no code implementations • 21 Feb 2024 • Lucas Clarté, Adrien Vandenbroucque, Guillaume Dalle, Bruno Loureiro, Florent Krzakala, Lenka Zdeborová
We investigate popular resampling methods for estimating the uncertainty of statistical models, such as subsampling, bootstrap and the jackknife, and their performance in high-dimensional supervised regression tasks.
no code implementations • 22 Mar 2023 • Amedeo Roberto Esposito, Adrien Vandenbroucque, Michael Gastpar
We are thus able to provide estimator-independent impossibility results thanks to the Data-Processing Inequalities that divergences satisfy.