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Record W2288769965

Variance Reduction via Antithetic Markov Chains

2015· article· en· W2288769965 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

Venuenot available
Typearticle
Languageen
FieldComputer Science
TopicGaussian Processes and Bayesian Inference
Canadian institutionsUniversity of Alberta
Fundersnot available
KeywordsMarkov chainMarkov chain Monte CarloMarkov chain mixing timeVariable-order Markov modelVariance reductionSampling (signal processing)Importance samplingSequence (biology)Computer scienceMarkov modelEstimatorSlice samplingAlgorithmMonte Carlo methodMathematicsMathematical optimizationMarkov processMarkov propertyStatistics
DOInot available

Abstract

fetched live from OpenAlex

We present a Monte Carlo integration method, antithetic Markov chain sampling (AMCS), that incorporates local Markov transitions in an un-derlying importance sampler. Like sequential Monte Carlo sampling, the proposed method uses a sequence of Markov transitions to guide the sampling toward influential regions of the in-tegrand (modes). However, AMCS differs in the type of transitions that may be used, the num-ber of Markov chains, and the method of chain termination. In particular, from each point sam-pled from an initial proposal, AMCS collects a sequence of points by simulating two indepen-dent, but antithetic Markov chains, which are terminated by a sample-dependent stopping rule. Such an approach provides greater flexibility for targeting influential areas while eliminating the need to fix the length of the Markov chain a pri-ori. We show that the resulting estimator is un-biased and can reduce variance on peaked multi-modal integrands that challenge current methods. 1

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)0.000
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: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.846
Threshold uncertainty score0.314

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0010.000
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 head0.018
GPT teacher head0.238
Teacher spread0.220 · 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