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Record W1598072008 · doi:10.1142/s0217595916500408

Algorithms for Finding Copulas Minimizing Convex Functions of Sums

2016· article· en· W1598072008 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueAsia Pacific Journal of Operational Research · 2016
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsUniversity of Waterloo
FundersNatural Sciences and Engineering Research Council of CanadaAlexander von Humboldt-Stiftung
KeywordsMathematicsMarginal distributionRegular polygonConvex functionConvergence (economics)Distribution (mathematics)Applied mathematicsMeasure (data warehouse)Mathematical optimizationFunction (biology)Copula (linguistics)AlgorithmRandom variableComputer scienceStatisticsMathematical analysisEconometrics

Abstract

fetched live from OpenAlex

In this paper, we develop improved rearrangement algorithms to find the dependence structure that minimizes a convex function of the sum of dependent variables with given margins. We propose a new multivariate dependence measure, which can assess the convergence of the rearrangement algorithms and can be used as a stopping rule. We show how to apply these algorithms for example to finding the dependence among variables for which the marginal distributions and the distribution of the sum or the difference are known. As an example, we can find the dependence between two uniformly distributed variables that makes the distribution of the sum of two uniform variables indistinguishable from a normal distribution. Using MCMC techniques, we design an algorithm that converges to the global optimum.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.979
Threshold uncertainty score0.250

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.163
GPT teacher head0.359
Teacher spread0.196 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it