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Record W2290364503 · doi:10.5555/2888619.2888661

Efficient probability estimation and simulation of the truncated multivariate student-t distribution

2015· article· en· W2290364503 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

VenueWinter Simulation Conference · 2015
Typearticle
Languageen
FieldDecision Sciences
TopicProbabilistic and Robust Engineering Design
Canadian institutionsUniversité de Montréal
Fundersnot available
KeywordsMultivariate statisticsMarkov chain Monte CarloMultivariate normal distributionMarkov chainExponential distributionApplied mathematicsMonte Carlo methodProbability distributionMathematicsDistribution (mathematics)Normal-Wishart distributionMultivariate t-distributionUnivariate distributionComputer scienceMultivariate random variableStatisticsMathematical optimizationRandom variableMathematical analysis

Abstract

fetched live from OpenAlex

We propose an exponential tilting method for the accurate estimation of the probability that a random vector with multivariate student-t distribution falls in a convex polytope. The method can also be used to simulate exactly from the corresponding truncated multivariate student-t distribution, thus providing an alternative to approximate Markov Chain Monte Carlo simulation. Numerical experiments show that the suggested method is significantly more accurate and reliable than its competitors.

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)0.006
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: none
Teacher disagreement score0.580
Threshold uncertainty score0.752

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.006
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 head0.156
GPT teacher head0.380
Teacher spread0.223 · 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