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Record W3124898711 · doi:10.48550/arxiv.1903.01059

Limit Theorems for Network Dependent Random Variables

2019· preprint· en· W3124898711 on OpenAlexaff
Denis Kojevnikov, Vadim Marmer, Kyungchul Song

Bibliographic record

VenueRePEc: Research Papers in Economics · 2019
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicSpatial and Panel Data Analysis
Canadian institutionsUniversity of British Columbia
Fundersnot available
KeywordsCentral limit theoremEstimatorMathematicsHeteroscedasticityRandom graphLimit (mathematics)Consistency (knowledge bases)Law of large numbersRandom variableAutocorrelationMeasure (data warehouse)Variance (accounting)Applied mathematicsEconometricsStatistical physicsStatisticsDiscrete mathematicsComputer scienceMathematical analysisPhysicsData mining

Abstract

fetched live from OpenAlex

This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measure the strength of dependence by covariances of nonlinearly transformed variables. We provide a law of large numbers and central limit theorem for network dependent variables. We also provide a method of calculating standard errors robust to general forms of network dependence. For that purpose, we rely on a network heteroskedasticity and autocorrelation consistent (HAC) variance estimator, and show its consistency. The results rely on conditions characterized by tradeoffs between the rate of decay of dependence across a network and network's denseness. Our approach can accommodate data generated by network formation models, random fields on graphs, conditional dependency graphs, and large functional-causal systems of equations.

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)0.020
metaresearch head score (Gemma)0.081
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 score0.020
Threshold uncertainty score0.104

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0200.081
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0020.004
Bibliometrics0.0070.004
Science and technology studies0.0020.005
Scholarly communication0.0040.012
Open science0.0040.005
Research integrity0.0030.006
Insufficient payload (model declined to judge)0.0100.002

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 head0.056
GPT teacher head0.284
Teacher spread0.228 · 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

Citations2
Published2019
Admission routes1
Has abstractyes

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