MétaCan
Menu
Back to cohort
Record W4378832727 · doi:10.1111/jtsa.12700

Nonlinear kernel mode‐based regression for dependent data

2023· article· en· W4378832727 on OpenAlexafffund
Tao Wang

Bibliographic record

VenueJournal of Time Series Analysis · 2023
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsUniversity of Victoria
FundersUniversity of Victoria
KeywordsMathematicsEstimatorKernel (algebra)Kernel regressionVariable kernel density estimationApplied mathematicsStatisticsKernel methodMathematical optimizationComputer scienceArtificial intelligence

Abstract

fetched live from OpenAlex

Under stationary ‐mixing dependent samples, we in this article develop a novel nonlinear regression based on mode value for time series sequences to achieve robustness without sacrificing estimation efficiency. The estimation process is built on a kernel‐based objective function with a constant bandwidth (tuning parameter) that is independent of sample size and can be adjusted to maximize efficiency. The asymptotic distribution of the resultant estimator is established under suitable conditions, and the convergence rate is demonstrated to be the same as that in nonlinear mean regression. To numerically estimate the kernel mode‐based regression, we develop a modified modal‐expectation‐maximization algorithm in conjunction with Taylor expansion. A robust Wald‐type test statistic derived from the resulting estimator is also provided, along with its asymptotic distribution for the null and alternative hypotheses. The local robustness of the proposed estimation procedure is studied using influence function analysis, and the good finite sample performance of the newly suggested model is verified through Monte Carlo simulations. We finally combine the recommended kernel mode‐based regression with neural networks to develop a kernel mode‐based neural networks model, the performance of which is evidenced by an empirical examination of exchange rate prediction.

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)0.004
metaresearch head score (Gemma)0.017
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: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.004
Threshold uncertainty score0.023

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.017
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0010.002
Open science0.0020.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0020.001

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 head0.145
GPT teacher head0.439
Teacher spread0.294 · 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".

Quick stats

Citations9
Published2023
Admission routes2
Has abstractyes

Explore more

Same venueJournal of Time Series AnalysisSame topicStatistical Methods and InferenceFrench-language works237,207