From Multiple Gaussian Sequences to Functional Data and Beyond: A Stein Estimation Approach
Bibliographic record
Abstract
Summary We expand the notion of Gaussian sequence models to n experiments and propose a Stein estimation strategy which relies on pooling information across experiments. An oracle inequality is established to assess conditional risks given the underlying effects, based on which we can quantify the size of relative error and obtain a tuning-free recovery strategy that is easy to compute, produces model parsimony and extends to unknown variance. We show that the simultaneous recovery is adaptive to an oracle strategy, which also enjoys a robustness guarantee in a minimax sense. A connection to functional data is established, via Le Cam theory, for fixed and random designs under general regularity settings. We further extend the model projection to general bases with mild conditions on correlation structure and conclude with potential application to other statistical problems. Simulated and real data examples are provided to lend empirical support to the methodology proposed and to illustrate the potential for substantial computational savings.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot 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.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.019 | 0.042 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.002 |
| Bibliometrics | 0.002 | 0.001 |
| Science and technology studies | 0.001 | 0.005 |
| Scholarly communication | 0.002 | 0.004 |
| Open science | 0.002 | 0.004 |
| Research integrity | 0.002 | 0.004 |
| Insufficient payload (model declined to judge) | 0.003 | 0.000 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
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".