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We show that that the jackknife variance estimator vjack and the the infinitesimal jackknife variance estimator are asymptotically equivalent if the functional of interest is a smooth function of the mean or a smooth trimmed L-statistic. We calculate the asymptotic variance of vjack for these functionals.

Other than common random numbers, control varlates is the most promising variance reduction technique in terms of its potential for widespread use: Control variates is applicable in single or multiple response simulation, it does not require altering the simulation run in any way, and any stochastic simulation contains potential control variates. A rich theory of control variates has been devel...

Multi-fold cross-validation is an established practice to estimate the error rate of a learning algorithm. Quantifying the variance reduction gains due to cross-validation has been challenging due to the inherent correlations introduced by the folds. In this work we introduce a new and weak measure called loss stability and relate the cross-validation performance to this measure; we also establ...