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I had the same thought. The bootstrap is a really simple and easy-to-implement technique that we've had for decades.

There is even some recent work on a "Big Data" (distributed) version of the bootstrap from Michael Jordan's group [1]. It's also pretty easy to implement and can be really useful in practice.

[1] http://onlinelibrary.wiley.com/doi/10.1111/rssb.12050/full



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