Stability via resampling: statistical problems beyond the real line
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866914811030274048 |
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| author | Soloff, Jake A. Barber, Rina Foygel Willett, Rebecca |
| author_facet | Soloff, Jake A. Barber, Rina Foygel Willett, Rebecca |
| contents | Model averaging techniques based on resampling methods (such as bootstrapping or subsampling) have been utilized across many areas of statistics, often with the explicit goal of promoting stability in the resulting output. We provide a general, finite-sample theoretical result guaranteeing the stability of bagging when applied to algorithms that return outputs in a general space, so that the output is not necessarily a real-valued -- for example, an algorithm that estimates a vector of weights or a density function. We empirically assess the stability of bagging on synthetic and real-world data for a range of problem settings, including causal inference, nonparametric regression, and Bayesian model selection. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_09511 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Stability via resampling: statistical problems beyond the real line Soloff, Jake A. Barber, Rina Foygel Willett, Rebecca Statistics Theory Model averaging techniques based on resampling methods (such as bootstrapping or subsampling) have been utilized across many areas of statistics, often with the explicit goal of promoting stability in the resulting output. We provide a general, finite-sample theoretical result guaranteeing the stability of bagging when applied to algorithms that return outputs in a general space, so that the output is not necessarily a real-valued -- for example, an algorithm that estimates a vector of weights or a density function. We empirically assess the stability of bagging on synthetic and real-world data for a range of problem settings, including causal inference, nonparametric regression, and Bayesian model selection. |
| title | Stability via resampling: statistical problems beyond the real line |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2405.09511 |