Bootstrapping samples with replacement to estimate distributions
Image: Rembrandt, Public domain, via Wikimedia Commons
Bootstrapping samples with replacement to estimate distributions
Resampling methods, including bootstrapping, involve creating new samples from an observed sample. Bootstrapping specifically uses resampling with replacement to estimate the distribution of a statistic.
Example
From a sample of 100 test scores, we repeatedly draw 100 scores with replacement to create new samples, then calculate the mean for each sample to estimate the distribution of the sample mean.
Remember this
Bootstrapping helps estimate the variability and distribution of a statistic without relying on strong parametric assumptions.
Text adapted from Wikipedia, licensed under CC BY-SA 4.0.
Bootstrapping (statistics)
Small sample sizes can mislead standard error estimates
Boosting (machine learning)
Boosting reduces bias in ML models
GraphSAGE does: samples and aggregates a fixed-size neighborhood
GraphSAGE samples and aggregates a fixed-size neighborhood
Metropolis–Hastings algorithm
Metropolis-Hastings algorithm samples from difficult distributions
Ridge regression
Why do straight lines sometimes fail to fit our data perfectly?
score matching does: learns the gradient of the log-density without normalizing
Ever wonder how we can compare apples and oranges fairly in studies?
Swipe through more Machine Learning concepts
Open Pocket Polymath