The finite mixture model for the tails of distribution: Monte Carlo experiment and empirical applications.
Marilena FurnoFrancesco CaraccioloPublished in: Stat. Anal. Data Min. (2024)
Keyphrases
- monte carlo
- confidence intervals
- finite mixture model
- variance reduction
- markov chain
- importance sampling
- adaptive sampling
- heavy tails
- em algorithm
- monte carlo methods
- monte carlo simulation
- markovian decision
- monte carlo tree search
- mixture model
- probability distribution
- density estimation
- particle filter
- learning algorithm
- expectation maximization
- point processes
- mutual information
- data streams