Hi Jan,
Glad to hear the post is useful to you! :D Here's a practical,
self-contained example of bootstrapping:
https://cran.r-project.org/web/packages/broom/vignettes/bootstrapping.html
And an excerpt from my own work:
https://github.com/wikimedia-research/Discovery-Search-Test-PhraseRescoreBo…
because I needed to bootstrap the distribution of a K-L divergence metric (
https://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence)
Also, if you are using the R package "forecast" for ARIMA models, one of
the options in predict.Arima (I think) is to create confidence intervals
for the forecast by bootstrapping residual errors :)
Hope that helps!
- Mikhail
On Saturday, February 4, 2017, Jan Dittrich <jan.dittrich(a)wikimedia.de>
wrote:
Hello Analytics,
I read "Hiring a data scientist" (
https://blog.wikimedia.org/
2017/02/02/hiring-data-scientist/) recently and it gave us a lot of
useful insights into our (WMDEs) process of hiring a Data Analyst.
I stumbled upon the Bootstrap question and was reminded that I should
extend my knowledge there; I read about the theory behind but I never used
it in practice, so I wondered if one of you has some examples to share
where you used bootstrapping in your work (Ideally in a iPython or
RMarkdown notebook, which usefulness was also highlighted in the Job post
:-) )
Jan
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