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Record W1755019093 · doi:10.1002/cjs.11246

A mixture of generalized hyperbolic distributions

2015· article· en· W1755019093 on OpenAlexafffundvenueabout
Ryan P. Browne, Paul D. McNicholas

Bibliographic record

VenueCanadian Journal of Statistics · 2015
Typearticle
Languageen
FieldComputer Science
TopicBayesian Methods and Mixture Models
Canadian institutionsMcMaster University
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsMixture modelGeneralized inverse Gaussian distributionSkewExpectation–maximization algorithmCluster analysisGeneralized normal distributionMathematicsGaussianApplied mathematicsMixture distributionMultivariate statisticsInverse distributionEstimation theoryInverse Gaussian distributionProbability distributionDistribution (mathematics)StatisticsProbability density functionComputer scienceHeavy-tailed distributionNormal distributionGaussian processMaximum likelihoodGaussian random fieldMathematical analysisPhysics

Abstract

fetched live from OpenAlex

Abstract We introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives within which the mixture of multivariate t ‐distributions and the mixture of skew‐ t distributions predominate. The mathematical development of our mixture of generalized hyperbolic distributions model relies on its relationship with the generalized inverse Gaussian distribution. The latter is reviewed before our mixture models are presented along with details of the aforesaid reliance. Parameter estimation is outlined within the expectation–maximization framework before the clustering performance of our mixture models is illustrated via applications on simulated and real data. In particular, the ability of our models to recover parameters for data from underlying Gaussian and skew‐ t distributions is demonstrated. Finally, the role of generalized hyperbolic mixtures within the wider model‐based clustering, classification, and density estimation literature is discussed. The Canadian Journal of Statistics 43: 176–198; 2015 © 2015 Statistical Society of Canada

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)0.006
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: Methods · Consensus signal: Methods
Teacher disagreement score0.008
Threshold uncertainty score0.034

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0060.017
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0030.002
Science and technology studies0.0010.004
Scholarly communication0.0040.005
Open science0.0030.003
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0080.002

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 head0.036
GPT teacher head0.260
Teacher spread0.224 · 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

Citations188
Published2015
Admission routes4
Has abstractyes

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