Resampling is taking a sample from a sample. Common uses are jackknifing (taking a subsample, eg all values but 1) & bootstrapping (sampling w/ replacement). These techniques can provide a robust estimate of a sampling distribution when it would be difficult or impossible to derive analytically.

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27 views

Subsampling to determine a standard error, how does it work?

I need to calculate the standard error on a complicated dataset (> 1700 records) which uses genetic matching. Using bootstrap results in very high computation time (because of the genetic matching). ...
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54 views

Resampling pre - post data by shuffling pre/post

Is the following approach a valid way to use resampling to determine if observed changes in pre/post test are significant: The null hypothesis is that there is no difference between the pre and post ...
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10 views

Likelihood-weighted sampling and resampling

Suppose we have a Hidden Markov model with continuous state space $X$ and continuous observation space $E$. I'm currently at the very beginning trying to write a code that performs so called ...
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31 views

Compute confidence interval for univariate Kernel Density Estimator

I've got a univariate dataset (timeseries) for two kind of simulated systems, and I want to explore the differences between the two. To do that, I can build a univariate gaussian KDE for each dataset ...
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30 views

Can you acquaint a randomization test with any test?

I want to determine whether my randomizer works properly in a statistical test. One method to do this is a randomization test where we try all possible combinations for two groups. For example: could ...
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52 views

How do I show that the two methods of permutation test are both valid?

My main objective is to show the methods described below are really the same. However, I am having difficult both formulating the idea clearly and proving my assertion. Below is my attempt. Suppose ...
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24 views

log transform vs. resampling

I want to run a simple regression predicting score on some task, from number of minutes spent doing another activity. My N is ~800. The score variable is normally distributed and measured in ...
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67 views

How to Sample from a Randomisation Distribution?

I will use an example to explain my problem, but I think that it can be generalised to any randomization testing that does not allow one to create the null distribution by enumerating of all the ...
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26 views

Distribution of shuffled elements in permutation test

I've tried to find an answer to this problem by searching online, but I couldn't, so please forgive me if this question has been asked and answered. :) I have two vectors of length ...
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230 views

How to generate a more accurate distribution of sample of random variates?

I want to generate a sample of random variates choosing 5 out of 7 days of the week, $X_1,\ldots,X_5$, such that the aggregate counts resemble a given day-of-week profile, namely ...
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22 views

Modeling rare events

I am looking to model fraudulent cases using logistic regression. However there are tow different datasets which are available. I used to build my model on; it had 4% of fraud cases. My model on ...
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39 views

In R package caret, how is linear regression model trained by using resampling?

Resampling is usually used to find the best tuning parameters for a model. However, for some models, such as linear regression model, there is no tuning parameters. In this case, what can we get from ...
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17 views

Quantum computing and resampling techniques

Maybe I miss interpreted how does quantum computing work. If I understood well it would allow to perform extreme parallelization by making using a single qubit to perform many calculations at the ...
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30 views

Sample Representing a Different Population

I have two sets of populations: containing 1.5 million and 5.5 million units. I need to select a sample out of 5.5 million population so that the sample represents the 1.5 million population based on ...
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133 views

Difference between bootstrap and resampling

I am using biological / microarray data. For example, one of my datasets has 50 samples, and 1000 gene attributes. They have 2 labels, Normal and ...
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106 views

Cross-validation vs random sampling for classification test

I usually have used cross-validation for testing classification performance. However, I read about the article that random sampling (bootstrapping) works better in many cases. I am not sure which one ...
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21 views

optimum bootstrap resamples quantity

If it can be defined, what is the optimum bootstrap resamples quantity? My specific aim is to determine confidence level (CL). notes: I am not a statistician. I want to find CL for failure rates of ...
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47 views

Confused about the sample size in large sample confidential interval and population proportion intertal

My professor said when sample size is large, it will has the following formula, but how big is the sample can be considered to be a large sample and use the following formula? I did some questions ...
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37 views

Difference between monte carlo based analysis and a hypothesis test

Is it reasonable to use Monte Carlo methods to resample a dataset of weekly rainfall amounts to statistically test for difference between two timeseries? That is, randomly pull ~30 paired observations ...
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29 views

Applying SMOTE and PCA to high dimensional data giving low accuracy

I have a high dimensional datasets of around 2300+ columns. The dataset consist of two class labels of which one is extremely biased and occurs less than 10%. I looked at the various algorithms and ...
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23 views

Would splitting an unbalanced data into training and test data help for better classifier accuracy?

This will be my first post here. I have a not-so unbalanced data set with a 3 class variable having a distribution of approximately 48%,35% and 17% for the three of them. Is it advisable to preprocess ...
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36 views

Artificially adding more points x, y in linear regression

If I have $x$, $y$ data pairs and I am fitting $y = ax + b$, so I am using a standard OLS model. My questions are: If I take a particular value of the tuple (x,y), say $x_5$, $y_5$ pair and add it ...
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23 views

Creating a bootstrap null (H0) distribution. Investigating alternatives

I'm investigating the possibility of creating a non parametric bootstrap null distribution for hypothesis testing in multivariable regression analysis. The null hypothesis is based on the absence of ...
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51 views

How do I bootstrap with R correctly without increasing the degree of freedom?

I need to compare survey responses from my experimental (referred as "FS" below) and control group (referred as "GV" below) using independent samples t-test. As the two groups have unequal sample ...
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59 views

Resampling under the null versus the alternative hypothesis

I'm looking at a community of organisms using simultaneous GLMs via the mvabund package. The manyglm function from this package ...
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4 views

Sampling from a probability list/set efficiently [duplicate]

Let $A = ((a_1, p_1), (a_2, p_2), \dots)$ be a list of elements $a$ which associated probabilities $p$ where $\sum p_i = 1$. $A$ can also be a set, as all $a_i$ are distinct and their order doesn't ...
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36 views

minority class resampling and classification accuracy inflation

I have a question whether resampling (with synthetic data) to fix uneven class distribution inflates classifier accuracy? I've used SMOTE algorithm to increase the number of instances in 4 minority ...
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32 views

Is training error ever “good enough” when we have a large enough sample?

I recently had a (more experienced) coworker tell me that when you have a large enough sample, training error should be "good enough" to assess model performance. His point was that with a ...
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83 views

How to re-sample particle filter's particles for a 1D door/wall problem

So assuming your implementation of the motion model and sensor model is at a somewhat satisfying level, the question then is how do I stabilize localization with the re-sampling step. I'm currently ...
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15 views

Resampling for comparative purposes

I'm here with a question concerning resampling. My issue: I measured the stature of an individual and found him markedly tall when compared with other eight subject from the same population. However, ...
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19 views

runs of events - resampling logic

Let's say I have a possible event (say, machinery failure) that occurs at a certain probability (say, 30% of the time), and batches of trials (say, production runs of length N). Using resampling ...
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9 views

Is there a term that describes sensitvity to subsampling?

Assume I have some sample $X$ from a distribution and I use it to calculate some statistic $S$. Sometimes one wishes to evaluate how $S$ changes when calculated from subsamples of $X$. Is there a ...
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21 views

Coefficient significance for resampling

I have run the same regression on 10000 samples drawn with stratified random sampling, making use of "simulate" in STATA (the drawn samples are smaller than the original dataset). This gives me a new ...
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54 views

Standard error of an estimate from a non-probability sample?

Assume one tries to estimate the mean price of an item by employing a non-probability sample due to the lack of a survey frame of the universe of all items. How would I go about calculating the ...
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170 views

Bootstrap methodology. Why resample “with replacement” instead of random subsampling?

The bootstrap method has seen a great diffusion in the last years, I also use it a lot, especially because the reasoning behind is quite intuitive. But that's one thing I don't understand. Why Efron ...
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37 views

Updating the head or tail of an ordered subset of rows using data.table in R

The concept is simpler than my title. I have a data.table that represents a sample taken from a population. My goal is to test the performance of several different prediction algorithms across sample ...
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15 views

Estimating performance of an iterated random algorithm

I have an algorithm that has a certain probability of computing an answer after a randomly distributed runtime. The probability may be less than 1 even for infinite time in a single run of the ...
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28 views

Visually Compare Different Sampling Methods [closed]

I am working on a project exploring results from a dataset, when using different sampling designs on that dataset. It is really fun thus far, and I have been learning a great deal of things especially ...
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123 views

Estimation on evolving distribution with small updates

I have a set $X$ of $10^6$ elements and a time series of probability distributions $\mu_1,\mu_2,\ldots$ on $X$. I want to estimate the expected value of a function $f$ over each $\mu_t$. It is easy to ...
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53 views

Training set selection

I have the following question for a project I'm working on. I am trying to find the best strategy to select the best training set in a dataset. I have a dataset with a few billions rows. I am trying ...
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160 views

Representative resampling

I am working with a population in which each individual has, among others, 6 observed variables that can be 0 or 1: $X_i \sim Bernoulli(p_i),\ i=1,...,6$ . I know the "true" value for the ...
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2answers
54 views

How to empirically show that a certain quantity approximately follows a normal distribution?

To motivate some theoretical work, I need to show that two certain variables (say $X$ and $Y$) approximately follow a normal distribution in actual datasets. I have one large dataset with about $300$ ...
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109 views

Resampling for unbalanced data in cross-validation

Resampling the data prior to classification is one of the techniques dealing with unbalanced dataset. I then consider down-sampling and ...
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137 views

Sampling, feature selection and preprocessing in cross validation

To brief my question, I want to clarify the order of parameter tuning and the correctness of the flow in my scheme. In my classification scheme, there are several steps including: SMOTE (Synthetic ...
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1answer
162 views

Bootstrapping a t-test in R

I have two groups of individuals (22 in each group), which I compared using a t-test. The difference between groups was non-significant (p = .17). Because the p-value was quite low, my supervisor ...
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68 views

Random sample of a random sample from a population: Also a random sample?

From population P we draw an adequately sized random sample S1. From the sample S1 we draw an adequately sized random sample S2 (with replacement). Are the distributional characteristics of S2 ...
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2answers
50 views

Bootstrapping a t statistic - Rationale and procedure

I was hoping someone could help me out with this. I've seen similar questions on the forum, but I need to know if I've understood the correct rationale and procedure for bootstrapping for my ...
2
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1answer
321 views

Interpretation of a 95% confidence interval calculated via bootstrapping?

I've been thinking about what exactly a 95% confidence interval means when it is calculated via bootstrapping. The formal definition of a 95% confidence interval is something like this: "if the ...
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28 views

Application of Permutation Tests

I don't know how to post the question more formally. Therefore, let me introduce an example. Suppose you want to estimate the following regression: $n_i = f(x_i)+\beta \cdot 1[x_i = j]$, $n_i$ is ...
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318 views

Bootstrapping time series data: Circular block bootstrap

I have some very basic questions on circular block bootstrap applied to time series (dependent data). Let's suppose, I have a time series data like the one below. I know it's non stationary, but for ...