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Record W2256660114 · doi:10.2143/ast.42.1.2160740

A Nonhomogeneous Poisson Hidden Markov Model for Claim Counts

2012· article· en· W2256660114 on OpenAlex
Yi Lu, Leilei Zeng

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

VenueAstin Bulletin · 2012
Typearticle
Languageen
FieldDecision Sciences
TopicProbability and Risk Models
Canadian institutionsUniversity of WaterlooSimon Fraser University
FundersNational Oceanic and Atmospheric Administration
KeywordsPoisson distributionMarkov chainEstimatorEconometricsPoisson regressionCount dataMathematicsStatisticsSeries (stratigraphy)Applied mathematics

Abstract

fetched live from OpenAlex

We propose a nonhomogeneous Poisson hidden Markov model for a time series ofclaim counts that accounts for both seasonal variations and random fluctuations in the claims intensity. It assumes that the parameters of the intensity function for the nonhomogeneous Poisson distribution vary according to an (unobserved) underlying Markov chain. This can apply to natural phenomena that evolve in a seasonal environment. For example, hurricanes that are subject to random fluctuations (El Niño-La Niña cycles) affect insurance claims. The Expectation-Maximization (EM) algorithm is used to calculate the maximum likelihood estimators for the parameters of this dynamic Poisson hidden Markov model. Statistical applications of this model to Atlantic hurricanes and tropical storms data are discussed.

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)0.002
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.727
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.001
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)0.0020.004

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 head0.118
GPT teacher head0.361
Teacher spread0.243 · 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