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Related papers: An introduction to Bootstrap for nuclear physics

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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

The bootstrap is a technique recently developed to get energy eigenvalues of bound states and correlation functions. There are three crucial steps - recursive equations, positivity constraints, search space. We calculate recursive equations…

Quantum Physics · Physics 2022-09-20 Xihe Hu

In this paper, we investigate the (in)-consistency of different bootstrap methods for constructing confidence intervals in the class of estimators that converge at rate $n^{1/3}$. The Grenander estimator, the nonparametric maximum…

Statistics Theory · Mathematics 2010-10-20 Bodhisattva Sen , Moulinath Banerjee , Michael Woodroofe

We introduce PPBoot: a bootstrap-based method for prediction-powered inference. PPBoot is applicable to arbitrary estimation problems and is very simple to implement, essentially only requiring one application of the bootstrap. Through a…

Machine Learning · Statistics 2025-01-27 Tijana Zrnic

This paper investigates the use of bootstrap-based bias correction of semi-parametric estimators of the long memory parameter in fractionally integrated processes. The re-sampling method involves the application of the sieve bootstrap to…

Methodology · Statistics 2014-02-28 D. S. Poskitt , Gael M. Martin , Simone D. Grose

In this review, we aim to utilize the bootstrap method to study models that have received significant interest in high energy theory and holography recently. Matrix bootstrap is proposed to determine the range of the solution up to an…

General Relativity and Quantum Cosmology · Physics 2026-05-19 Shu Luo

We illustrate the use of tools (asymptotic theories of standard error quantification using appropriate statistical models, bootstrapping, model comparison techniques) in addition to sensitivity that may be employed to determine the…

Analysis of PDEs · Mathematics 2015-03-17 H. T. Banks , M Doumic , C Kruse , S Prigent , H Rezaei

The Bayesian expected power (BEP) has become increasingly popular in sample size determination and assessment of the probability of success (POS) for a future trial. The BEP takes into consideration the uncertainty around the parameters…

Methodology · Statistics 2020-07-01 Fang Liu

Several new methods have been proposed for performing valid inference after model selection. An older method is sampling splitting: use part of the data for model selection and part for inference. In this paper we revisit sample splitting…

Statistics Theory · Mathematics 2018-04-04 Alessandro Rinaldo , Larry Wasserman , Max G'Sell , Jing Lei

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

In the domain of physics experiments, data fitting is a pivotal technique for extracting insights from both experimental and simulated datasets. This article presents an approximation method designed to estimate the systematic errors…

Data Analysis, Statistics and Probability · Physics 2024-02-29 Lu Li

In reinforcement learning, it is typical to use the empirically observed transitions and rewards to estimate the value of a policy via either model-based or Q-fitting approaches. Although straightforward, these techniques in general yield…

Machine Learning · Computer Science 2020-07-28 Ilya Kostrikov , Ofir Nachum

When we use simulation to evaluate the performance of a stochastic system, the simulation often contains input distributions estimated from real-world data; therefore, there is both simulation and input uncertainty in the performance…

Methodology · Statistics 2020-11-10 Wei Xie , Barry L. Nelson , Russell R. Barton

Structural equation models and Bayesian networks have been widely used to study causal relationships between continuous variables. Recently, a non-Gaussian method called LiNGAM was proposed to discover such causal models and has been…

Machine Learning · Statistics 2010-06-23 Yusuke Komatsu , Shohei Shimizu , Hidetoshi Shimodaira

Bootstrap is a popular methodology for simulating input uncertainty. However, it can be computationally expensive when the number of samples is large. We propose a new approach called \textbf{Orthogonal Bootstrap} that reduces the number of…

Methodology · Statistics 2024-05-02 Kaizhao Liu , Jose Blanchet , Lexing Ying , Yiping Lu

In this paper, we employ variational arguments to establish a connection between ensemble methods for Neural Networks and Bayesian inference. We consider an ensemble-based scheme where each model/particle corresponds to a perturbation of…

Machine Learning · Computer Science 2020-06-09 Dimitrios Milios , Pietro Michiardi , Maurizio Filippone

In order to test if an unknown matrix has a given rank (null hypothesis), we consider the family of statistics that are minimum squared distances between an estimator and the manifold of fixed-rank matrix. Under the null hypothesis, every…

Statistics Theory · Mathematics 2013-01-09 François Portier , Bernard Delyon

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

We introduce and evaluate a new class of hypothesis testing procedures for moment structures. The methods are valid under weak assumptions and includes the well-known Satorra-Bentler adjustment as a special case. The proposed procedures…

Statistics Theory · Mathematics 2016-10-10 Steffen Grønneberg , Njål Foldnes

The aim of this paper is to develop bootstrap arguments to establish maximal, oscillation, variational and jump inequalities for the discrete averaging Radon operators on $\ell^p(\mathbb Z^d)$.

Classical Analysis and ODEs · Mathematics 2022-12-21 Wojciech Słomian