On the Use of the Matrix-Variate Tail-Inflated Normal Distribution for Parsimonious Mixture Modeling.
Salvatore D. TomarchioAntonio PunzoLuca BagnatoPublished in: SIS (2021)
Keyphrases
- normal distribution
- mixture modeling
- covariance matrix
- density estimation
- probability density function
- mixture model
- standard deviation
- em algorithm
- random variables
- probability distribution
- gaussian mixture model
- generative model
- sample size
- lead time
- expectation maximization
- power law
- dirichlet distribution
- principal component analysis