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Record W2752127906 · doi:10.1287/moor.2017.0861

Negative Dependence, Scrambled Nets, and Variance Bounds

2017· article· en· W2752127906 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

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.

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)0.003
metaresearch head score (Gemma)0.012
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Science and technology studies
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.210
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.012
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0010.001
Scholarly communication0.0010.001
Open science0.0010.000
Research integrity0.0000.000
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 head0.248
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