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Record W3099032736

TILTED EULER CHARACTERISTIC DENSITIES FOR CENTRAL LIMIT RANDOM FIELDS, WITH APPLICATION TO “BUBBLES”

2007· article· en· W3099032736 on OpenAlexaff
N. Chamandy, Keith J. Worsley, Jonathan Taylor, Frédéric Gosselin

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversité de MontréalMcGill University
Fundersnot available
KeywordsMathematicsCentral limit theoremRandom fieldGaussianGaussian random fieldMathematical analysisLimit (mathematics)IsotropyField (mathematics)Euler characteristicGaussian processCombinatoricsMathematical physicsStatisticsPure mathematicsPhysicsQuantum mechanics
DOInot available

Abstract

fetched live from OpenAlex

Local increases in the mean of a random field are detected (conserva-tively) by thresholding a field of test statistics at a level u chosen to control the tail probability or p-value of its maximum. This p-value is approximated by the expected Euler characteristic (EC) of the excursion set of the test statis-tic field above u, denoted Eϕ(Au). Under isotropy, one can use the expansion Eϕ(Au) = ∑k Vkρk(u), where Vk is an intrinsic volume of the parameter space and ρk is an EC density of the field. EC densities are available for a number of processes, mainly those constructed from (multivariate) Gaussian fields via smooth functions. Using saddlepoint methods, we derive an ex-pansion for ρk(u) for fields which are only approximately Gaussian, but for which higher-order cumulants are available. We focus on linear combinations of n independent non-Gaussian fields, whence a Central Limit theorem is in force. The threshold u is allowed to grow with the sample size n, in which case our expression has a smaller relative asymptotic error than the Gaussian EC density. Several illustrative examples including an application to “bub-bles ” data accompany the theory. 1. Introduction. Data

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 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)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.621
Threshold uncertainty score0.450

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
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 head0.023
GPT teacher head0.222
Teacher spread0.200 · 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 teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
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

Citations6
Published2007
Admission routes1
Has abstractyes

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