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Record W3044317697 · doi:10.1515/mcma-2020-2067

QMC integration errors and quasi-asymptotics

2020· article· en· W3044317697 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

VenueMonte Carlo Methods and Applications · 2020
Typearticle
Languageen
FieldMathematics
TopicMathematical Approximation and Integration
Canadian institutionsAtomic Energy (Canada)
Fundersnot available
KeywordsApplied mathematicsStatistical physicsMathematicsPhysics

Abstract

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Abstract A crude Monte Carlo (MC) method allows to calculate integrals over a d -dimensional cube. As the number N of integration nodes becomes large, the rate of probable error of the MC method decreases as <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:mi>O</m:mi> <m:mo>⁢</m:mo> <m:mrow> <m:mo>(</m:mo> <m:mrow> <m:mn>1</m:mn> <m:mo>/</m:mo> <m:msqrt> <m:mi>N</m:mi> </m:msqrt> </m:mrow> <m:mo>)</m:mo> </m:mrow> </m:mrow> </m:math> {O(1/\sqrt{N})} . The use of quasi-random points instead of random points in the MC algorithm converts it to the quasi-Monte Carlo (QMC) method. The asymptotic error estimate of QMC integration of d -dimensional functions contains a multiplier <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:mn>1</m:mn> <m:mo>/</m:mo> <m:mi>N</m:mi> </m:mrow> </m:math> {1/N} . However, the multiplier <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:msup> <m:mrow> <m:mo>(</m:mo> <m:mrow> <m:mi>ln</m:mi> <m:mo>⁡</m:mo> <m:mi>N</m:mi> </m:mrow> <m:mo>)</m:mo> </m:mrow> <m:mi>d</m:mi> </m:msup> </m:math> {(\ln N)^{d}} is also a part of the error estimate, which makes it virtually useless. We have proved that, in the general case, the QMC error estimate is not limited to the factor <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:mn>1</m:mn> <m:mo>/</m:mo> <m:mi>N</m:mi> </m:mrow> </m:math> {1/N} . However, our numerical experiments show that using quasi-random points of Sobol sequences with <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:mi>N</m:mi> <m:mo>=</m:mo> <m:msup> <m:mn>2</m:mn> <m:mi>m</m:mi> </m:msup> </m:mrow> </m:math> {N=2^{m}} with natural m makes the integration error approximately proportional to <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:mn>1</m:mn> <m:mo>/</m:mo> <m:mi>N</m:mi> </m:mrow> </m:math> {1/N} . In our numerical experiments, <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:mi>d</m:mi> <m:mo>≤</m:mo> <m:mn>15</m:mn> </m:mrow> </m:math> {d\leq 15} , and we used <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:mi>N</m:mi> <m:mo>≤</m:mo> <m:msup> <m:mn>2</m:mn> <m:mn>40</m:mn> </m:msup> </m:mrow> </m:math> {N\leq 2^{40}} points generated by the SOBOLSEQ16384 code published in 2011. In this code, <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:mi>d</m:mi> <m:mo>≤</m:mo> <m:msup> <m:mn>2</m:mn> <m:mn>14</m:mn> </m:msup> </m:mrow> </m:math> {d\leq 2^{14}} and <m:math xmlns:m="http://www.w3.org/1998/Math/MathML"> <m:mrow> <m:mi>N</m:mi> <m:mo>≤</m:mo> <m:msup> <m:mn>2</m:mn> <m:mn>63</m:mn> </m:msup> </m:mrow> </m:math> {N\leq 2^{63}} .

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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)0.000
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation 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: Methods · Consensus signal: Methods
Teacher disagreement score0.216
Threshold uncertainty score0.507

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.104
GPT teacher head0.410
Teacher spread0.306 · 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