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Record W2752127906 · doi:10.1287/moor.2017.0861

Negative Dependence, Scrambled Nets, and Variance Bounds

2017· article· en· W2752127906 on OpenAlexaff
Christiane Lemieux

Bibliographic record

VenueMathematics of Operations Research · 2017
Typearticle
Languageen
FieldMathematics
TopicMathematical Approximation and Integration
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsMathematicsMonte Carlo methodEstimatorImportance samplingQuasi-Monte Carlo methodApplied mathematicsSampling (signal processing)Monte Carlo integrationJoint probability distributionGeneralizationHybrid Monte CarloStatisticsMarkov chain Monte CarloComputer scienceFilter (signal processing)Mathematical analysis

Abstract

fetched live from OpenAlex

In this paper, we provide a framework to study the dependence structure of sampling schemes such as those produced by randomized quasi-Monte Carlo methods. The main goal of this new framework is to determine conditions under which the negative dependence structure of a sampling scheme enables the construction of estimators with reduced variance compared to Monte Carlo estimators. To do this, we establish a generalization of the well-known Hoeffding’s lemma—expressing the covariance of two random variables as an integral of the difference between their joint distribution function and the product of their marginal distribution functions—that is particularly well suited to study such sampling schemes. We also provide explicit formulas for the joint distribution of pairs of points randomly chosen from a scrambled (0, m, s)-net. In addition, we provide variance bounds establishing the superiority of dependent sampling schemes over Monte Carlo in a few different setups. In particular, we show that a scrambled (0, m, 2)-net yields an estimator with variance no larger than a Monte Carlo estimator for functions monotone in each variable.

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)0.009
metaresearch head score (Gemma)0.052
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: Methods · Consensus signal: Methods
Teacher disagreement score0.009
Threshold uncertainty score0.047

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0090.052
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.003
Scholarly communication0.0010.004
Open science0.0020.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0030.000

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 head0.248
GPT teacher head0.482
Teacher spread0.234 · 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

Citations27
Published2017
Admission routes1
Has abstractyes

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