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Record W1964782536 · doi:10.1198/106186008x343785

The Fast-τ Estimator for Regression

2008· article· en· W1964782536 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.

Bibliographic record

VenueJournal of Computational and Graphical Statistics · 2008
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsUniversity of British Columbia
Fundersnot available
KeywordsEstimatorResamplingHeuristicMathematicsComputer scienceRegressionAlgorithmExtremum estimatorBootstrapping (finance)M-estimatorStatisticsMathematical optimizationEconometrics

Abstract

fetched live from OpenAlex

Yohai and Zamar's τ-estimators of regression have excellent statistical properties but are nevertheless rarely used in practice because of a lack of available software and the general impression that τ-estimators are difficult to approximate. We will show, however, that the computational difficulties of approximating τ-estimators are similar in nature to those of the more popular S-estimators. The main goal of this article is to compare an approximating algorithm for τ-estimators based on random resampling with some alternative heuristic search algorithms. We show that the former is not only simpler, but that when enhanced by local improvement steps it generally outperforms the consider edheuristic search algorithms, even when the seheuristic algorithms also incorporate local improvement steps. Additionally, we show that the random resampling algorithm for approximating τ-estimators has favorable statistical properties compared to the analogous and widely used algorithms for S- and least trimmed squares estimators.

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)0.000
metaresearch head score (Gemma)0.002
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: Methods · Consensus signal: Methods
Teacher disagreement score0.054
Threshold uncertainty score0.359

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.002
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 head0.086
GPT teacher head0.415
Teacher spread0.329 · 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