Rejoinder to ‘Post‐selection shrinkage estimation for high‐dimensional data analysis’
Bibliographic record
Abstract
One fundamental ingredient of our work is to formally split the signals into strong and weak ones. The rationale is that the usual one-step method such as the least absolute shrinkage and selection operator (LASSO) may be very effective in detecting strong signals while failing to identify some weak ones, which in turn has a significant impact on the model fitting, as well as prediction. The discussions of both Fan and QYY contain very interesting comments on the separation of the three sets of variables. Regarding Assumption (A2) about the weak signal set S2, we admit that the original version was not as rigorous as it could have been, as it could have contained the variables in S3. We now propose the following Assumption (A2') that replaces (A2) in the original paper.
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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 | 0.058 | 0.122 |
| Meta-epidemiology (narrow) | 0.002 | 0.001 |
| Meta-epidemiology (broad) | 0.003 | 0.003 |
| Bibliometrics | 0.002 | 0.002 |
| Science and technology studies | 0.001 | 0.019 |
| Scholarly communication | 0.005 | 0.008 |
| Open science | 0.005 | 0.007 |
| Research integrity | 0.008 | 0.023 |
| Insufficient payload (model declined to judge) | 0.003 | 0.002 |
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".