October 2021
Intermediate to advanced
289 pages
8h 31m
Chinese
Content preview from 数据科学中的实用统计学(第2版)
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数据与抽样分布
｜
55
2.4.1
重抽样与
Bootstrap
方法
从上面的描述可知，有时候
重抽样
和
Bootstrap
这两个词是同义词。在更多情况下，重抽
样还包括置换过程（参见
3.3.1
节），在这个过程中多个样本被组合起来
，而且抽样过程
可能是以无放回方式完成的。
Bootstrap
总是意味着以有放回方式从一个观测数据集中进
行抽样。
本节要点
• Bootstrap
（从一个数据集中以有放回方式进行抽样）是估计样本统计量变异性的一
种强大的工具。
• Bootstrap
可以以同样的方式应用于各种场景，不用特别考虑抽样分布的数学近似。
• Bootstrap
还可以在不建立数学近似的情况下估计统计量的抽样分布。
•
在用于预测模型时，将多个
Bootstrap
样本预测聚合起来（装袋）的效果要优于使
用单个模型。
2.4.2
扩展阅读
• Bradley Efron
和
Robert Tibshirani
的著作
An Introduction to the Bootstrap
是第一本介绍
Bootstrap
方法的图书，现在仍然非常受欢迎。
• 2003
年
5
月的
Statistical Science
（第
18
卷第
2
期）对
Bootstrap
方法进行了回顾，讨论
了
Julian Simon
在
1969
年首次发布的
Bootstrap
方法
（对于其他先行者的贡献，见
Peter
Hall
的“
A Short Prehistory of the Bootstrap
”一文）
。
•
在
Gareth James
、
Daniela Witten
、
T
revor Hastie ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.