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Record W4416298245 · doi:10.1016/j.jmva.2025.105519

Random correlation matrices generated via partial correlation C-vines

2025· article· en· W4416298245 on OpenAlexafffund
Harry Joe, Dorota Kurowicka

Bibliographic record

VenueJournal of Multivariate Analysis · 2025
Typearticle
Languageen
FieldMathematics
TopicRandom Matrices and Applications
Canadian institutionsUniversity of British Columbia
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsCorrelationRandom variablePartial correlationRandom matrixDistance correlation

Abstract

fetched live from OpenAlex

The method for generating random d × d correlation matrices with a partial correlation C-vine is extended so that each correlation can have a distribution that is asymmetric on ( − 1 , 1 ) or on ( 0 , 1 ) . With the recursion formulas from the partial correlation C-vine to the correlation matrix, first and second moments can be derived, in the case of the same distribution for each partial correlation in tree ℓ of the vine ( 1 ≤ ℓ < d ). Algorithms and conditions are given so that, after a permutation step, all random correlations have a common mean and second moment. The algorithms can be useful for simulation experiments to generate random correlation matrices that cover the whole space or with the restriction that each correlation is positive.

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: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.006
Threshold uncertainty score0.021

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.017
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0010.001
Scholarly communication0.0010.002
Open science0.0010.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0060.001

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 head0.019
GPT teacher head0.321
Teacher spread0.302 · 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
GenreEmpirical

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
Published2025
Admission routes2
Has abstractyes

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