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Control Variates

2017· other· en· W4232943939 on OpenAlexaff
Christiane Lemieux

Bibliographic record

VenueWiley StatsRef: Statistics Reference Online · 2017
Typeother
Languageen
FieldMathematics
TopicMathematical Approximation and Integration
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsControl variatesVariance reductionMonte Carlo methodEstimatorVariance (accounting)Random variateComputer scienceSample size determinationStatisticsSample (material)AlgorithmMathematicsHybrid Monte CarloRandom variableMarkov chain Monte CarloPhysics

Abstract

fetched live from OpenAlex

Abstract Monte Carlo simulation methods are widely used in several scientific disciplines. They are flexible and easy to apply, but their corresponding error is sometimes deemed too large. This error can be reduced by increasing the sample size, but a more effective approach is to apply cleverly designedvariance reduction techniques. Control variates is an example of such a technique. It aims at reducing the Monte Carlo estimator's variance using a correcting factor that depends on the distance between a control variate and its expectation. This article explains how to use this technique and why it works.

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)0.006
metaresearch head score (Gemma)0.037
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.032
Threshold uncertainty score0.106

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0060.037
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.003
Science and technology studies0.0010.003
Scholarly communication0.0040.002
Open science0.0010.002
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0320.007

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 head0.092
GPT teacher head0.380
Teacher spread0.288 · 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 designNot applicable
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

Citations3
Published2017
Admission routes1
Has abstractyes

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