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Record W4210546126 · doi:10.1002/cjs.11687

Nonparametric confidence regions via the analytic wild bootstrap

2022· article· en· W4210546126 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.
venuePublished in a venue whose home country is Canada.

Bibliographic record

VenueCanadian Journal of Statistics · 2022
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsUniversity of Alberta
Fundersnot available
KeywordsHeteroscedasticityNonparametric statisticsConfidence intervalBootstrapping (finance)StatisticsRegressionComputer scienceNonparametric regressionSampling (signal processing)MathematicsEconometrics

Abstract

fetched live from OpenAlex

Abstract The wild bootstrap is a nonparametric tool that can be used to estimate a sampling distribution in the presence of heteroscedastic errors. In particular, the wild bootstrap enables us to compute confidence regions for regression parameters under non‐i.i.d. models. While the wild bootstrap may perform well in these settings, its obvious drawback is a lack of computational efficiency. The wild bootstrap requires a large number of bootstrap replications, making the use of this tool impractical when dealing with big data. We introduce the analytic wild bootstrap (ANWB), which provides a nonparametric alternative way of constructing confidence regions for regression parameters. The ANWB is superior to the wild bootstrap from a computational standpoint while exhibiting similar finite‐sample performance. We report simulation results for both least squares and ridge regression. Additionally, we test the ANWB on a real dataset and compare its performance with that of other standard approaches.

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)0.005
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: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.772
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.005
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0020.000

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 head0.137
GPT teacher head0.344
Teacher spread0.206 · 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