Change-Point and Model Estimation with Heteroskedastic Noise and Unknown Model Structure
Bibliographic record
Abstract
In this paper, we investigate the problem of modeling time-series as a process generated through (i) switching between several independent sub-models; (ii) where each sub-model has heteroskedastic noise, and (iii) a polynomial bias, describing nonlinear dependency on system input. First, we propose a generic nonlinear and heteroskedastic statistical model for the process. Then, we design Maximum Likelihood (ML) parameters estimation method capable of handling heteroscedasticity and exploiting constraints on model structure. We investigate solving the intractable ML optimization using population-based stochastic numerical methods. We then find possible model change-points that maximize the likelihood without over-fitting measurement noise. Finally, we verify the usefulness of the proposed technique in a practically relevant case study, the execution-time of odometry estimation for a robot operating radar sensor, and evaluate the different proposed procedures using both simulations and field data.
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How this classification was reachedexpand
Full frame distilled prediction
Teacher imitationNot 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.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one teacher head, not a consensus.
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".