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Randomized Quasi‐Monte Carlo

2020· other· en· W3094638502 on OpenAlexaff
Pierre L’Ecuyer

Bibliographic record

VenueWiley StatsRef: Statistics Reference Online · 2020
Typeother
Languageen
FieldMathematics
TopicMathematical Approximation and Integration
Canadian institutionsUniversité de Montréal
Fundersnot available
KeywordsMonte Carlo methodMarkov chain Monte CarloHybrid Monte CarloMonte Carlo integrationMathematicsQuasi-Monte Carlo methodEstimatorMonte Carlo method in statistical physicsDynamic Monte Carlo methodMonte Carlo molecular modelingApplied mathematicsStatistical physicsVariance reductionRandom variableMathematical optimizationStatisticsPhysics

Abstract

fetched live from OpenAlex

Monte Carlo (MC) methods useindependentuniform random numbers to sample realizations of random variables and sample paths of stochastic processes, often to estimate high‐dimensional integrals that can represent mathematical expectations. Randomized quasi‐Monte Carlo (RQMC) methods replace the independent random numbers bydependentuniform random numbers that cover the space more evenly. When estimating an integral, they can provide unbiased estimators whose variance converges at a faster rate than with Monte Carlo. RQMC can also be effective for the simulation of Markov chains, to approximate or optimize functions, to solve partial differential equations, for density estimation, and so on.

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)0.005
metaresearch head score (Gemma)0.024
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: Methods · Consensus signal: Methods
Teacher disagreement score0.023
Threshold uncertainty score0.077

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.024
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.002
Scholarly communication0.0020.002
Open science0.0020.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0230.005

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 head0.100
GPT teacher head0.365
Teacher spread0.265 · 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
GenreMethods

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

Citations1
Published2020
Admission routes1
Has abstractyes

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