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Record W2146051901

Adapting Kernel Estimation to Uncertain Smoothness

2011· article· en· W2146051901 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.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueLondon School of Economics and Political Science Research Online (London School of Economics and Political Science) · 2011
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsMcGill University
FundersSocial Sciences and Humanities Research Council of Canada
KeywordsEstimatorMathematicsSmoothnessBandwidth (computing)Kernel (algebra)Mean squared errorRate of convergenceKernel density estimationStatisticsKernel methodKernel smootherApplied mathematicsMathematical optimizationComputer scienceMathematical analysisCombinatoricsRadial basis function kernel
DOInot available

Abstract

fetched live from OpenAlex

For local and average kernel based estimators, smoothness conditions ensure that the kernel order determines the rate at which the bias of the estimator goes to zero and thus allows the econometrician to control the rate of convergence. In practice, even with smoothness the estimation errors may be substantial and sensitive to the choice of the bandwidth and kernel. For distributions that do not have sufficient smoothness asymptotic theory may importantly differ from standard; for example, there may be no bandwidth for which average estimators attain root-n consistency. We demonstrate that non-convex combinations of estimators computed for different kernel/bandwidth pairs can reduce the trace of asymptotic mean square error relative even to the optimal kernel/bandwidth pair. Our combined estimator builds on these results. To construct it we provide new general estimators for degree of smoothness, optimal rate and for the biases and covariances of estimators. We show that a bootstrap estimator is consistent for the variance of local estimators but exhibits a large bias for the average estimators; a suitable adjustment is 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.

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)0.010
metaresearch head score (Gemma)0.020
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Meta-epidemiology (narrow), Science and technology studies
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.127
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0100.020
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0010.007
Scholarly communication0.0000.001
Open science0.0010.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

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 head0.199
GPT teacher head0.440
Teacher spread0.241 · 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