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Record W4309026333 · doi:10.3390/e24111652

A New Class of Weighted CUSUM Statistics

2022· article· en· W4309026333 on OpenAlexafffund
Xiaoping Shi, Xiangsheng Wang, Nancy Reid

Bibliographic record

VenueEntropy · 2022
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsUniversity of TorontoUniversity of British Columbia, Okanagan CampusUniversity of British Columbia
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsCUSUMMathematicsStatisticsStatisticPoisson distributionExponential familyApplied mathematics

Abstract

fetched live from OpenAlex

A change point is a location or time at which observations or data obey two different models: before and after. In real problems, we may know some prior information about the location of the change point, say at the right or left tail of the sequence. How does one incorporate the prior information into the current cumulative sum (CUSUM) statistics? We propose a new class of weighted CUSUM statistics with three different types of quadratic weights accounting for different prior positions of the change points. One interpretation of the weights is the mean duration in a random walk. Under the normal model with known variance, the exact distributions of these statistics are explicitly expressed in terms of eigenvalues. Theoretical results about the explicit difference of the distributions are valuable. The expansions of asymptotic distributions are compared with the expansion of the limit distributions of the Cramér-von Mises statistic and the Anderson and Darling statistic. We provide some extensions from independent normal responses to more interesting models, such as graphical models, the mixture of normals, Poisson, and weakly dependent models. Simulations suggest that the proposed test statistics have better power than the graph-based statistics. We illustrate their application to a detection problem with video data.

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)0.000
metaresearch head score (Gemma)0.001
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: Methods
Teacher disagreement score0.051
Threshold uncertainty score0.993

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.001
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)0.0080.000

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 head0.050
GPT teacher head0.347
Teacher spread0.297 · 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 teacher head, not a consensus.

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".

Quick stats

Citations1
Published2022
Admission routes2
Has abstractyes

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