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Record W2800000274 · doi:10.1080/00949655.2018.1472263

Minimum Hellinger distance estimation for a semiparametric location-shifted mixture model

2018· article· en· W2800000274 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueJournal of Statistical Computation and Simulation · 2018
Typearticle
Languageen
FieldComputer Science
TopicBayesian Methods and Mixture Models
Canadian institutionsUniversity of Calgary
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsHellinger distanceOutlierMathematicsEstimatorParametric statisticsRobustness (evolution)Semiparametric modelApplied mathematicsSemiparametric regressionParametric modelAlgorithmMathematical optimizationStatistics

Abstract

fetched live from OpenAlex

In this article, we propose a minimum Hellinger distance estimation (MHDE) for a semiparametric two-component mixture model where the two components are unknown location-shifted symmetric distributions f(x−μ1) and f(x−μ2). In the construction of MHDE, an appropriate estimation of the unknown nuisance parameter f is required. We propose to use the inversion formula given in Bordes et al. to estimate f based on current available sample from the mixture. To obtain the MHDE, an algorithm is presented to ease the numerical calculation. We also propose a simple but intuitive and robust initial estimator of the parameters. To assess its performance, we carry out a simulation study with comparison with a minimum profile Hellinger distance estimator (MPHDE) given in Wu et al. We use the proposed estimator to analyse the Old Faithful Geyser data in order to demonstrate its application. Through the numerical studies, we observe that our proposed MHDE for this semiparametric mixture model inherits the desired robustness and efficiency properties of that for parametric models. The proposed MHDE is very competitive with the MPHDE when there is no data contamination, whereas it performs better than the MPHDE in terms of bias when data is contaminated with outliers. Moreover, the MHDE reduces significantly the computing time of the MPHDE.

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.

Full frame distilled prediction

Teacher imitation

Not 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.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.490
Threshold uncertainty score0.404

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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.

Opus teacher head0.028
GPT teacher head0.344
Teacher spread0.316 · 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