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Record W2102363012 · doi:10.5555/1995456.1995521

On the error distribution for randomly-shifted lattice rules

2009· article· en· W2102363012 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

VenueWinter Simulation Conference · 2009
Typearticle
Languageen
FieldMathematics
TopicMathematical Approximation and Integration
Canadian institutionsUniversité de Montréal
Fundersnot available
KeywordsMathematicsBounded functionAsymptotic distributionCentral limit theoremMonte Carlo methodRandom variableRate of convergenceUniform boundednessApplied mathematicsMathematical analysisStatisticsEstimator

Abstract

fetched live from OpenAlex

Randomized quasi-Monte Carlo (RQMC) methods estimate the expectation of a random variable by the average of n dependent realizations of it. In general, due to the strong dependence, the estimation error may not obey a central limit theorem. Analysis of RQMC methods have so far focused mostly on the convergence rates of asymptotic worst-case error bounds and variance bounds, when n → ∞, but little is known about the limiting distribution of the error. Here we examine this limiting distribution for the special case of a randomly-shifted lattice rule, when the integrand is smooth. We start with simple one-dimensional functions, where we show that the limiting distribution is uniform over a bounded interval if the integrand is non-periodic, and has a square root form over a bounded interval if the integrand is periodic. In higher dimensions, for linear functions, the distribution function of the properly standardized error converges to a spline of degree equal to the dimension.

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)0.003
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 score0.888
Threshold uncertainty score0.829

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.003
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)0.0010.000

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 head0.124
GPT teacher head0.369
Teacher spread0.245 · 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