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Model Search by Bootstrap “Bumping”

Journal of Computational and Graphical StatisticsPublished 1 December 1999
Robert Tibshirani, Keith Knight
Citations54
SJR quartileQ1
SJR score1.24
SNIP1.40

TL;DR

A bootstrap-based method for enhancing a search through a space of models is proposed, well suited to complex, adaptively fitted models and provides a convenient method for finding better local minima and for resistant fitting.

Abstract

Abstract We propose a bootstrap-based method for enhancing a search through a space of models. The technique is well suited to complex, adaptively fitted models—it provides a convenient method for finding better local minima and for resistant fitting. Applications to regression, classification, and density estimation are described. We also provide results on the asymptotic behavior of bumping estimates.

Keywords

Mathematics