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Record W2469383975 · doi:10.58079/oums

Bounding sums of random variables, part 1

2012· article· en· W2469383975 on OpenAlexfundno aff
Arthur Charpentier

Bibliographic record

VenueOpenEdition (OpenEdition) · 2012
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of CanadaCentre National de la Recherche ScientifiqueAXA Research Fund
KeywordsBounding overwatchMathematicsQuantileRandom variableMarginal distributionEconometricsStatisticsComputer scienceArtificial intelligence

Abstract

fetched live from OpenAlex

For the last course MAT8886 of this (long) winter session, on copulas (and extremes), we will discuss risk aggregation. The course will be mainly on the problem of bounding  the distribution (or some risk measure, say the Value-at-Risk) for two random variables with given marginal distribution. For instance, we have two Gaussian risks. What could be be worst-case scenario for the 99% quantile of the sum ? Note that I mention implications in terms of risk management, but of course, those quest...

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: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.020
Threshold uncertainty score0.066

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.014
Meta-epidemiology (narrow)0.0030.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0010.002
Science and technology studies0.0010.003
Scholarly communication0.0040.005
Open science0.0010.003
Research integrity0.0020.005
Insufficient payload (model declined to judge)0.0200.005

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 head0.063
GPT teacher head0.327
Teacher spread0.265 · 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 designTheoretical or conceptual
Domainnot available
GenreEmpirical

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
Published2012
Admission routes1
Has abstractyes

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