A natural parametrization of multivariate distributions with limited memory.
Natalia ShenkmanPublished in: J. Multivar. Anal. (2017)
Keyphrases
- limited memory
- data streams
- memory space
- multivariate normal
- influence diagrams
- finite mixtures
- sliding window
- dependence structure
- real time
- probability distribution
- continuous data streams
- stream mining
- random variables
- quasi newton method
- probability distribution function
- lower bound
- joint distribution
- multi agent
- training data
- past observations