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Record W3124376910

Kernel-Based Copula Processes

2009· article· en· W3124376910 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

VenueSSRN Electronic Journal · 2009
Typearticle
Languageen
FieldComputer Science
TopicGaussian Processes and Bayesian Inference
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsCopula (linguistics)Computer scienceHeteroscedasticityInterdependenceGaussianGaussian processKernel (algebra)Series (stratigraphy)AlgorithmEconometricsMathematicsMachine learningDiscrete mathematicsPhysics
DOInot available

Abstract

fetched live from OpenAlex

Kernel-based Copula Processes (KCPs), a new versatile tool for analyzing multiple time-series, are proposed here as a unifying framework to model the interdependency across multiple time-series and the long-range dependency within an individual time-series. KCPs build on the celebrated theory of copula which allows for the modeling of complex interdependence structure, while leveraging the power of kernel methods for efficient learning and parsimonious model specification. Specifically, KCPs can be viewed as a generalization of the Gaussian processes enabling non-Gaussian predictions to be made. Such non-Gaussian features are extremely important in a variety of application areas. As one application, we consider temperature series from weather stations across the US. Not only are KCPs found to have modeled the heteroskedasticity of the individual temperature changes well, the KCPs also successfully discovered the interdependencies among different stations. Such results are beneficial for weather derivatives trading and risk management, for example.

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)0.001
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: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.987
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0010.000
Research integrity0.0000.001
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 head0.006
GPT teacher head0.231
Teacher spread0.224 · 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