An Introduction to the Bootstrap

By Bradley Efron, Robert Tibshirani. 1995

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Citations in the corpus

Designing Network Design Spaces (2020, methodology): “wm =2.5 0 3 6 9 12 15 18 21 16 32 64 128 256 512 1024 RegNetX-400MF di=[1,2,7,12] wi=[32,64,160,384] g=16,b=1,e=27.2% wa=24,w0=24,wm =2.5 0 2 4 6 8 10 12 14 16 32 64 128 256 512 1024 RegNetX-600MF di=[1,3,5,7] wi=[48,96,240,528] g=24,b=1,e=25.5% wa=37,w0=48,wm =2.2 0 2 4 6 8 10 12 14 16 32 64 128 25”
Show Your Work: Improved Reporting of Experimental Results (2019, methodology): “ 3.2 Comparison with Bootstrap Lucic et al.(2018) andHenderson et al.(2018) have advocated for using the bootstrap to estimate the mean and variance of the best validation performance. The bootstrap (Efron and Tibshirani, 1994) is a general method which can be used to estimate statistics that do not”
Trend analysis of climate time series: A review of methods (2019, background): “Efron and Tibshirani (1993) wrote a textbook on the bootstrap.”
Deep Reinforcement Learning in a Handful of Trials using Probabilistic Dynamics Models (2018, methodology): “r training times. Ensembles of bootstrapped models are even simpler still: given a base model, no additional (hyper-)parameters need be tuned, whilst still providing reasonable uncertainty estimates [Efron and Tibshirani, 1994, Osband, 2016]. We consider ensembles of B-many bootstrap models, using ”
On Brownian Distance Covariance and High Dimensional Data (2009, neutral): “, Efron and Tibshirani [11]).”
Identifying Statistical Bias in Dataset Replication (2020, background): “d (b) the bias is an analytic function in 1/n that is dominated by the Q(1 n) term in its power series expansion. We address the ﬁrst of these concerns by plotting jackknife conﬁdence intervals (c.f. [ET94]) for our estimates. Consideration (b) carries a bit more weight: as shown in Appendix E.1, th”
Distributional vectors encode referential attributes (2015, methodology): “A significance test with bootstrap resampling (Efron and Tibshirani, 1994) showed that all pairwise comparisons (Baseline vs.”
Do Large Banks have Lower Costs? New Estimates of Returns to Scale for U.S. Banks (2009, unknown): “To make inference about S, we use the bias-correction method described by Efron and Tibshirani (1993). In particular, we estimate (1 − α) × 100-percent confidence intervals by ( Ŝ∗(α1), Ŝ∗(α2) ) , where Ŝ∗(α) denotes the α-quantile of the bootstrap values Ŝ∗ b , b = 1, .”
Effectiveness of mandatory vessel speed limits for protecting North Atlantic right whales (2014, methodology): “We conducted a bootstrap resampling analysis (Efron & Tibshirani 1993) to test the hypothesis that the average annual number of ship-struck whale carcasses found after the speed rule went into effect would be less than the average number during the 18 yr before the speed rule went into effect.”