MétaCan
Menu
Back to cohort
Record W2297082043 · doi:10.1080/10618600.2018.1513365

Adaptive Component-Wise Multiple-Try Metropolis Sampling

2018· article· en· W2297082043 on OpenAlexaff
Jinyoung Yang, Evgeny Levi, Radu V. Craiu, Jeffrey S. Rosenthal

Bibliographic record

VenueJournal of Computational and Graphical Statistics · 2018
Typearticle
Languageen
FieldMathematics
TopicMarkov Chains and Monte Carlo Methods
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsMetropolis–Hastings algorithmMarkov chainErgodicityMarkov chain Monte CarloComponent (thermodynamics)AlgorithmComputer scienceMathematicsSet (abstract data type)Additive Markov chainMathematical optimizationDistribution (mathematics)Variable-order Markov modelMarkov modelArtificial intelligenceMachine learningStatisticsBayesian probability

Abstract

fetched live from OpenAlex

One of the most widely used samplers in practice is the component-wise Metropolis–Hastings (CMH) sampler that updates in turn the components of a vector-valued Markov chain using accept–reject moves generated from a proposal distribution. When the target distribution of a Markov chain is irregularly shaped, a “good” proposal distribution for one region of the state–space might be a “poor” one for another region. We consider a component-wise multiple-try Metropolis (CMTM) algorithm that chooses from a set of candidate moves sampled from different distributions. The computational efficiency is increased using an adaptation rule for the CMTM algorithm that dynamically builds a better set of proposal distributions as the Markov chain runs. The ergodicity of the adaptive chain is demonstrated theoretically. The performance is studied via simulations and real data examples. Supplementary material for this article is available online.

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.014
Version: metacan-v3-hybrid-931329e0061cValidation 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: Methods · Consensus signal: Methods
Teacher disagreement score0.006
Threshold uncertainty score0.021

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.014
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.001
Science and technology studies0.0010.002
Scholarly communication0.0020.002
Open science0.0040.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0060.002

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 head0.081
GPT teacher head0.369
Teacher spread0.287 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations3
Published2018
Admission routes1
Has abstractyes

Explore more

Same venueJournal of Computational and Graphical StatisticsSame topicMarkov Chains and Monte Carlo MethodsFrench-language works237,207