AnintroductiontotheBootstrapmethod.pptVIP

Summary of the Bootstrap method Original object O (a tree, a best fit...) is computed from a “list of data” (numbers, sequences, microarray data,….). Construct a new list, with the same number of elements, from the original list by randomly picking elements from the list. Any one element from the list can be picked any number of times. Compute new object, call it O1 Repeat the process many times (typically 100-1000). The elements {O1 , O2 , ……} are assumed to be taken from a statistical distribution, so one can compute averages, variances, etc. Conclusions Don’t feel bad if this went over your head ! I’m happy to explain this again…….. Textbook : Randomization, Bootstrap and Monte Carlo Methods in Biology, B.F.J. Manly, Chapman Hall Many extra subtleties, (parametric, non-parametric, random numbers) have not been discussed. Do NOT scrimp on the explanation of this method when you are writing it up !!! 优秀精品课件文档资料 An introduction to the Bootstrap method Hugh Shanahan University College London November 2001 I know that it will happen, Because I believe in the certainty of chance The Divine Comedy Outline Origin of Statistics Central Limit Theorem Difficulties in “Standard Statistics” Bootstrap - the basic idea A simple example Case Study I : Phylogenetic Trees Case Study II : Bayesian Networks Conclusions Statistics 101 We want the ‘average’ and ‘error’ for some variable Time between first and second division of frog embryo Half-life of a radioactive sample How many days does Wimbledon get delayed by (grrr……..) Strategy Assuming only statistical variation Carry out measurement “many” times Error decreases as number of measurements increase In fact, there’s a huge amount of statistical machinery going on with this……. Assume the Central Limit Theorem “If random samples of n observations y1, y2, …yn are drawn from a population of finite mean m and variance s2, then when n is sufficiently large, the sampling distribution of the sample mean can