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Record W1965440168 · doi:10.1287/mnsc.46.9.1214.12231

Variance Reduction via Lattice Rules

2000· article· en· W1965440168 on OpenAlexaff
Pierre L’Ecuyer, Christiane Lemieux

Bibliographic record

VenueManagement Science · 2000
Typearticle
Languageen
FieldMathematics
TopicMathematical Approximation and Integration
Canadian institutionsUniversité de Montréal
Fundersnot available
KeywordsVariance reductionLinear subspaceLattice (music)Lattice reductionVariance (accounting)Computer scienceLatin hypercube samplingHypercubeMathematical optimizationMathematicsMonte Carlo methodStatisticsPure mathematics

Abstract

fetched live from OpenAlex

This is a review article on lattice methods for multiple integration over the unit hypercube, with a variance-reduction viewpoint. It also contains some new results and ideas. The aim is to examine the basic principles supporting these methods and how they can be used effectively for the simulation models that are typically encountered in the area of management science. These models can usually be reformulated as integration problems over the unit hypercube with a large (sometimes infinite) number of dimensions. We examine selection criteria for the lattice rules and suggest criteria which take into account the quality of the projections of the lattices over selected low-dimensional subspaces. The criteria are strongly related to those used for selecting linear congruential and multiple recursive random number generators. Numerical examples illustrate the effectiveness of the approach.

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.010
Version: metacan-v3-hybrid-931329e0061cValidation 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 score0.005
Threshold uncertainty score0.020

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.010
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0010.002
Science and technology studies0.0010.002
Scholarly communication0.0020.002
Open science0.0020.002
Research integrity0.0010.003
Insufficient payload (model declined to judge)0.0050.001

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 head0.033
GPT teacher head0.304
Teacher spread0.271 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations168
Published2000
Admission routes1
Has abstractyes

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