We consider the performance of the bootstrap in high-dimensions for the setting of linear regression, where but is not close to zero. We consider ordinary least-squares as well as robust regression methods and adopt a minimalist performance requirement: can the bootstrap give us good confidence intervals fo…
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48 results for “paired bootstrap”
Proving prediction prudenceq-fin.RM
Tests assess if predictions are prudent by comparing observations and predictions.
problem Assessing the prudence of predictions in samples of observations and predictions.
method Bootstrap and normal approximation algorithms for testing unweighted and weighted means, accounting for randomness.
result Tests reveal whether predictions are prudent by showing significantly negative mean differences.
A new protocol evaluates small machine learning improvements conservatively.
problem Uncertainty in small gains reported in machine learning papers.
method Paired bootstrap protocol with BCa confidence intervals and sign-flip permutation tests.
result Conservative evaluation reduces over-claiming of small improvements.
Deep Bootstrapstat.ML
A novel deep bootstrap framework for nonparametric regression using conditional diffusion models.
problem Nonparametric regression with efficient sampling and accurate estimation.
method Conditional diffusion model for learning conditional distributions, integrating sampling and regression into a unified generative framework.
result Established optimal convergence rates in the Wasserstein distance and convergence guarantees for the bootstrap procedure.
We prove a true bootstrapping result for convergence groups acting on a Peano continuum. We give an example of a Kleinian group H which is the amalgamation of two closed hyperbolic surface groups along a simple closed curve. The limit set Lambda H is the closure of a `tree of circles' (adjacent circles meeting in pairs…
BAWS adapts window size for financial risk forecasting.
problem Adaptive selection of look-back window for financial risk modeling.
method Data-driven online learning method using bootstrap-based adaptive window selection (BAWS).
result BAWS improves risk forecasting, especially in data with structural changes.
New method corrects motion artifacts in MR images without paired data.
problem Lack of paired data for supervised training in deep learning for MR motion correction.
method Outlier-rejecting bootstrap subsampling and aggregation, using optimal transport cycleGAN.
result Outperforms existing deep learning methods in correcting motion artifacts from TSM.
BYOL learns image representations without negative pairs.
problem Self-supervised image representation learning.
method Two neural networks interact and learn from each other, updating the target network with a slow-moving average of the online network.
result Achieves state-of-the-art performance on ImageNet.
A new non parametric approach to the problem of testing the independence of two random process is developed. The test statistic is the Hilbert Schmidt Independence Criterion (HSIC), which was used previously in testing independence for i.i.d pairs of variables. The asymptotic behaviour of HSIC is established when compu…
Optimizes a small set of centroid points to approximate bootstrap distribution.
problem Computational inefficiency of standard bootstrap methods in large-scale machine learning.
method Explicitly optimizes a small set of high quality centroid points to approximate the ideal bootstrap distribution.
result Accurately estimates uncertainty with a small number of bootstrap centroids, outperforming i.i.d. sampling.
AR-Sieve Bootstrap improves Random Forest time series prediction accuracy.
problem Inaccurate time series prediction due to inadequate resampling methods.
method Combines Random Forest with AR-Sieve Bootstrap for better resampling.
result AR-Sieve Bootstrap leads to more accurate predictions compared to other methods.
New bootstraps improve speed and accuracy for graph count functionals.
problem Efficiently counting subgraphs in large graphs.
method Developed two types of multiplier bootstraps: a fast, approximate linear one and a quadratic one for denser graphs.
result Both bootstraps provide valid inference and higher-order accuracy under different graph sparsity conditions.
A new method reduces bootstrap simulation cost and improves accuracy.
problem Efficiently simulating input uncertainty with large sample sizes.
method Orthogonal Bootstrap: Decomposes into Infinitesimal Jackknife and orthogonal parts.
result Significantly reduces computational cost and maintains accuracy.
Three bootstrap tests compare categorical time series generating processes.
problem Testing equality of generating processes in categorical time series.
method Proposes three tests using dissimilarity measures and bootstrap methods.
result Advantages and disadvantages of each bootstrap method discussed.
Paper explores using bootstrap methods to improve SGD's stability and robustness.
problem Improving the stability and robustness of SGD.
method Investigates empirical bootstrap approaches for SGD from algorithmic stability and statistical robustness perspectives.
result Demonstrates construction of purely distribution-free confidence intervals using bootstrap SGD.
Efficiently bootstraps massive distributed data without over-resampling.
problem Statistical inference for massive distributed data.
method Distributed Bootstrap applied to gradients from worker machines.
result Proves optimal statistical efficiency with minimal communication.
Bootstrap method for Markov chains in reinforcement learning.
problem Distributional consistency in finite controlled Markov chains with unknown control policies.
method Model-based bootstrap with novel LLN and CLT for visitation counts and transition increments.
result Asymptotically valid confidence intervals for value and -functions in offline RL.
Proposes a private empirical bootstrap for Gaussian Differential Privacy.
problem Quantifying uncertainty in massive data under Differential Privacy.
method Gaussian Differential Private Bootstrap by Subsampling.
result Consistent and efficient private inference method.
The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets---which are increasingly prevalent---the computation of bootstrap-based quantities can be prohibitively demanding computationally. While variants such as subsampling and the out o…
Validates network bootstraps for uncertainty quantification in network visualisation.
problem Quantifying uncertainty in network embeddings when only a single observation is available.
method Statistical indistinguishable embeddings using k-nearest neighbour smoothing, validated by an exchangeable network test.
result Proposes a principled, distribution-free network bootstrap that passes the exchangeable network test.
New DP bootstrap method for statistical inference with improved privacy and accuracy.
problem Lack of general techniques for conducting statistical inference under differential privacy.
method DP bootstrap procedure to infer sampling distribution and construct confidence intervals.
result DP bootstrap estimates provide consistent point estimates and asymptotically valid standard CIs.
Neural Bootstrappercs.LG
Neural Bootstrapper reduces bootstrapping cost for deep neural networks.
problem Computational burden in bootstrapping deep neural networks.
method Neural Bootstrapper learns to generate bootstrapped neural networks through single model training.
result Neural Bootstrapper outperforms bagging methods with lower computational cost.
A new bootstrapping method reduces key sizes and runtime in FHE.
problem Large plaintext evaluation in FHE increases bootstrapping complexity.
method New polynomial vector representation and monic monomial permutation matrices.
result Polynomial factor improvement in key size and constant factor in runtime.
The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets, the computation of bootstrap-based quantities can be prohibitively demanding. As an alternative, we present the Bag of Little Bootstraps (BLB), a new procedure which incorporates fea…
A new algorithm improves stochastic linear bandit performance using residual bootstrap.
problem Improving performance in stochastic linear bandit problems.
method Residual bootstrap exploration to estimate mean reward and pull the arm with the highest estimate.
result Proposed algorithm exttt{LinReBoot} achieves high-probability sub-linear regret under mild conditions.
Paper improves bootstrapping for off-policy reinforcement learning inference.
problem Improving bootstrapping for off-policy reinforcement learning inference.
method Proposes a bootstrapping FQE method for off-policy statistical inference and a subsampling procedure to improve runtime.
result Asymptotically efficient and distributionally consistent bootstrapping FQE method for off-policy inference.
Data augmented bootstrap: Unifying confidence interval construction by approximate invariancestat.ME
Data augmented bootstrap unifies various confidence interval construction methods.
problem Constructing confidence intervals from data transformations.
method Data augmented bootstrap (DAB) framework.
result Establishes theoretical coverage results for DAB methods.
A new online bootstrap method for time series data.
problem Applying traditional bootstrap methods to time series data with dependencies.
method An autoregressive sequence of resampling weights to account for data dependencies.
result The method provides reliable uncertainty quantification in real-time applications.
Equity-Directed Bootstrapping improves model performance across groups in imbalanced datasets.
problem Improving model performance across different groups in imbalanced datasets.
method Equity-Directed Bootstrapping to balance training data with respect to both labels and group identity.
result The equity-directed bootstrap brings test set sensitivities and specificities closer to satisfying the equal odds criterion.
Delta method vs Bootstrap for deep learning classification shows strong linear relationship and faster computation.
problem Validating the Delta method for deep learning classification.
method Comparison of Delta method and Bootstrap on LeNet-based neural networks using MNIST and CIFAR-10 datasets.
result The Delta method provides a five times faster computation with strong linear predictive uncertainty relationship.
Recently, multilayer bootstrap network (MBN) has demonstrated promising performance in unsupervised dimensionality reduction. It can learn compact representations in standard data sets, i.e. MNIST and RCV1. However, as a bootstrap method, the prediction complexity of MBN is high. In this paper, we propose an unsupervis…
A wild bootstrap method for nonparametric hypothesis tests based on kernel distribution embeddings is proposed. This bootstrap method is used to construct provably consistent tests that apply to random processes, for which the naive permutation-based bootstrap fails. It applies to a large group of kernel tests based on…
In this paper we address the problem of performing statistical inference for large scale data sets i.e., Big Data. The volume and dimensionality of the data may be so high that it cannot be processed or stored in a single computing node. We propose a scalable, statistically robust and computationally efficient bootstra…
Paper presents methods to create stock price confidence intervals using LSTM models.
problem Creating accurate confidence intervals for LSTM-estimated stock prices.
method Three bootstrap methods for dependent data, optimal block length selection, and benchmark comparison.
result Illustrated through stock price data, different bootstrap strategies provide varying confidence intervals.
The paper analyzes bootstrap ensemble classifiers in high-dimensional settings.
problem Performance of bootstrap ensemble classifiers in high-dimensional data.
method Random Matrix Theory applied to LSSVM ensemble.
result Strategies to optimize performance of LSSVM ensemble.
Bootstrapping regularizes singular correlation matrices, reducing the need for complex regularization.
problem Singular correlation matrices in large datasets.
method Averaging bootstrapped correlation matrices to ensure positive-definiteness.
result The averaged correlation matrix is almost surely positive-definite with a sufficient number of bootstraps.
Efficient exploration in complex environments remains a major challenge for reinforcement learning. We propose bootstrapped DQN, a simple algorithm that explores in a computationally and statistically efficient manner through use of randomized value functions. Unlike dithering strategies such as epsilon-greedy explorat…
New algorithm speeds up causal inference for large data.
problem Efficiently estimating causal effects from large data.
method Causal Bag of Little Bootstraps (cBLOBS).
result Significantly improved computational efficiency with consistent estimates.
The paper improves the empirical bootstrap method for non-normal estimators.
problem Theoretical properties of empirical bootstrap for non-asymptotically normal estimators.
method Establishing limiting distribution, deriving consistency conditions, proposing alternative methods.
result The empirical bootstrap method can be asymptotically consistent under stability conditions.
Regularization is an important component of predictive model building. The hybrid bootstrap is a regularization technique that functions similarly to dropout except that features are resampled from other training points rather than replaced with zeros. We show that the hybrid bootstrap offers superior performance to dr…
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 extended in various directions. An important problem with LiNGAM is that the results a…
New estimators improve Rasch model item parameter estimation for sparse data.
problem Estimating item parameters in sparse Rasch model data.
method Random pairing maximum likelihood estimator (RP-MLE) and its bootstrapped variant (MRP-MLE).
result RP-MLE and MRP-MLE are minimax optimal and provide precise item parameter estimates.
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 estimator based on a ratio of realized power variations. Our new resampling method,…
It is shown that bootstrap approximations of support vector machines (SVMs) based on a general convex and smooth loss function and on a general kernel are consistent. This result is useful to approximate the unknown finite sample distribution of SVMs by the bootstrap approach.
Develops statistical confidence sets for multidimensional scaling.
problem Statistical uncertainty in multidimensional scaling of noisy data.
method Formal statistical framework, distributional convergence results, uniform confidence sets, bootstrap procedures.
result Construction of reliable confidence sets for latent configurations in multidimensional scaling.
LOBSTUR-GNN adapts bootstrapping for unsupervised GNNs, improving node representation learning.
problem Hyperparameter tuning and lack of established methodologies for unsupervised GNNs.
method Adapts bootstrapping techniques for local graph dependencies and uses CCA for embedding consistency.
result 65.9% improvement in classification accuracy compared to uninformed hyperparameter selection.
Bootstrap bounds on Einstein manifolds using semidefinite programming.
problem Bounding geometric data of closed Einstein manifolds.
method Semidefinite programming applied to consistency conditions of geometric data.
result Bootstrap bounds translate to constraints on Kaluza-Klein modes.
Blockwise bootstrap improves ASR performance testing for correlated data.
problem Testing reliability of WER improvements between ASR systems.
method Divide evaluation utterances into nonoverlapping blocks and resample these blocks.
result The variance estimator of absolute WER difference is consistent under mild conditions.