Related papers: Optimal Subsampling Bootstrap for Massive Data
In non-linear estimations, it is common to assess sampling uncertainty by bootstrap inference. For complex models, this can be computationally intensive. This paper combines optimization with resampling: turning stochastic optimization into…
Modern statistical analysis often encounters datasets with large sizes. For these datasets, conventional estimation methods can hardly be used immediately because practitioners often suffer from limited computational resources. In most…
Accurate approximation of the sampling distribution of nonparametric kernel density estimators is crucial for many statistical inference problems. Since these estimators have complex asymptotic distributions, bootstrap methods are often…
This article introduces subbagging (subsample aggregating) estimation approaches for big data analysis with memory constraints of computers. Specifically, for the whole dataset with size $N$, $m_N$ subsamples are randomly drawn, and each…
This paper investigates the accuracy of bootstrap-based inference in the case of long memory fractionally integrated processes. The re-sampling method is based on the semi-parametric sieve approach, whereby the dynamics in the process used…
The bootstrap is a popular method of constructing confidence intervals due to its ease of use and broad applicability. Theoretical properties of bootstrap procedures have been established in a variety of settings. However, there is limited…
Subsampling is an efficient method to deal with massive data. In this paper, we investigate the optimal subsampling for linear quantile regression when the covariates are functions. The asymptotic distribution of the subsampling estimator…
Estimating the mixing density of a latent mixture model is an important task in signal processing. Nonparametric maximum likelihood estimation is one popular approach to this problem. If the latent variable distribution is assumed to be…
Data reduction is a fundamental challenge of modern technology, where classical statistical methods are not applicable because of computational limitations. We consider multiple linear regression for an extraordinarily large number of…
Bootstrap techniques (also called resampling computation techniques) have introduced new advances in modeling and model evaluation. Using resampling methods to construct a series of new samples which are based on the original data set,…
Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias, which generally is not estimated consistently when using the bootstrap and conventionally smoothed function estimators.…
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…
Extraordinary amounts of data are being produced in many branches of science. Proven statistical methods are no longer applicable with extraordinary large data sets due to computational limitations. A critical step in big data analysis is…
It is common to show the confidence intervals or $p$-values of selected features, or predictor variables in regression, but they often involve selection bias. The selective inference approach solves this bias by conditioning on the…
Resampling methods such as the bootstrap have proven invaluable in the field of machine learning. However, the applicability of traditional bootstrap methods is limited when dealing with large streams of dependent data, such as time series…
Statistical multispecies models of multiarea marine ecosystems use a variety of data sources to estimate parameters using composite or weighted likelihood functions with associated weighting issues and questions on how to obtain variance…
In this paper, we propose a new statistical inference method for massive data sets, which is very simple and efficient by combining divide-and-conquer method and empirical likelihood. Compared with two popular methods (the bag of little…
We report on a broader evaluation of statistical bootstrap resampling methods as a tool for pixel-level calibration and imaging fidelity assessment in radio interferometry. Pixel-level imaging fidelity assessment is a challenging problem,…
With the growing availability of large-scale biomedical data, it is often time-consuming or infeasible to directly perform traditional statistical analysis with relatively limited computing resources at hand. We propose a fast subsampling…
In this paper, we address the problem of conducting statistical inference in settings involving large-scale data that may be high-dimensional and contaminated by outliers. The high volume and dimensionality of the data require distributed…