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Record W4239978806 · doi:10.1002/9781119483946.ch7

Stochastic Modelling

2018· other· en· W4239978806 on OpenAlexaffabout
Seyed M. Moghadas, Majid Jaberi‐Douraki

Bibliographic record

VenueMathematical Modelling · 2018
Typeother
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsYork University
Fundersnot available
KeywordsRandomnessStochastic modellingMarkov chainStochastic processContinuous-time stochastic processComputer scienceMarkov processSet (abstract data type)MathematicsStatisticsMachine learning

Abstract

fetched live from OpenAlex

When a phenomenon is free of any randomness, the outcomes are certain and these outcomes are predicted by using deterministic models. However, when the occurrence of outcomes is associated with probabilities, then a stochastic model is needed to predict a set of possible outcomes. This chapter describes some key components of stochastic models, with examples of their applications. The chapter extends the probability generating function to include time. In a stochastic model, the probability of the system being in different states may change over time. A stochastic process is a collection of random variables. The chapter provides an example of the stochastic process, that is, the exchange rate of the Canadian dollar against the US dollar. A transition diagram represents the possible pathways from one state to any other state in a Markov chain process.

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 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)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Other · Consensus signal: none
Teacher disagreement score0.351
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0130.019

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 head0.164
GPT teacher head0.367
Teacher spread0.203 · 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; both teacher heads agree on what is shown here.

Study designSimulation or modeling
Domainnot available
GenreOther

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

Citations0
Published2018
Admission routes2
Has abstractyes

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