Online EM algorithm for mixture with application to Internet traffic modeling

DOI10.1016/j.csda.2004.11.002zbMath1431.62338MaRDI 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 algorithm; stochastic approximation; Bayesian information criterion; mixture distribution; Internet traffic

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62F10: Point estimation

62L20: Stochastic approximation

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