Maximum Likelihood Estimation of Multivariate Skew t-Distribution.
Leonidas SakalauskasIngrida VaiciulytePublished in: ICORES (2012)
Keyphrases
- maximum likelihood estimation
- multivariate gaussian
- probability distribution
- mixture of gaussians
- density function
- probability density
- maximum likelihood
- parameter estimation
- em algorithm
- expectation maximization
- probability density function
- gaussian distribution
- random variables
- regression model
- boltzmann machine
- poisson noise
- data mining
- distance measure
- state space
- model selection