An EM Algorithm for Batch Markovian Arrival Processes and its Comparison to a Simpler Estimation Procedure
Lothar BreuerPublished in: Universität Trier, Mathematik/Informatik, Forschungsbericht (2001)
Keyphrases
- em algorithm
- arrival processes
- maximum likelihood estimation
- parameter estimation
- expectation maximization
- log likelihood function
- queue length
- maximum likelihood
- mixture model
- density estimation
- likelihood function
- expectation maximisation
- gaussian mixture
- map estimation
- generative model
- gaussian mixture model
- single server
- update equations
- log likelihood
- maximum likelihood estimates
- incomplete data
- hyperparameters
- hidden variables
- model based clustering
- mixture modeling
- penalized likelihood
- probabilistic model
- service times
- maximum a posteriori
- steady state
- finite mixture model
- probability density function
- mixture distribution
- unsupervised learning
- least squares
- probability distribution