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Randomized Quasi‐Monte Carlo

2020· other· en· W3094638502 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

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 use independent uniform 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 by dependent uniform 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.

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)0.004
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
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 score0.055
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.004
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0140.001

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 head0.100
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