I recently gave a talk on the Bag of Little Bootstraps algorithm at Papers We Love Too in San Francisco:

My part starts around 31:27, but you should watch the excellent mini talk at the beginning too! For reference, here are all the papers that are mentioned in the talk:

Quenouille, M. H. (1956) Notes on Bias in Estimation. Biometrika, Vol. 43, No. 3 / 4.

Jaeckel, L. (1972) The infinitesimal jackknife. Bell Laboratories Memorandum, #MM 72-1215-11.

Miller, R. G. (1974) The jackknife: a review. Biometrika 61 1-15.

Efron, B. (1979) Bootstrap methods: Another look at the jackknife. Annals of Statistics, 7(1):1-16.

Kleiner, A., Talwalkar, A., Sarkar, P., and Jordan, M. I. (2012) A scalable bootstrap for massive data.

Kleiner, A., Talwalkar, A., Sarkar, P., and Jordan, M. I. (2012) The big data bootstrap.

Also, in case there’s any confusion, I don’t train Arabian horses.