Online EM algorithm for mixture with application to Internet traffic modeling

DOI10.1016/j.csda.2004.11.002zbMath1431.62338OpenAlexW1968451041MaRDI QIDQ2257600

R. McGorman, J. Almhana, Zikuan Liu, Vartan Choulakian

Publication date: 25 February 2015

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.11.002

zbMATH Keywords

EM algorithmstochastic approximationBayesian information criterionmixture distributionInternet traffic

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Point estimation (62F10) Stochastic approximation (62L20)

Related Items (10)

On-Line Expectation–Maximization Algorithm for latent Data Models ⋮ Online EM for functional data ⋮ Estimating random-intercept models on data streams ⋮ Expectation-maximization algorithms for inference in Dirichlet processes mixture ⋮ A case-study on naïve labelling for the nearest mean and the linear discriminant classifiers ⋮ Fast online graph clustering via Erdős-Rényi mixture ⋮ Strategies for online inference of model-based clustering in large and growing networks ⋮ Scalable estimation strategies based on stochastic approximations: classical results and new insights ⋮ Finite mixture-of-gamma distributions: estimation, inference, and model-based clustering ⋮ Estimating multilevel models on data streams

Cites Work

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• Stochastic approximation with state-dependent noise
• Convergence and robustness of the Robbins-Monro algorithm truncated at randomly varying bounds
• Estimating the dimension of a model
• Stochastic approximation and its applications
• Practical time-scale fitting of self-similar traffic with Markov-modulated Poisson process
• Stochastic approximations for finite-state Markov chains
• Convergence of stochastic algorithms: from the Kushner–Clark theorem to the Lyapounov functional method
• On the Identifiability of Finite Mixtures

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