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Record W3102307054

Empirical dynamics for longitudinal data

2010· article· en· W3102307054 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

Venuenot available
Typearticle
Languageen
FieldDecision Sciences
TopicAuction Theory and Applications
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsMathematicsStochastic differential equationApplied mathematicsDifferential equationOrdinary differential equationMathematical analysisNonparametric statisticsFunction (biology)Econometrics
DOInot available

Abstract

fetched live from OpenAlex

We demonstrate that the processes underlying on-line auction price bids and many\n other longitudinal data can be represented by an empirical first order stochastic ordinary\n differential equation with time-varying coefficients and a smooth drift process. This\n equation may be empirically obtained from longitudinal observations for a sample of\n subjects and does not presuppose specific knowledge of the underlying processes. For the\n nonparametric estimation of the components of the differential equation, it suffices to\n have available sparsely observed longitudinal measurements which may be noisy and are\n generated by underlying smooth random trajectories for each subject or experimental unit in\n the sample. The drift process that drives the equation determines how closely individual\n process trajectories follow a deterministic approximation of the differential equation. We\n provide estimates for trajectories and especially the variance function of the drift\n process. At each fixed time point, the proposed empirical dynamic model implies a\n decomposition of the derivative of the process underlying the longitudinal data into a\n component explained by a linear component determined by a varying coefficient function\n dynamic equation and an orthogonal complement that corresponds to the drift process. An\n enhanced perturbation result enables us to obtain improved asymptotic convergence rates for\n eigenfunction derivative estimation and consistency for the varying coefficient function\n and the components of the drift process. We illustrate the differential equation with an\n application to the dynamics of on-line auction 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.

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)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.898
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.002
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 science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0020.001

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 head0.438
GPT teacher head0.543
Teacher spread0.105 · 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

Quick stats

Citations43
Published2010
Admission routes1
Has abstractyes

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