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Record W2137123786 · doi:10.25115/eea.v28i3.4741

Real Time Analysis Based on Reproducing Kernel Henderson Filters

2021· article· en· W2137123786 on OpenAlexaff
Silvia Bianconcini, Benoît Quenneville

Bibliographic record

VenueStudies of Applied Economics · 2021
Typearticle
Languageen
FieldMathematics
TopicStatistical and numerical algorithms
Canadian institutionsStatistics Canada
Fundersnot available
KeywordsMathematicsVariable kernel density estimationKernel smootherKernel (algebra)Kernel embedding of distributionsOrthonormal basisSmoothingApplied mathematicsEstimatorReproducing kernel Hilbert spaceKernel density estimationKernel principal component analysisAlgorithmMathematical optimizationKernel methodHilbert spacePure mathematicsComputer scienceStatisticsRadial basis function kernelArtificial intelligence

Abstract

fetched live from OpenAlex

Recently, reproducing kernel Hilbert spaces have been introduced to provide a common approach for studying several nonparametric estimators used for smoothing functional time series data (Dagum and Bianconcini, 2006 and 2008). The reproducing kernel representation is based on the derivation of the density function (i.e. a second order kernel) embedded on the linear filter. This is the starting point for deriving higher order kernels, which are obtained from the product of the density and its orthonormal polynomials. This paper focuses on the Henderson filter, for which two density functions and corresponding hierarchies have been derived. The properties of the Henderson reproducing kernels are analyzed when the filters are adapted at the end of the sample period. The optimality criterion satisfied as well as the influence of the kernel order and bandwidth parameter are studied.

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)0.002
metaresearch head score (Gemma)0.008
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: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.003
Threshold uncertainty score0.012

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.008
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0010.002
Open science0.0010.001
Research integrity0.0010.001
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 head0.053
GPT teacher head0.306
Teacher spread0.253 · 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
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

Citations5
Published2021
Admission routes1
Has abstractyes

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