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Record W2146339353 · doi:10.5555/1516744.1516782

Approximate zero-variance simulation

2008· article· en· W2146339353 on OpenAlexaff
Pierre L’Ecuyer, Bruno Tuffin

Bibliographic record

VenueWinter Simulation Conference · 2008
Typearticle
Languageen
FieldMathematics
TopicMathematical Approximation and Integration
Canadian institutionsUniversité de Montréal
Fundersnot available
KeywordsEstimatorVariance reductionConvergence (economics)Context (archaeology)Variance (accounting)Rate of convergenceControl variatesMonte Carlo methodCentral limit theoremApplied mathematicsComputer scienceExponential functionZero (linguistics)Mean squared errorMathematical optimizationRange (aeronautics)Square rootLimit (mathematics)MathematicsStatisticsMarkov chain Monte CarloHybrid Monte Carlo

Abstract

fetched live from OpenAlex

Monte Carlo simulation applies to a wide range of estimation problems, but converges rather slowly in general. Variance reduction techniques can lower the estimation error, sometimes by a large factor, but rarely change the convergence rate of the estimation error. This error usually decreases as the inverse square root of the computational effort, as dictated by the central limit theorem. In theory, there exist simulation estimators with zero variance, i.e., that always provide the exact value. The catch is that these estimators are usually much too difficult (or virtually impossible) to implement. However, there are situations, especially in the context of rare-event simulation, where the zero-variance simulation can be approximated well enough to provide huge efficiency gains. Adaptive versions can even yield a faster convergence rate, including exponential convergence in some cases. This paper gives a brief overview of these methods and discuss their practicality.

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)0.003
metaresearch head score (Gemma)0.020
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: Methods · Consensus signal: Methods
Teacher disagreement score0.005
Threshold uncertainty score0.016

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.020
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0020.002
Open science0.0020.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0050.001

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 head0.149
GPT teacher head0.354
Teacher spread0.205 · 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

Citations23
Published2008
Admission routes1
Has abstractyes

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