Related papers: Resampling-based confidence regions and multiple t…
While widely used as a general method for uncertainty quantification, the bootstrap method encounters difficulties that raise concerns about its validity in practical applications. This paper introduces a new resampling-based method, termed…
The ISO 5725 series frames interlaboratory precision through repeatability, between-laboratory, and reproducibility variances, yet practical guidance on deploying bootstrap methods within this one-way random-effects setting remains limited.…
The empirical beta copula is a simple but effective smoother of the empirical copula. Because it is a genuine copula, from which, moreover, it is particularly easy to sample, it is reasonable to expect that resampling procedures based on…
Modern problems in statistics tend to include estimators of high computational complexity and with complicated distributions. Statistical inference on such estimators usually relies on asymptotic normality assumptions, however, such…
The regression function is one of the key objects of binary classification, since it not only determines a Bayes optimal classifier, hence, defines an optimal decision boundary, but also encodes the conditional distribution of the output…
When multiple investigators analyze a common dataset, the data reuse induces dependence across testing procedures, affecting the distribution of errors. Existing techniques of managing dependent tests require either cross-study coordination…
Model averaging techniques based on resampling methods (such as bootstrapping or subsampling) have been utilized across many areas of statistics, often with the explicit goal of promoting stability in the resulting output. We provide a…
A new computation method of frequentist $p$-values and Bayesian posterior probabilities based on the bootstrap probability is discussed for the multivariate normal model with unknown expectation parameter vector. The null hypothesis is…
This paper studies the asymptotics of resampling without replacement in the proportional regime where dimension $p$ and sample size $n$ are of the same order. For a given dataset $(X,y)\in \mathbb{R}^{n\times p}\times \mathbb{R}^n$ and…
We construct uniform and point-wise asymptotic confidence sets for the single edge in an otherwise smooth image function which are based on rotated differences of two one-sided kernel estimators. Using methods from M-estimation, we show…
The goal of this paper is to give confidence regions for the excursion set of a spatial function above a given threshold from repeated noisy observations on a fine grid of fixed locations. Given an asymptotically Gaussian estimator of the…
In this paper, we propose to construct confidence bands by bootstrapping the debiased kernel density estimator (for density estimation) and the debiased local polynomial regression estimator (for regression analysis). The idea of using a…
This article concerns the application of bootstrap methodology to construct a likelihood-based confidence region for operating conditions associated with the maximum of a response surface constrained to a specified region. Unlike classical…
We study high-dimensional linear models with error-in-variables. Such models are motivated by various applications in econometrics, finance and genetics. These models are challenging because of the need to account for measurement errors to…
We develop joint confidence regions for linear regression coefficients when the regressors and errors are jointly stationary and ergodic with unspecified serial dependence. The method applies random smoothing, using an independent auxiliary…
In this paper we offer a unified approach to the problem of nonparametric regression on the unit interval. It is based on a universal, honest and non-asymptotic confidence region which is defined by a set of linear inequalities involving…
We consider the problem of testing the mean of high-dimensional data when the dimension may grow without explicit rate restrictions relative to the sample size. The proposed procedure is based on the statistic V_n = n||Xn||^2, which avoids…
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…
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…
Algorithmic feature learners provide high-dimensional vector representations for non-matrix structured signals, like images, audio, text, and graphs. Low-dimensional projections derived from these representations can be used to explore…