Nonasymptotic support recovery for high‐dimensional sparse covariance matrices
Bibliographic record
Abstract
For high‐dimensional data, the standard empirical estimator for the covariance matrix is very poor, and thus many methods have been proposed to more accurately estimate the covariance structure of high‐dimensional data. In this article, we consider estimation under the assumption of sparsity but regularize with respect to the individual false‐positive rate for incorrectly including a matrix entry in the support of the final estimator. The two benefits of this approach are (1) an interpretable regularization parameter removing the need for computationally expensive tuning and (2) extremely fast computation time arising from use of a binary search algorithm implemented to find the best estimator within a carefully constructed operator norm ball. We compare our approach to universal thresholding estimators and lasso‐style penalized estimators on both simulated data and data from gene expression for cancerous tumours.
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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 | 0.010 | 0.065 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.001 | 0.001 |
| Bibliometrics | 0.001 | 0.001 |
| Science and technology studies | 0.001 | 0.003 |
| Scholarly communication | 0.001 | 0.002 |
| Open science | 0.002 | 0.003 |
| Research integrity | 0.002 | 0.003 |
| Insufficient payload (model declined to judge) | 0.002 | 0.001 |
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".