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Record W3039557128 · doi:10.1002/cpa.22081

Universality for the Conjugate Gradient and MINRES Algorithms on Sample Covariance Matrices

2022· article· en· W3039557128 on OpenAlexaff
Elliot Paquette, Thomas Trogdon

Bibliographic record

VenueCommunications on Pure and Applied Mathematics · 2022
Typearticle
Languageen
FieldMathematics
TopicRandom Matrices and Applications
Canadian institutionsMcGill University
Fundersnot available
KeywordsMathematicsKrylov subspaceConjugate gradient methodUniversality (dynamical systems)CovarianceApplied mathematicsConjugate residual methodCentral limit theoremEstimation of covariance matricesPositive-definite matrixCovariance matrixIterative methodEigenvalues and eigenvectorsAlgorithmGradient descentStatistics

Abstract

fetched live from OpenAlex

Abstract We present a probabilistic analysis of two Krylov subspace methods for solving linear systems. We prove a central limit theorem for norms of the residual vectors that are produced by the conjugate gradient and MINRES algorithms when applied to a wide class of sample covariance matrices satisfying some standard moment conditions. The proof involves establishing a four‐moment theorem for the so‐called spectral measure, implying, in particular, universality for the matrix produced by the Lanczos iteration. The central limit theorem then implies an almost‐deterministic iteration count for the iterative methods in question. © 2022 Wiley Periodicals LLC.

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)0.014
metaresearch head score (Gemma)0.053
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: Empirical · Consensus signal: none
Teacher disagreement score0.014
Threshold uncertainty score0.072

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0140.053
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0030.001
Science and technology studies0.0010.007
Scholarly communication0.0020.005
Open science0.0030.005
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0030.001

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.

Opus teacher head0.076
GPT teacher head0.324
Teacher spread0.248 · 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
GenreEmpirical

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

Citations8
Published2022
Admission routes1
Has abstractyes

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