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Record W2232708164

Asymptotic Expansion and Estimation of EPMC for Linear Classification Rules in High Dimension

2011· article· en· W2232708164 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.

Bibliographic record

VenueCIRJE F-Series · 2011
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsMathematicsLinear discriminant analysisEstimatorCovariance matrixCovarianceDimension (graph theory)Applied mathematicsScatter matrixMultivariate normal distributionEstimation of covariance matricesMatrix (chemical analysis)InverseBias of an estimatorStatisticsMultivariate statisticsMinimum-variance unbiased estimatorCombinatorics
DOInot available

Abstract

fetched live from OpenAlex

The problem of classifying a new observation vector into one of the two known groups distributed as multivariate normal with common covariance matrix is considered. In this paper, we handle the situation that the dimension, p, of the observation vectors is less than the total number, N, of observation vectors from the two groups, but both p and N tend to infinity with the same order. Since the inverse of the sample covariance matrix is close to an ill condition in this situation, it may be better to replace it with the inverse of the ridge-type estimator of the covariance matrix in the linear discriminant analysis (LDA). The resulting rule is called the ridge-type linear discriminant analysis (RLDA). The second-order expansion of the expected probability of misclassification (EPMC) for RLDA is derived, and the second-order unbiased estimator of EMPC is given. These results not only provide the corresponding conclusions for LDA, but also clarify the condition that RLDA improves on LDA in terms of EPMC. Finally, the performances of the second-order approximation and the unbiased estimator are investigated by simulation.

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)0.000
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.086
Threshold uncertainty score0.334

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
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 head0.158
GPT teacher head0.386
Teacher spread0.227 · 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