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Record W3102307054

Empirical dynamics for longitudinal data

2010· article· en· W3102307054 on OpenAlexaff
Hans‐Georg Müller, Fang Yao

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.

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)0.008
metaresearch head score (Gemma)0.040
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 score0.009
Threshold uncertainty score0.040

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0080.040
Meta-epidemiology (narrow)0.0000.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.002
Scholarly communication0.0010.004
Open science0.0020.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0050.001

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

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

Citations43
Published2010
Admission routes1
Has abstractyes

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Same topicAuction Theory and ApplicationsFrench-language works237,207