arXiv Machine Learning

Data augmented bootstrap: Unifying confidence interval construction by approximate invariance

arXiv:2606. 09049v1 Announce Type: cross Abstract: We propose the data augmented bootstrap (DAB), a framework for constructing confidence intervals from approximately invariant transformations of the data.

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Jun 8

Data augmented bootstrap: Unifying confidence interval construction by approximate invariance

We propose the data augmented bootstrap (DAB), a framework for constructing confidence intervals from approximately invariant transformations of the data. As special cases, DAB recovers popular methods that rely on exact group symmetries, such as conformal prediction, wild bootstrap for Maximum Mean Discrepancy U-statistics and the recently proposed SymmPI.