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Online EM algorithm for mixture with application to Internet traffic modeling. (English) Zbl 1431.62338

Summary: Since histograms of many real network traces show strong evidence of mixture, this paper uses mixture distributions to model Internet traffic and applies the EM algorithm to fit the models. Making use of the fact that at each iteration of the EM algorithm the parameter increment has a positive projection on the gradient of the likelihood function, this paper proposes an online EM algorithm to fit the models and the Bayesian Information Criterion is applied to select the best model. Experimental results on real traces are provided to illustrate the efficiency of the proposed algorithm.

MSC:

62L20 Stochastic approximation
62F10 Point estimation
62-08 Computational methods for problems pertaining to statistics
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References:

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