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Record W2413813901 · doi:10.1016/j.spa.2017.03.021

A Dirichlet form approach to MCMC optimal scaling

2017· preprint· en· W2413813901 on OpenAlexaff
Giacomo Zanella, Mylène Bédard, Wilfrid S. Kendall

Bibliographic record

VenueStochastic Processes and their Applications · 2017
Typepreprint
Languageen
FieldMathematics
TopicMarkov Chains and Monte Carlo Methods
Canadian institutionsUniversité de Montréal
FundersEngineering and Physical Sciences Research Council
KeywordsDirichlet distributionMarkov chain Monte CarloScalingMathematical proofContext (archaeology)Random walkConvergence (economics)MathematicsApplied mathematicsInfinitesimalMarkov chainMathematical optimizationMonte Carlo methodComputer scienceStatistical physicsMathematical analysisStatisticsGeometryPhysicsBoundary value problem

Abstract

fetched live from OpenAlex

This paper shows how the theory of Dirichlet forms can be used to deliver proofs of optimal scaling results for Markov chain Monte Carlo algorithms (specifically, Metropolis–Hastings random walk samplers) under regularity conditions which are substantially weaker than those required by the original approach (based on the use of infinitesimal generators). The Dirichlet form methods have the added advantage of providing an explicit construction of the underlying infinite-dimensional context. In particular, this enables us directly to establish weak convergence to the relevant infinite-dimensional distributions.

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 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)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.634
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0010.001
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 head0.077
GPT teacher head0.358
Teacher spread0.281 · 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 teacher head, not a consensus.

Study designTheoretical or conceptual
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

Citations0
Published2017
Admission routes1
Has abstractyes

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