An EM Algorithm for Batch Markovian Arrival Processes and its Comparison to a Simpler Estimation Procedure.
Lothar BreuerPublished in: Ann. Oper. Res. (2002)
Keyphrases
- em algorithm
- arrival processes
- maximum likelihood estimation
- parameter estimation
- expectation maximization
- log likelihood function
- mixture model
- maximum likelihood
- queue length
- density estimation
- gaussian mixture
- generative model
- map estimation
- gaussian mixture model
- hyperparameters
- likelihood function
- expectation maximisation
- single server
- incomplete data
- probability density function
- maximum likelihood estimates
- maximum a posteriori
- model based clustering
- update equations
- mixture modeling
- sum product algorithm
- penalized likelihood
- hidden variables
- posterior distribution
- log likelihood
- stochastic model
- finite mixture model
- bayesian framework
- steady state
- unsupervised learning
- probabilistic model
- high dimensional