惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
云风的 BLOG
云风的 BLOG
Microsoft Security Blog
Microsoft Security Blog
WordPress大学
WordPress大学
GbyAI
GbyAI
C
Check Point Blog
M
MIT News - Artificial intelligence
T
The Blog of Author Tim Ferriss
Jina AI
Jina AI
博客园 - 【当耐特】
U
Unit 42
月光博客
月光博客
腾讯CDC
Y
Y Combinator Blog
小众软件
小众软件
博客园_首页
Last Week in AI
Last Week in AI
酷 壳 – CoolShell
酷 壳 – CoolShell
The GitHub Blog
The GitHub Blog
博客园 - 聂微东
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
MongoDB | Blog
MongoDB | Blog
博客园 - Franky
T
Tailwind CSS Blog

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Bootstrapping Two-phase Sampling
Takumi Saegusa · 2014-06-21 · via math.ST updates on arXiv.org

We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of independence often made in practice. Variance estimation, however, has not been well studied for semiparametric models where variance may not have a closed form. Motivated by semiparametric inference, we establish conditional weak convergence of bootstrap inverse probability weighted empirical processes with several variants of calibration. Two main obstacles to applying existing bootstrap empirical process theory are the dependent and biased sample due to sampling design, and the complex limiting processes of the linear combinations of Brownian bridge processes. To address these issues, the proposed bootstrap weights take the form of the product of two weights corresponding to randomness from each phase and stratum. We apply our bootstrap to weighted likelihood estimation and establish two Z-theorems for a general semiparametric model where a nuisance parameter can be estimated either at a regular or a non-regular rate. We show different bootstrap calibration methods proposed in the survey sampling literature yield different bootstrap asymptotic distributions.