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Record W3098689268

Minimising MCMC Variance via Diffusion Limits, with an Application to Simulated Tempering by

2012· article· en· W3098689268 on OpenAlex
Gareth O. Roberts

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

VenueWarwick Research Archive Portal (University of Warwick) · 2012
Typearticle
Languageen
FieldMathematics
TopicMarkov Chains and Monte Carlo Methods
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsParallel temperingVariance (accounting)Markov chain Monte CarloApplied mathematicsTemperingMathematicsDelta methodDiffusionInverseAlgorithmComputer scienceMathematical optimizationEconometricsStatisticsBayesian probabilityEconomicsPhysicsMaterials scienceHybrid Monte CarloEstimatorGeometry
DOInot available

Abstract

fetched live from OpenAlex

Abstract. We derive new results comparing the asymptotic variance of diffusions, by writing them as appropriate limits of discrete-time birth-death chains and taking limits of Peskun orderings. We then apply our results to simulated tempering algorithms, to establish which choice of inverse temperatures minimises the asymptotic variance of all functionals and thus leads to the most efficient MCMC algorithm. 1

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)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Bench or experimental · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.688
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0010.000
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 head0.059
GPT teacher head0.344
Teacher spread0.285 · 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