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Record W4214653594 · doi:10.1080/03610926.2022.2045022

On distributions of covariance structures

2022· article· en· W4214653594 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

VenueCommunication in Statistics- Theory and Methods · 2022
Typearticle
Languageen
FieldMathematics
TopicStatistical and numerical algorithms
Canadian institutionsMcGill University
Fundersnot available
KeywordsCovarianceMathematicsLaw of total covarianceLaplace transformScalar (mathematics)Covariance matrixBilinear interpolationGaussianMultivariate normal distributionCovariance functionMathematical analysisApplied mathematicsPhysicsStatisticsQuantum mechanicsCovariance intersectionGeometry

Abstract

fetched live from OpenAlex

The derivation of the sample covariance is difficult compared to that of the distribution of the sample correlation coefficient. This paper deals with the distributions of covariance structures appearing in real scalar/vector/matrix variables. Covariance structure is a bilinear structure. Consider a bilinear form u=X′AY where X and Y are p×1 and q×1 real vectors and A is a constant p × q matrix. The basic aim in this paper is to derive the distribution of such a structure when the components are scalar/vector/matrix Gaussian variables. The procedure used is to examine the Laplace transform or the moment generating function (mgf) coming from such a bilinear form in real scalar/vector/matrix variables. Covariance structures in several situations are shown to produce a mgf of the type (1−λ2t2)−α,λ>0,α>0,−1λ<R(t)<1λ where t is the mgf parameter, R(·) means the real part of (·), and λ and α are real scalar parameters. Explicit evaluation of the density of u is considered when α is a positive integer as well as for a general α. It is shown that the exact densities can be written as linear functions of double gamma densities and double exponential or Laplace densities when α is a positive integer. For the general value of α, it is shown that the exact density can be written in terms of double Mittag-Leffler or a double confluent hypergeometric function.

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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)0.004
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: Methods · Consensus signal: Methods
Teacher disagreement score0.185
Threshold uncertainty score0.613

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.004
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 science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

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 head0.064
GPT teacher head0.455
Teacher spread0.390 · 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