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Record W2123021420 · doi:10.2143/ast.40.1.2049235

Bounded Relative Error Importance Sampling and Rare Event Simulation

2010· article· en· W2123021420 on OpenAlexafffund
D. L. McLeish

Bibliographic record

VenueAstin Bulletin · 2010
Typearticle
Languageen
FieldDecision Sciences
TopicProbability and Risk Models
Canadian institutionsActuaUniversity of Waterloo
FundersUniversity of WaterlooEidgenössische Technische Hochschule Zürich
KeywordsBounded functionExponential familyRare eventsStatisticEvent (particle physics)MathematicsStatisticsExponential functionSampling distributionSampling (signal processing)Cumulative distribution functionNatural exponential familyDistribution (mathematics)Statistical physicsApplied mathematicsProbability density functionComputer scienceMathematical analysisPhysics

Abstract

fetched live from OpenAlex

Abstract We consider estimating tail events using exponential families of importance sampling distributions. When the cannonical sufficient statistic for the exponential family mimics the tail behaviour of the underlying cumulative distribution function, we can achieve bounded relative error for estimating tail probabilities. Examples of rare event simulation from various distributions including Tukey's g&h distribution are provided.

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)0.023
metaresearch head score (Gemma)0.115
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.023
Threshold uncertainty score0.121

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0230.115
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.001
Science and technology studies0.0000.003
Scholarly communication0.0010.003
Open science0.0020.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0020.000

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 head0.126
GPT teacher head0.403
Teacher spread0.277 · 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 designSimulation or modeling
Domainnot available
GenreEmpirical

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

Citations10
Published2010
Admission routes2
Has abstractyes

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