A Fast EM Algorithm for Fitting Marked Markovian Arrival Processes with a New Special Structure.
Gábor HorváthHiroyuki OkamuraPublished in: EPEW (2013)
Keyphrases
- em algorithm
- arrival processes
- parameter estimation
- expectation maximization
- mixture model
- maximum likelihood
- queue length
- single server
- generative model
- gaussian mixture
- gaussian mixture model
- expectation maximisation
- service times
- maximum likelihood estimation
- hidden variables
- hyperparameters
- maximum a posteriori
- likelihood function
- incomplete data
- density estimation
- probability density function
- steady state
- probabilistic model
- log likelihood
- least squares
- penalized likelihood
- mixture modeling
- mixture distribution
- pairwise
- finite mixture model
- log likelihood function
- computational complexity
- clustering algorithm