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Record W4320176121 · doi:10.1214/22-aoas1624

Regularized fingerprinting in detection and attribution of climate change with weight matrix optimizing the efficiency in scaling factor estimation

2023· article· en· W4320176121 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

VenueThe Annals of Applied Statistics · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicSpatial and Panel Data Analysis
Canadian institutionsEnvironment and Climate Change Canada
FundersNational Science Foundation
KeywordsCovariance matrixMathematicsStatisticsEstimatorMatrix (chemical analysis)Linear regressionCovarianceEstimation of covariance matricesApplied mathematics

Abstract

fetched live from OpenAlex

Detection and attribution analyses play a central role in establishing the causal effect of human activities on global warming. The most commonly used method in such analyses, optimal fingerprinting, is a multiple regression where each covariate has a measurement error whose covariance matrix is the same as that of the regression error up to a known scale. Inferences about the regression coefficients are critical not only for making statements about detection and attribution but also for quantifying the uncertainty in important outcomes derived from detection and attribution analyses. When there are no errors-in-variables (EIV), the optimal weight matrix in estimating the regression coefficients is the precision matrix of the regression error. This matrix, however, is never known and has to be estimated from climate model simulations with regularization. The consequence is that the optimal fingerprinting method is not optimal, as believed in practice. We construct a weight matrix by inverting a nonlinear shrinkage estimate of the error covariance matrix that minimizes loss functions directly targeting the uncertainty of the resulting regression coefficient estimator. The resulting estimator of the regression coefficients is asymptotically optimal as the sample size of the climate model simulations and the matrix dimension go to infinity together with a limiting ratio. When EIVs are present, the estimator of the regression coefficients, based on the proposed weight matrix, is asymptotically more efficient than that based on the inverse of the existing linear shrinkage estimator of the error covariance matrix. The performance of the method is confirmed in finite sample simulation studies mimicking realistic situations in terms of the length of the confidence intervals and empirical coverage rates for the regression coefficients. In an application to detection and attribution analyses of the mean temperature at different spatial scales, the method yielded shorter confidence intervals which are important for such analyses in practice.

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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)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.659
Threshold uncertainty score0.217

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.082
GPT teacher head0.289
Teacher spread0.207 · 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