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Record W4214653594 · doi:10.1080/03610926.2022.2045022

On distributions of covariance structures

2022· article· en· W4214653594 on OpenAlexaff
A. M. Mathai, Nicy Sebastian

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.

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)0.016
metaresearch head score (Gemma)0.069
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 score0.016
Threshold uncertainty score0.083

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0160.069
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0050.003
Science and technology studies0.0020.009
Scholarly communication0.0050.010
Open science0.0030.004
Research integrity0.0030.005
Insufficient payload (model declined to judge)0.0080.002

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 head0.064
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

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".

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Citations1
Published2022
Admission routes1
Has abstractyes

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