{"as_of":"2026-08-22T22:21:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:75ade2074c15b24488a2d338d6904d7712f00f7f4a02c4b3431e0f3cfd9309d6","coverage":[{"denominator":0,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":1,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-22T06:32:14.747728+00:00","state":"measured"},{"denominator":1,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":1,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-06T22:24:40.352002Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"pith","source_observed_at":"2026-08-06T22:24:42.744392Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2310.18883","last_updated":"2023-10-29T03:13:45Z","snapshot_observed_at":"2026-08-16T14:47:57.246970Z","submitted_at":"2023-10-29T03:13:45Z","title":"A Zeroth-Order Variance-Reduced Method for Decentralized Stochastic Non-convex Optimization","version":1},"cited_work":{"arxiv_id":"2310.18883","doi":null,"metadata_source":"pith","pith_arxiv_id":"2310.18883","snapshot_observed_at":"2026-08-06T22:24:42.744392Z","title":"A Zeroth-Order Variance-Reduced Method for Decentralized Stochastic Non-convex Optimization","venue":"math.OC","work_id":"66d360e8-f57a-4bba-af15-406a28acda16","year":2023},"citing_paper":{"arxiv_id":"2506.21833","last_updated":"2026-07-10T19:11:43Z","snapshot_observed_at":"2026-08-09T01:25:49.190171Z","submitted_at":"2025-06-27T00:47:03Z","title":"Memory Savings at What Cost? A Study of Alternatives to Backpropagation","version":2},"reference_index":43,"source":"pdf_text","source_observed_at":"2026-08-06T22:24:40.352002Z"},"links":{"cited_paper":"/paper/2310.18883","citing_paper":"/paper/2506.21833"},"observation_digest":"sha256:6d80a59b342f7e7650152a5685b60653fd60cc7942923abc428df11022d7186b","observation_id":"0bb6fcac-00fa-41f2-a633-e902afc47035","resolution":{"observed_at":"2026-08-06T22:24:42.826240Z","resolver_source":"local_arxiv","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-22T06:32:14.747728+00:00","source":"crossref"},{"observed_at":"2026-08-22T06:32:06.552537+00:00","source":"retraction_watch"}],"state":"measured"}}],"links":{"evidence":"/evidence","html":"/paper/2310.18883/citation-record","integrity":"/paper/2310.18883/integrity","json":"/paper/2310.18883/citation-record.json","paper":"/paper/2310.18883"},"outbound":[],"paper":{"arxiv_id":"2310.18883","last_updated":"2023-10-29T03:13:45Z","latest_version":1,"primary_category":"math.OC","snapshot_observed_at":"2026-08-16T14:47:57.246970Z","submitted_at":"2023-10-29T03:13:45Z","title":"A Zeroth-Order Variance-Reduced Method for Decentralized Stochastic Non-convex Optimization"},"reference_resolution":{"displayed":0,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":0,"verified_exact":0,"verified_fuzzy":0},"total_outbound_references":0},"refusal":"A citation records a reference. It does not transfer a finding from one paper to another.","schema":"pith.paper-citation-record.v1","standing_sources":[{"observed_at":"2026-08-22T06:32:14.747728+00:00","source":"crossref"},{"observed_at":"2026-08-22T06:32:06.552537+00:00","source":"retraction_watch"}],"thesis":"As of 22 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:2310.18883."}