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Record W2601927946 · doi:10.5539/ijsp.v6n3p1

Estimation of Multivariate Smooth Functions via Convex Programs

2017· article· en· W2601927946 on OpenAlexvenueno aff
Eunji Lim, Fanny Gonzalez

Bibliographic record

VenueInternational Journal of Statistics and Probability · 2017
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsnot available
Fundersnot available
KeywordsEstimatorMathematicsSmoothnessMathematical optimizationMultivariate statisticsFunction (biology)Applied mathematicsUpper and lower boundsConvex functionRegular polygonStatistics

Abstract

fetched live from OpenAlex

A new method for estimating an unknown, multivariate function from noisy data is proposed in the case where the unknown function is assumed to be smooth. The proposed method finds the minimizer of the smoothness of a function while imposing an upper bound on the sum of squared errors between the function and the data set. The proposed estimator is designed to be numerically sound by eliminating the dependency on any artificially plugged-in parameters that traditional methods use and by tackling the ill-conditioned numerical settings that traditional methods suffer from. Hence, it is expected to perform better than existing estimators numerically. We prove the existence of the proposed estimator and show that we can compute the proposed estimator through a convex program. Empirical studies illustrate that the proposed method is effectively applied to the problem of estimating the average payoff of a stock option that is contingent on two different stocks.

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)0.004
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: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.004
Threshold uncertainty score0.023

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.014
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0020.001
Science and technology studies0.0000.002
Scholarly communication0.0020.002
Open science0.0020.002
Research integrity0.0010.003
Insufficient payload (model declined to judge)0.0010.000

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 head0.069
GPT teacher head0.389
Teacher spread0.320 · 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
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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