Triple

T2373436
Position Surface form Disambiguated ID Type / Status
Subject Markov chain Monte Carlo E46140 entity
Predicate basedOn P98 FINISHED
Object Markov property E48274 NE FINISHED

How this triple was built (2 steps)

Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.

NER Named-entity recognition gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: Markov property | Statement: [Markov chain Monte Carlo, basedOn, Markov property]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07
Target entity: Markov property
Context triple: [Markov chain Monte Carlo, basedOn, Markov property]
  • A. Markov processes chosen
    Markov processes are stochastic processes in which the future evolution depends only on the present state and not on the past history.
  • B. Chapman–Kolmogorov equation
    The Chapman–Kolmogorov equation is a fundamental relation in the theory of stochastic processes that expresses how transition probabilities of a Markov process over longer time intervals can be obtained by integrating over intermediate states.
  • C. Kolmogorov backward equation
    The Kolmogorov backward equation is a fundamental partial differential equation in stochastic processes that characterizes the time evolution of expected values of functionals of Markov processes, complementary to the Fokker–Planck (forward) equation.
  • D. Ornstein–Uhlenbeck process
    The Ornstein–Uhlenbeck process is a continuous-time stochastic process that models mean-reverting random motion, widely used in physics and quantitative finance to describe systems fluctuating around a long-term equilibrium.
  • E. Doob–Meyer decomposition
    The Doob–Meyer decomposition is a fundamental result in stochastic process theory that uniquely expresses a submartingale as the sum of a martingale and a predictable, increasing process.
  • F. None of above.
  • G. Unsure - the case is ambiguous/there is not enough information to decide.

Provenance (3 batches)

The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.

Step Stage Batch ID Status When
creating Elicitation batch_69a88a145268819083e2736cb835c696 completed March 4, 2026, 7:37 p.m.
NER Named-entity recognition batch_69abc791c4688190a4b8f0e540e84eb4 completed March 7, 2026, 6:37 a.m.
NED1 Entity disambiguation (via context triple) batch_69aea8a619d48190b1e1ad4c3efaf130 completed March 9, 2026, 11:01 a.m.
Created at: March 4, 2026, 7:56 p.m.