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We propose a distributed bootstrap method for simultaneous inference on high-dimensional massive data that are stored and processed with many machines. The method produces an $\ell_\infty$-norm confidence region based on a…

Methodology · Statistics 2022-06-15 Yang Yu , Shih-Kang Chao , Guang Cheng

This paper develops bootstrap methods for practical statistical inference in panel data quantile regression models with fixed effects. We consider random-weighted bootstrap resampling and formally establish its validity for asymptotic…

Econometrics · Economics 2021-11-08 Antonio F. Galvao , Thomas Parker , Zhijie Xiao

Machine learning models are increasingly used to produce predictions that serve as input data in subsequent statistical analyses. For example, computer vision predictions of economic and environmental indicators based on satellite imagery…

Methodology · Statistics 2025-11-18 Dan M. Kluger , Kerri Lu , Tijana Zrnic , Sherrie Wang , Stephen Bates

The wild bootstrap is a popular resampling method in the context of time-to-event data analyses. Previous works established the large sample properties of it for applications to different estimators and test statistics. It can be used to…

Methodology · Statistics 2023-10-27 Marina T. Dietrich , Dennis Dobler , Mathisca C. M. de Gunst

We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an…

Statistics Theory · Mathematics 2021-01-06 Mikkel Bennedsen , Ulrich Hounyo , Asger Lunde , Mikko S. Pakkanen

Bootstrapping was designed to randomly resample data from a fixed sample using Monte Carlo techniques. However, the original sample itself defines a discrete distribution. Convolutional methods are well suited for discrete distributions,…

Methodology · Statistics 2021-07-19 Jared M. Clark , Richard L. Warr

We propose a bootstrap procedure for data that may exhibit clustering in two or more dimensions. We use insights from the theory of generalized U-statistics to analyze the large-sample properties of statistics that are sample averages from…

Methodology · Statistics 2017-12-06 Konrad Menzel

Measuring average differences in an outcome across racial or ethnic groups is a crucial first step for equity assessments, but researchers often lack access to data on individuals' races and ethnicities to calculate them. A common solution…

Methodology · Statistics 2024-03-12 Benjamin Lu , Jia Wan , Derek Ouyang , Jacob Goldin , Daniel E. Ho

Network clustering reveals the organization of a network or corresponding complex system with elements represented as vertices and interactions as edges in a (directed, weighted) graph. Although the notion of clustering can be somewhat…

Machine Learning · Statistics 2017-11-15 Yongjin Park , Joel S. Bader

We consider the properties of the bootstrap as a tool for inference concerning the eigenvalues of a sample covariance matrix computed from an $n\times p$ data matrix $X$. We focus on the modern framework where $p/n$ is not close to 0 but…

Methodology · Statistics 2016-08-03 Noureddine El Karoui , Elizabeth Purdom

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 obtained by proper implementations of the bootstrap.…

Spectral clustering algorithms typically require a priori selection of input parameters such as the number of clusters, a scaling parameter for the affinity measure, or ranges of these values for parameter tuning. Despite efforts for…

Machine Learning · Computer Science 2019-03-20 Milad Afzalan , Farrokh Jazizadeh

Generative modeling builds on and substantially advances the classical idea of simulating synthetic data from observed samples. This paper shows that this principle is not only natural but also theoretically well-founded for bootstrap…

Methodology · Statistics 2026-02-20 Leon Tran , Ting Ye , Peng Ding , Fang Han

The identification of the dependent components in multiple data sets is a fundamental problem in many practical applications. The challenge in these applications is that often the data sets are high-dimensional with few observations or…

Methodology · Statistics 2023-06-02 Martin Gölz , Tanuj Hasija , Michael Muma , Abdelhak M. Zoubir

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

We study the wild bootstrap inference for instrumental variable regressions in the framework of a small number of large clusters in which the number of clusters is viewed as fixed and the number of observations for each cluster diverges to…

Econometrics · Economics 2024-01-19 Wenjie Wang , Yichong Zhang

In this work, we provide a refinement of the selective CLT result of Tian and Taylor (2015), which allows for selective inference in non-parametric settings by adjusting for the asymptotic Gaussian limit for selection. Under some regularity…

Methodology · Statistics 2017-09-29 Jelena Markovic , Jonathan Taylor

A common feature in many neuroscience datasets is the presence of hierarchical data structures, most commonly recording the activity of multiple neurons in multiple animals across multiple trials. Accordingly, the measurements constituting…

Neurons and Cognition · Quantitative Biology 2020-07-17 Varun Saravanan , Gordon J Berman , Samuel J Sober

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

The paper presents a novel approach for unsupervised techniques in the field of clustering. A new method is proposed to enhance existing literature models using the proper Bayesian bootstrap to improve results in terms of robustness and…

Machine Learning · Statistics 2024-09-16 Federico Maria Quetti , Silvia Figini , Elena ballante