Hackers beware: Bootstrap sampling may be harmful

Anything is better when bootstrapped. Read my co-worker’s post on bootstrapping. Also make sure following the links Yanir gives to support his claims

Yanir Seroussi

Bootstrap sampling techniques are very appealing, as they don’t require knowing much about statistics and opaque formulas. Instead, all one needs to do is resample the given data many times, and calculate the desired statistics. Therefore, bootstrapping has been promoted as an easy way of modelling uncertainty to hackers who don’t have much statistical knowledge. For example, the main thesis of the excellent Statistics for Hackers talk by Jake VanderPlas is: “If you can write a for-loop, you can do statistics”. Similar ground was covered by Erik Bernhardsson in The Hacker’s Guide to Uncertainty Estimates, which provides more use cases for bootstrapping (with code examples). However, I’ve learned in the past few weeks that there are quite a few pitfalls in bootstrapping. Much of what I’ve learned is summarised in a paper titled What Teachers Should Know about the Bootstrap: Resampling in the Undergraduate Statistics Curriculum by Tim…

View original post 1,462 more words

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s