Deep Bootstrap

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Authors: Jinyuan Chang, Yuling Jiao, Lican Kang, Junjie Shi
Cited by: 0

Abstract

In this work, we propose a novel deep bootstrap framework for nonparametric regression based on conditional diffusion models. Specifically, we construct a conditional diffusion model to learn the distribution of the response variable given the covariates. This model is then used to generate bootstrap samples by pairing the original covariates with newly synthesized responses. We reformulate nonparametric regression as conditional sample mean estimation, which is implemented directly via the learned conditional diffusion model. Unlike traditional bootstrap methods that decouple the estimation of the conditional distribution, sampling, and nonparametric regression, our approach integrates these components into a unified generative framework. With the expressive capacity of diffusion models, our method facilitates both efficient sampling from high-dimensional or multimodal distributions and accurate nonparametric estimation. We establish rigorous theoretical guarantees for the proposed method. In particular, we derive optimal end-to-end convergence rates in the Wasserstein distance between the learned and target conditional distributions. Building on this foundation, we further establish the convergence guarantees of the resulting bootstrap procedure. Numerical studies demonstrate the effectiveness and scalability of our approach for complex regression tasks.

Fields of Study & Subjects

Gaussian Processes and Bayesian Inference Markov Chains and Monte Carlo Methods Statistical Methods and Applications

Publication details

Journal / source
arXiv (Cornell University)
Publication date
11 February 2026
Language
EN
Document type
Preprint