-Copin , Aernout C. D. van Enter , Tim Hulshof

In this paper, we consider the beta prime regression model recently proposed by \cite{bour18}, which is tailored to situations where the response is continuous and restricted to the positive real line with skewed and long tails and the…

Methodology · Statistics 2020-08-28 Francisco M. C. Medeiros , Mariana C. Araújo , Marcelo Bourguignon

Consistency learning using input image, feature, or network perturbations has shown remarkable results in semi-supervised semantic segmentation, but this approach can be seriously affected by inaccurate predictions of unlabelled training…

Computer Vision and Pattern Recognition · Computer Science 2022-03-29 Yuyuan Liu , Yu Tian , Yuanhong Chen , Fengbei Liu , Vasileios Belagiannis , Gustavo Carneiro

In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…

Methodology · Statistics 2025-03-10 Polina Arsenteva , Mohamed Amine Benadjaoud , Hervé Cardot

Having access to a forward model enables the use of planning algorithms such as Monte Carlo Tree Search and Rolling Horizon Evolution. Where a model is unavailable, a natural aim is to learn a model that reflects accurately the dynamics of…

Machine Learning · Computer Science 2020-04-16 Alvaro Ovalle , Simon M. Lucas

The bootstrap is a method for estimating the distribution of an estimator or test statistic by re-sampling the data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap…

Econometrics · Economics 2018-09-12 Joel L. Horowitz

Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…

Methodology · Statistics 2014-10-29 Nicolas Brunel , Quentin Clairon

Bootstrap resampling is the foundation of many ensemble learning methods, and out-of-bag (OOB) error estimation is the most widely used internal measure of generalization performance. In the standard multinomial bootstrap, the number of…

Methodology · Statistics 2025-11-25 Cheng Peng

Accurate uncertainty estimates can significantly improve the performance of iterative design of experiments, as in Sequential and Reinforcement learning. For many such problems in engineering and the physical sciences, the design task…

Machine Learning · Statistics 2022-05-20 Brendan Folie , Maxwell Hutchinson

Modern cell-perturbation experiments expose cells to panels of hundreds of stimuli, such as cytokines or CRISPR guides that perform gene knockouts. These experiments are designed to investigate whether a particular gene is upregulated or…

Applications · Statistics 2023-07-24 Jackson Loper , Noam Solomon , Jeffrey Regier

Model misspecification is ubiquitous in data analysis because the data-generating process is often complex and mathematically intractable. Therefore, assessing estimation uncertainty and conducting statistical inference under a possibly…

Methodology · Statistics 2023-12-19 Rong Li , Yichen Qin , Yang Li

A novel first-order moving-average model for analyzing time series observed at irregularly spaced intervals is introduced. Two definitions are presented, which are equivalent under Gaussianity. The first one relies on normally distributed…

Statistics Theory · Mathematics 2021-05-14 Cesar Ojeda , Wilfredo Palma , Susana Eyheramendy , Felipe Elorrieta