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Record W2496191157 · doi:10.1017/cbo9780511791277.013

Markov chain Monte Carlo

2005· book-chapter· en· W2496191157 on OpenAlexaff
Phil Gregory

Bibliographic record

VenueCambridge University Press eBooks · 2005
Typebook-chapter
Languageen
FieldMathematics
TopicMarkov Chains and Monte Carlo Methods
Canadian institutionsUniversity of British Columbia
Fundersnot available
KeywordsMarkov chain Monte CarloMonte Carlo methodComputer scienceHybrid Monte CarloMonte Carlo molecular modelingMonte Carlo method in statistical physicsStatistical physicsMetropolis–Hastings algorithmBayesian probabilityMonte Carlo integrationApplied mathematicsQuasi-Monte Carlo methodMathematical optimizationComputationApproximate Bayesian computationAlgorithmMathematicsArtificial intelligencePhysicsStatistics

Abstract

fetched live from OpenAlex

Overview In the last chapter, we discussed a variety of approaches to estimate the most probable set of parameters for nonlinear models. The primary rationale for these approaches is that they circumvent the need to carry out the multi-dimensional integrals required in a full Bayesian computation of the desired marginal posteriors. This chapter provides an introduction to a very efficient mathematical tool to estimate the desired posterior distributions for high-dimensional models that has been receiving a lot of attention recently. The method is known as Markov Chain Monte Carlo (MCMC). MCMC was first introduced in the early 1950s by statistical physicists (N. Metropolis, A. Rosenbluth, M. Rosenbluth, A. Teller, and E. Teller) as a method for the simulation of simple fluids. Monte Carlo methods are now widely employed in all areas of science and economics to simulate complex systems and to evaluate integrals in many dimensions. Among all Monte Carlo methods, MCMC provides an enormous scope for dealing with very complicated systems. In this chapter we will focus on its use in evaluating the multi-dimensional integrals required in a Bayesian analysis of models with many parameters. The chapter starts with an introduction to Monte Carlo integration and examines how a Markov chain, implemented by the Metropolis–Hastings algorithm, can be employed to concentrate samples to regions with significant probability. Next, tempering improvements are investigated that prevent the MCMC from getting stuck in the region of a local peak in the probability distribution.

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)0.012
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.027
Threshold uncertainty score0.091

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.012
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0010.002
Science and technology studies0.0010.002
Scholarly communication0.0030.003
Open science0.0020.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0270.006

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 head0.049
GPT teacher head0.256
Teacher spread0.207 · 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 designNot applicable
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

Citations37
Published2005
Admission routes1
Has abstractyes

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