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Record W2159830737 · doi:10.1029/2007wr006427

Joint Bayesian model selection and parameter estimation of the generalized extreme value model with covariates using birth‐death Markov chain Monte Carlo

2009· article· en· W2159830737 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

VenueWater Resources Research · 2009
Typearticle
Languageen
FieldSocial Sciences
TopicInsurance, Mortality, Demography, Risk Management
Canadian institutionsHydro-QuébecUniversité du QuébecNatural Sciences and Engineering Research Council of Canada
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsMarkov chain Monte CarloReversible-jump Markov chain Monte CarloBayesian probabilityCovariateModel selectionBayesian inferenceBayesian averageBayesian hierarchical modelingComputer scienceMathematicsGibbs samplingStatisticsAlgorithm

Abstract

fetched live from OpenAlex

This paper describes Bayesian estimation of the parameters of the generalized extreme value (GEV) model with covariates. For this model the parameters of the GEV distribution are functions of covariates, allowing for dependent parameters and/or trends. A Markov chain Monte Carlo (MCMC) algorithm is generally used to estimate the posterior distributions of the parameters in a Bayesian framework. In this paper, the birth‐death MCMC (BDMCMC) procedure is developed in order to carry out both parameter estimation and Bayesian model selection. The BDMCMC methods allow the jump between models of different dimensions. The general algorithm consists of two types of sampling steps. The first one involves dimension‐changing moves, and the second is conditional on a fixed model. Parameters are estimated in a fully Bayesian framework, and the model is selected by the length of time that the MCMC chain remains in that model. Real and simulated data sets illustrate the usefulness of the proposed methodology.

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)0.003
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation 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: Empirical
Teacher disagreement score0.019
Threshold uncertainty score0.997

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
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 head0.086
GPT teacher head0.337
Teacher spread0.251 · 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