Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution.
Jaehyuk ChoiYeda DuQingshuo SongPublished in: J. Comput. Appl. Math. (2021)
Keyphrases
- gaussian distribution
- mixture distribution
- dirichlet distribution
- discrete random variables
- gaussian model
- mixture model
- heavy tailed
- mixture of gaussians
- normal distribution
- gaussian mixture model
- poisson distribution
- maximum likelihood
- gaussian mixture
- linear computational complexity
- gaussian convolution
- exponential family
- marginal distributions
- closed form
- expectation maximization
- generalized gaussian
- density function
- mixture distributions
- probability density function
- gaussian densities
- continuous functions
- bayesian networks
- probabilistic model
- mixture of gaussian distributions
- maximum likelihood estimates
- joint distribution
- approximation algorithms
- probability distribution
- discrete data
- prior distribution
- multi dimensional scaling
- covariance matrices
- probability density
- series expansion
- von mises fisher
- density estimation
- random variables
- taylor series expansion