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Estimating tail probabilities of random sums of infinite mixtures of phase-type distributions.
Hui Yao
Leonardo Rojas-Nandayapa
Thomas Taimre
Published in:
WSC (2016)
Keyphrases
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heavy tailed
probability distribution
generalized gaussian
random variables
heavy tailed distributions
decision trees
rigid body
mixture distribution
genetic algorithm
learning algorithm
probabilistic model
transition probabilities
power law
preprocessing phase