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Online EM algorithm for mixture with application to internet traffic modeling

Author

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  • Liu, Z.
  • Almhana, J.
  • Choulakian, V.
  • McGorman, R.

Abstract

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Suggested Citation

  • Liu, Z. & Almhana, J. & Choulakian, V. & McGorman, R., 2006. "Online EM algorithm for mixture with application to internet traffic modeling," Computational Statistics & Data Analysis, Elsevier, vol. 50(4), pages 1052-1071, February.
    • Handle: RePEc:eee:csdana:v:50:y:2006:i:4:p:1052-1071
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    References listed on IDEAS

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    1. Ma, D.-J. & Makowski, A.M. & Shwartz, A., 1990. "Stochastic approximations for finite-state Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 35(1), pages 27-45, June.
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    Cited by:

    1. Ippel, L. & Kaptein, M.C. & Vermunt, J.K., 2016. "Estimating random-intercept models on data streams," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 169-182.
    2. Maire, Florian & Moulines, Eric & Lefebvre, Sidonie, 2017. "Online EM for functional data," Computational Statistics & Data Analysis, Elsevier, vol. 111(C), pages 27-47.
    3. L. Ippel & M. C. Kaptein & J. K. Vermunt, 2019. "Estimating Multilevel Models on Data Streams," Psychometrika, Springer;The Psychometric Society, vol. 84(1), pages 41-64, March.
    4. Olivier Cappé & Eric Moulines, 2009. "On‐line expectation–maximization algorithm for latent data models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(3), pages 593-613, June.
    5. Sato, Aki-Hiro, 2012. "Patterns of regional travel behavior: An analysis of Japanese hotel reservation data," International Review of Financial Analysis, Elsevier, vol. 23(C), pages 55-65.

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