An EM algorithm for estimating the parameters of the skew generalized <i>t</i> -normal distribution with application to robust finite mixture modeling
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Bibliographic record
Abstract
The present article describes an EM-type algorithm for estimation of the skew generalized t-normal (SGTN) distribution. The family of SGTN distributions can provide certain types of flexibility such as heavy tails and high kurtosis. The complexity of the SGTN distribution is traced to the ratio of the t density and distribution function of a normal distribution in the likelihood equations. To cope with this problem, we develop a feasible ECME algorithm for computing maximum likelihood estimates of model parameters via a selection mechanism. The proposed approach provides a robust parameter estimation method for the finite mixture model. Standard errors for the parameter estimates can be obtained via a general information-based method. Experimental results on simulated data and one real data example demonstrate the efficacy and usefulness of the proposed methodology.
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Full frame distilled prediction
Teacher imitationNot 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.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.001 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.001 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it