Bayesian bootstraps for massive data
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Abstract: In this article, we present data-subsetting algorithms that allow for the approximate and scalable implementation of the Bayesian bootstrap. They are analogous to two existing algorithms in the frequentist literature: the bag of little bootstraps (Kleiner et al., 2014) and the subsampled double bootstrap (SDB; Sengupta et al., 2016). Our algorithms have appealing theoretical and computational properties that are comparable to those of their frequentist counterparts. Additionally, we provide a strategy for performing lossless inference for a class of functionals of the Bayesian bootstrap, and briefly introduce extensions to the Dirichlet Process.
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Cited in
(6)- Gap bootstrap methods for massive data sets with an application to transportation engineering
- Analyzing large datasets with bootstrap penalization
- Hierarchical Bayesian bootstrap for heterogeneous treatment effect estimation
- A general Bayesian bootstrap for censored data based on the beta-Stacy process
- Bayesian bootstraps for massive data
- On the bracketing entropy condition and generalized empirical measures
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