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CANCELLED: Computationally Efficient Bootstrap Sampling Using Markov Chains

Tuesday, August 30, 2022 - 11:00 to 11:30
Giorgio (Gio) Sgarbi, UBC Statistics MSc Student
ESB 4192 / Zoom

To Join Via Zoom: To join this seminar virtually, please request Zoom connection details from headsec [at] stat.ubc.ca.

Abstract: The bootstrap is a popular tool in modern statistics; however, it relies on sub-optimal IID Monte Carlo for approximating the resampling distribution. In this presentation, I will show that perhaps surprisingly, a simple MCMC algorithm can outperform IID sampling in this context. We aim to keep the same valuable features in the original method while hoping to improve sampling efficiency.

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Dear STAT news subscribers:

Please be advised that this seminar has been cancelled. We will reschedule the seminar in the near future. We sincerely apologize for any inconvenience.

Best wishes,

UBC Statistics Department