Non-Parametric Bayesian Inference on Bivariate Extremes
Bibliographic record
Abstract
Summary The tail of a bivariate distribution function in the domain of attraction of a bivariate extreme value distribution may be approximated by that of its extreme value attractor. The extreme value attractor has margins that belong to a three-parameter family and a dependence structure which is characterized by a probability measure on the unit interval with mean equal to 12, which is called the spectral measure. Inference is done in a Bayesian framework using a censored likelihood approach. A prior distribution is constructed on an infinite dimensional model for this measure, the model being at the same time dense and computationally manageable. A trans-dimensional Markov chain Monte Carlo algorithm is developed and convergence to the posterior distribution is established. In simulations, the Bayes estimator for the spectral measure is shown to compare favourably with frequentist non-parametric estimators. An application to a data set of Danish fire insurance claims is provided.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot 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.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.011 | 0.063 |
| Meta-epidemiology (narrow) | 0.000 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.001 |
| Bibliometrics | 0.002 | 0.002 |
| Science and technology studies | 0.001 | 0.002 |
| Scholarly communication | 0.002 | 0.003 |
| Open science | 0.002 | 0.002 |
| Research integrity | 0.001 | 0.002 |
| Insufficient payload (model declined to judge) | 0.003 | 0.000 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
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".