A fast procedure for calculating importance weights in bootstrap sampling

DOI10.1016/j.csda.2010.04.019zbMath1247.62125OpenAlexW2149232990WikidataQ42375021 ScholiaQ42375021MaRDI QIDQ452522

Hua Zhou, Kenneth L. Lange

Publication date: 15 September 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc2976546

zbMATH Keywords

bootstrapmajorizationimportance resamplingquasi-Newton acceleration

Mathematics Subject Classification ID

Related Items (1)

MM algorithms for geometric and signomial programming

Cites Work

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• Bootstrap quantile estimation via importance resampling
• A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\)
• Coordinate descent algorithms for lasso penalized regression
• Importance Sampling for Bootstrap Confidence Intervals
• Importance sampling and the nested bootstrap
• IMPORTANCE BOOTSTRAP RESAMPLING FOR PROPORTIONAL HAZARDS REGRESSION
• The bootstrap and Edgeworth expansion

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