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Questions tagged [resampling]

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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Comparison of the jacknife vs the bootstrap

I am interested in understanding the relative pros and cons of bootstrap versus jacknife resampling. Both are used in iterative algorithmic approaches to estimating the precision of a prediction or ...
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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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Optimal block size for spatial bootstrapping

Take a regression model: $$ y_s = X_s\beta + \epsilon $$ Where $E[\epsilon|X] = 0$, but $cor(\epsilon_s, \epsilon_{near}) > cor(\epsilon_s, \epsilon_{far})> 0$. In other words, $X$ is ...
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Why might the mean of a bootstrapped distribution not equal the original summary statistic?

Background: I have n samples and their average. The mean of this empirical bootstrapped distribution seems quite different form the average of my original sample. My original average for the n samples ...
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Resampling points in R^n so that kernel density is roughly uniform

Let's say we have points $x_1,\ldots,x_n\in\mathbb{R}^N$ and let $X=\{x_1,\ldots,x_n\}$. I wish to produce a resampling $y_1,\ldots, y_m\in X$ (allowing repetitions) such that the new kernel density ...
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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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Is there a resampling method that blends subsampling with the bootstrap?

I apologize if this is an inappropriate question. I thought of it in class the other day, and I couldn't find a specific answer in my textbooks. I am familiar with the two basic techniques for ...
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Sampling and resampling data in R

My problem this time concerns sampling size-related errors, resample-based confidence intervals and a possible way to control for this error. My dataset consists of 50 measurements of certain cranial ...
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Bootstrapping fits to a small sample

I have a sample of experimentally measured survival times that are quite noisy and vary stochastically. The survival probability of these events (number of events with a survival time of t or more) is ...
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369 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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How to compute confidence intervals from *weighted* samples?

Imagine we have a webserver, which serves a total of N static URLS. There are users visiting the URLs every day. At the end of each day, we have data like this: ...
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Central limit theorem for resampling

What is the analog of the central limit theorem or concentration theorem for resampling, say, an i.i.d. samples? Are there any references for this topic? As a simple example, suppose there are $n$ i....
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Correlating Two Time Series with Gaps in Data and of Different Lengths

I am attempting to correlate the time series from 4 separate tilt monitors that sample every 5 minutes. The time series have slightly different base times and end times, and the resulting arrays are ...
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Can we sample from a set of biased samples to get unbiased samples?

This is a follow-up question to How to uniformly sample vertices from a large graph with given distance from a fixed vertex?. Suppose I took a set $B$ of $n$ samples from a large but finite universe $...
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“ANOVA on a non-random non-Normal sample from a Normal Population”

How can I run ANOVA or tests for statistical significance on a bi-modal sample that came from a normal population? Context: I was tasked with running an ANOVA to see if genotypes (treatments / ...
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Bootstrap Resampling Vs KDE Resampling

Let $\xi\in\mathbb{R}^{m}$ be a random vector with joint desity function $f$, and let $\widehat{\xi}_{1},\ldots,\widehat{\xi}_{N}$ be a sample of $\xi$. We have that the kernel density estimator (...
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logic of resamples function in caret R package

The caret R package includes functions to compare models via their resampling distributions. Specifically, it prescribes fitting multiple models using the same resampling profiles (i.e. same versions ...
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How to calculate a p-value under the null from a bootstrap?

In another thread, I asked how to obtain a confidence interval of the difference in probability of success between two groups from a logit model and @Weihuang Wong showed me how to do this with a ...
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Computing Monte Carlo Error: Particle Filters

I want to ask a question about the Monte Carlo error of a particle filter. Assume we have information of our of the process of our true states, $x_t \forall t$ and hence, we generate our data $y_t$. (...
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Can Resampling be used for estimation and goodness of fit test?

I am trying to compare my data with empirical distributions. But I don't have enough data to cut them to estimation data and validation data. I am trying a resampling approach and would like to see if ...
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446 views

Bootstrapping and resampling sizes

This bootstrap primer from Stanford says How many observations should we resample? A good suggestion is the original sample size. While I get that this advice might be referring specifically to ...
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803 views

What does the class_weight function in keras do during training of Neural Networks?

I have a heavily imbalanced dataset with 170 columns and 2 million rows, there are also missing data in the set. As practiced, I drop all the null values, normalized the data using min-max method and ...
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Which resampling methods are suitable in the presence of dummy variables?

I want to build a machine learning model using the caret package in R. Some of the features in my dataset are dummies taking the value 0 or 1. I would like to know which resampling methods can be used ...
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want to calculate significance of pairwise sharing between lists. Standard hypergeometric test seems inappropriate

I want to calculate if the percentage of sharing of strings (genes in this case) between lists is significantly more than expected by chance for multiple pairwise comparisons between lists of strings. ...
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Resampling in R to see if percentage of pairwise sharing between lists is significant

I have three lists of strings: ListA, ListB and ListC. First 3 lines of ...
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140 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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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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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 ...
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147 views

Estimating means of correlated distributions with long tails

Suppose I have a relatively large number of samples (~1k) drawn from a series (~40) of increasingly long-tailed distributions (going from approximately normal to approximately log-normal). I want to ...
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307 views

What is the correct way of generating a p-value for a correlation with resampling?

I have a vector of gene expression values, across 20 patients. Each patient also has a glucose measure (a continuous numeric vector). I want to find how significant the real correlation value is ...
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Using Resampling to understand a large table

I have a data set that is very large. The attributes (columns) are several thousand. Some are sparse others are not. Some are ordinal, others interval, nominal or ratio. The row size is 10s of ...
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72 views

Statistical thought experiment (possibly Bayesian) about survey sampling and propensity scores

For some practical application I recently came about the following thought experiment. Can anybody help? Suppose we administer a survey A to measure a variable $Y$. The response probabilities may ...
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264 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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Resampling technique to compare genetic diversity indices

I would like to know what would be the more appropriate way to compare two gene diversity indices by resampling or bootstrap methods. The data are as follows. In the first sample, I have 23 ...
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How does one estimate error of extrapolated value with only 2 data points?

I am trying to do a simple linear regression. I have only two data points with errors. How do I estimate the y-intercept with errors? Currently I have: ...
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When to use ordinary, balanced, antithetic, or permutation resampling for bootstrap?

I am using boot and would appreciate any explanation as to when using each of these resampling methods would be recommended in practice. I have come across Do who says that: Simulation results ...
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How to calculate p-value comparing bootstrap-based predicted probabilities and observed probabilities

I posted this question on stackoverflow first but I have got no answer so far, so I decided to post it here in the hope that here I might get an answer. I hope my procedure is acceptable. ...
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Bootstrap test of means using pooled groups - is there a problem?

In his book "Resampling: the New Statistics" (available for free online), Julian Simon presents several examples where he Bootstraps the differences in group means, assuming that the observations of ...
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Practical questions about cluster bootstrap confidence intervals

I want to estimate the accuracy of a machine learning model. I have an independent test set with a vector of trusted labels and a corresponding vector of model-based predictions. If I assume the test ...
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140 views

Monte Carlo testing: number of required permutations

I want to perform a statistical hypothesis test, however I don't know the exact distribution of my test statistic under $H_0$. Therefore, I need to calculate a Monte Carlo estimate $\hat{p}$ of the ...
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How to bootstrap data with unknown correlation structure?

I am interested in how to validly bootstrap data with an unknown correlation structure. Let's say I am bootstrapping in order to obtain inference for some smooth function of the data similar to a ...
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519 views

SMOTE, Oversampling on text classification in Python

I am doing a text classification and I have very imbalanced data like Category | Total Records Cate1 | 950 Cate2 | 40 Cate3 | 10 Now I want to over ...
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resampling from a frequency distribution (histogram) to test for significance

Suppose I have count data on brands and the number of toys they make. ...
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331 views

Replicate weights and the Current Population Survey

The Current Population Survey’s Annual Social and Economic Supplement (abbreviated, oddly, as ASEC) is the USA’s longest running and most detailed annual survey of income and employment. Along with ...
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148 views

Raking to converting a convenience sample to representative sample

I have a convenience sample of patients in a ZIP Code Tabulation Area (ZCTA) for whom I know their gender and age. I also have census data for the ZCTA (in particular I have 1) the percentage of ...
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How can I combine point estimates and standard errors from non-independent datasets?

I will conduct a 1:2 or 1:3 matched case-control study in order to examine risk factors related to a rare disease. Under this study, I'm planning to repeat selection of matched controls for at least ...
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31 views

Mean of a Non-Uniform Sample Rate

I have a nonuniform sample rate. I want to take the mean of samples for a given interval, say an hour. Within the samples of this hour, I want to weight each time slice equally. For example: if I ...
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207 views

“Parametric bootstrap” or “Monte Carlo test”

I have a data set on counts of amphibians in buckets around a pond, which I have detailed in a previous post: Circular statistics for discrete, irregular sector data To conduct a test of circular ...
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Using SMOTE with grouped, paneled, or categorical data?

Let's say that I am building a classifier on imbalanced data. A sample of the data set looks like: ...