Expectation–Maximization algorithm for finite mixture of <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si57.svg"><mml:mrow><mml:mi>α</mml:mi></mml:mrow></mml:math>-stable distributions
Diego Castillo-Barnés, Francisco J. Martínez-Murcia, Javier Ramı́rez, J. M. Górriz, D. Salas-González
Topics & Concepts
Mixture modelExpectation–maximization algorithmAlgorithmGaussianMathematicsMarkov chain Monte CarloComputer scienceApplied mathematicsBayesian probabilityStatisticsMaximum likelihoodQuantum mechanicsPhysicsBayesian Methods and Mixture ModelsStatistical Distribution Estimation and ApplicationsStatistical Methods and Bayesian Inference