The resampling tag has no wiki summary.
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32 views
Block bootstrap for dependent data with unequal sampling intervals?
I have data from a natural archive (lake sediment). For various reasons it is usually impossible to sample the archive equally in time, and we end up with a time series where essentially we have ...
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3answers
340 views
Bootstrapping estimates of out-of-sample error
I know how to use bootstrap re-sampling to find confidence intervals for in-sample error or R2:
...
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1answer
51 views
Randomizing variables to get the best combination for high R-squared values in R
I've been spending quite some time to figure out how I can get the best R squared value from randomization of some values in a linear regression equation. I have allele frequency data and 14 ...
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0answers
36 views
How to derive jackknife bias for variance and mean
I am having a hard time understanding how one derives jackknife bias for variance and mean.
1) why do we need inflation factor of $(n-1)$ when calculating jackknife bias of mean?
2) How does one ...
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37 views
For bootstrapping, why does a higher subsample size lead to lower variance?
I've been working on a bootstrapping problem that's left me a little confused and wondering whether I'm doing things correctly.
We have around 200 samples from a population of about 3,400, we want to ...
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24 views
Using Monte Carlo p-values with the BH FDR Procedure
I'm working on creating a statistical procedure wherein multiple monte carlo permutation tests (Maris and Oostenveld, 2007) are performed and the Benjamani and Hochberg (2001) False Discovery Rate ...
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103 views
Why does the mean of the bootstrapped distribution not equal the original summary stat?
I have n samples and their average. There's some correlation so I used a moving block bootstrap to get an empirical distribution of the mean. The mean of this empirical bootstrapped distribution seems ...
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3answers
83 views
Downsampling excessively sampled curves
I'm looking for a quick (event if not so accurate) way to deal with over-sampled curves using R. Consider the following example in which x contains 1000 values in ...
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1answer
260 views
Is centering needed when bootstrapping the sample mean?
When reading about how to approximate the distribution of the sample mean I came across the nonparametric bootstrap method. Apparently one can approximate the distribution of $\bar{X}_n-\mu$ by the ...
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1answer
122 views
Resampling with replacement permutation analysis
My question might be easy for most of you to answer. I am starting to learn statistics and coding in R so my questions are on the basic level.
I have a dataset of (two groups, replicates). My data is ...
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0answers
58 views
How to assess stability of daily time series in sentiment analysis?
I developed a measure of "sentiment" and I have time based data and used the measure to derive a daily sentiment time series. I am looking for some way to establish reliability or maybe stability. For ...
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0answers
188 views
Resampling or Basic Simulation and confidence intervals
I have a population of sales that might be won or lost. I know the rate that they are won from historical data. This case 30% of them historically win. To figure out how much money I will be making ...
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1answer
94 views
Controlling type I error in permutation tests
I'm implementing a permutation test for a test statistic with unknown distribution. Apart from my concrete situation (see below), I'd like to know first
If and under what circumstances permutation ...
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1answer
30 views
Notation of a resampled mean
For a work that I have to document, at some point I do N resampling of the initial sample and generate N means out of them (some kind of bootstrapping). Pretty easy, however I don't know how to write ...
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1answer
45 views
If my counts are from a proportion (resampling) of a sample, does it influence the confidence interval?
The aim is to estimate the proportion (or counts) of a certain species among a collected sample. Due to the large number, it is not possible to count through the whole sample. So I have to select a ...
3
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1answer
125 views
Resampling and Huber-White
I'm trying to implement the "Free Step-Down Resampling Method" described by Westfall and Young in "Resampling-Based Multiple Testing" (algorithm ~2.8 in the text). My goal is to perform a multivariate ...
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2answers
261 views
What is this permutation?
I was recently looking for ways to resample time series, in ways that
Approximately preserve the auto-correlation of long memory processes.
Preserve the domain of the observations (for instance a ...
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5answers
574 views
Can you overfit by training machine learning algorithms using CV/Bootstrap?
This question may well be too open ended to get a definitive answer, but hopefully not.
Machine learning algorithms, such as SVM, GBM, Random Forest etc, generally have some free parameters that, ...
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1answer
218 views
Assessing the representativeness of population sampling
I am looking for some suggestions about assessing the representativeness of a particular dataset I am analyzing.
In this dataset I am looking at the relationship between two variables (e.g., X and ...
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2answers
143 views
What are good references on calculating confidence intervals using subsampling or the delete-d jackknife?
I searched for references on using subsampling or the delete-d jackknife to calculate confidence intervals but wasn't able to find much.
Could someone please offer more reference on using subsampling ...
4
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1answer
164 views
Shifting bootstrap confidence interval to be centered around original parameter
I've been doing a bit of research into bootstrapping as I've been told one method of performing it, and this seems to differ from what I can find in other sources.
I have a sample, and want to ...
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2answers
180 views
How/Why does resampling from “any” distribution lead to a normal distribution?
I was performing some Monte-Carlos on historical data and irrespective of the distribution of the data I would always get a normal distribution owing to resampling with replacement. That made it easy ...
4
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3answers
328 views
Practical difference between “sampling” and “re-sampling with replacement”
What is the difference between "sampling" and "re-sampling with replacement" from a practical point of view (I mean how do I code that) ?
When one say: "sampling $\tilde{x}_t^{(i)}$ from $p(x_t | ...
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2answers
820 views
Test for IID sampling
How would you test or check that sampling is IID (Independent and Identically Distributed)? Note that I do not mean Gaussian and Identically Distributed, just IID.
And idea that comes to my mind is ...
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0answers
188 views
Bootstrapping a sample with unequal selection probabilities
I want to "blow up" a sample, taken with replacement, for which I know the overall sampling probability $\pi_i$ for each item $i$. Is it valid to use bootstrapping and apply inverse probability ...
6
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2answers
652 views
What is the procedure for “bootstrap validation” (a.k.a. “resampling cross-validation”)?
"Bootstrap validation"/"resampling cross-validation" is new to me, but was discussed by the answer to this question. I gather it involves 2 types of data: the real data and simulated data, where a ...
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226 views
How does pooling and resampling affect variance of sample mean?
Suppose I have $N$ independent random variables $X_n$. I draw a sample of predetermined size $K_n$ from each of them. Denote the average of each sample $\bar{\hat{X}}_n$, and the total number of ...
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1answer
251 views
Increase the sample size of a Latin Hypercube study?
I want to create a climate model ensemble, testing 5 parameters (real, uniformly distributed between two values), using a latin hypercube approach. The problem is that I'm not sure how many ...
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3answers
936 views
How to resample in R without repeating permutations?
In R, if I set.seed(), and then use the sample function to randomize a list, can I guarantee I won't generate the same permutation?
ie...
...
2
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1answer
114 views
Resampling dataset size
I have learned that resampling e.g. bootstrapping could give us better results for some problems. If we have a huge data set (millions of values) does it make sense to do some kind of resampling or ...
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299 views
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272 views
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1answer
167 views
How to resample matrices to test for the robustness of their correlation?
I have several populations where I have morphology and diet for each individual. I am interested in the correlation between diet and morphological distances. However the number of individuals in each ...
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1answer
201 views
Bootstrap distribution of a breakpoint not centered around its parameter estimate
I estimated the breakpoint for a piecewise linear model (one intercept, two slopes that meet at the breakpoint) by minimizing the deviance using an optimizer (optim ...
7
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1answer
398 views
Gini coefficient and error bounds
I have a time series of data with N=14 counts at each time point, and I want to calculate the Gini coefficient and a standard error for this estimate at each time point.
Since I have only N=14 counts ...
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2answers
332 views
Subsample of a random sample: random sample?
Let's say you have a large random sample of soccer players in Europe but you are only interested in what happens in Spain. Could you reduce your sample to players in Spain and still call it a random ...
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1answer
663 views
Caret re-sampling methods
I am using the library "caret" in R to test various modelling procedures.
The trainControl object allows one to specify a re-sampling method. The methods are described in the documentation section ...
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1answer
121 views
Generalization of basic probability question
This is the motivation for my question: Suppose we have $n$ tickets
in a bag, and we draw $k$ of them uniformly at random without replacement.
Now, repeat the same procedure independently (same $n$ ...
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4answers
1k views
What's the difference between bootstrapping t-test and just using a nonparametric test?
I want to perform a single-tail test on a single sample of real numbers (N~100) against an expected value. The population is known to be not normally distributed. So from what I've read about stats, I ...
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2answers
217 views
Using non-random sample to make population estimates
The health screening for immigration to the US includes a mandatory chest x-ray screening for all adults, with the aim of detecting signs of tuberculosis. If the x-ray indicates the possibility of ...
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2answers
137 views
Resampling within a survey to account for missing data
Suppose I have survey responses that look like this:
...
6
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2answers
339 views
Good text for resampling?
Can the group recommend a good introduction text/resource to applied resampling techniques? Specifically, I am interested in alternatives to classical parametric tests (e.g. t tests, ANOVA, ANCOVA) ...
