The Bayesian Bootstrap
نویسندگان
چکیده
منابع مشابه
Bagging and the Bayesian Bootstrap
Bagging is a method of obtaining more robust predictions when the model class under consideration is unstable with respect to the data, i.e., small changes in the data can cause the predicted values to change significantly. In this paper, we introduce a Bayesian version of bagging based on the Bayesian bootstrap. The Bayesian bootstrap resolves a theoretical problem with ordinary bagging and of...
متن کاملBayesian inference and the parametric bootstrap.
The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families, and are particularly simple starting from Jeffreys invariant prior. Because of the i.i.d. nature of bootstrap sampling, familiar formulas describe the computational accuracy of the Bayes estimates...
متن کاملChain Ladder Method: Bayesian Bootstrap versus Classical Bootstrap
The intention of this paper is to analyse the mean square error of prediction (MSEP) under the distribution-free chain ladder (DFCL) claims reserving method. We compare the estimation obtained from the classical bootstrap method with the one obtained from a Bayesian bootstrap. To achieve this in the DFCL model we develop a novel approximate Bayesian computation (ABC) sampling algorithm to obtai...
متن کاملBayesian Bootstrap for Proportional Hazards Models
Bayesian bootstrap was proposed by Rubin (1981) and its theoretical properties and application to survival models without covariates was studies by Lo (1993) and others. Bayesian bootstrap, empirical likelihood and bootstrap are diierent approaches based on the same idea, approximating the nonparametric model with the family of distributions whose supports are the set of observations. Based on ...
متن کاملBayesian Nonparametric Predictive Inference and Bootstrap Techniques
Abst rac t . We address the question as to whether a prior distribution on the space of distribution functions exists which generates the posterior produced by Efron's and Rubin's bootstrap techniques, emphasizing the connections with the Dirichlet process. We also introduce a new resampling plan which has two advantages: prior opinions are taken into account and the predictive distribution of ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1981
ISSN: 0090-5364
DOI: 10.1214/aos/1176345338