Modeling right-skewed financial data streams: A likelihood inference based on the generalized Birnbaum-Saunders mixture model.
Mehrdad NaderiFarzane HashemiAndriëtte BekkerAhad JamalizadehPublished in: Appl. Math. Comput. (2020)
Keyphrases
- mixture model
- data streams
- maximum likelihood
- gaussian mixture model
- em algorithm
- density estimation
- probabilistic model
- dirichlet distribution
- dirichlet process
- generative model
- expectation maximization
- variational inference
- mixture modeling
- bayesian nonparametric
- mixture of gaussians
- model selection
- language model
- unsupervised learning
- data distribution
- probability density function
- bayesian inference
- variational bayes
- machine learning
- image processing
- data sets
- gaussian mixture
- dynamic bayesian networks
- active learning
- bayesian networks
- clustering algorithm
- computer vision