Results 1 to 10 of about 9,497,746 (229)
Improved Initialization of the EM Algorithm for Mixture Model Parameter Estimation
Mathematics, 2020 A commonly used tool for estimating the parameters of a mixture model is the Expectation–Maximization (EM) algorithm, which is an iterative procedure that can serve as a maximum-likelihood estimator.
Branislav Panić, J. Klemenc, M. Nagode
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Prediction of outstanding IBNR liabilities using delay probability [PDF]
Mathematics and Modeling in Finance, 2021 An important question in non life insurance research is the estimation of number of future payments and corresponding amount of them. A loss reserve is the money set aside by insurance companies to pay policyholders claims on their policies.
Fatemeh Atatalab +1 more
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Implementation of EM algorithm based on non-precise observations [PDF]
Journal of Mahani Mathematical Research, 2023 The EM algorithm is a powerful tool and generic useful device in a variety of problems for maximum likelihood estimation with incomplete data which usually appears in practice.
Abbas Parchami
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Developing a Strategy for Buying and Selling Stocks Based on Semi-Parametric Markov Switching Time Series Models [PDF]
Iranian Journal of Finance, 2021 The modeling of strategies for buying and selling in Stock Market Investment has been the object of numerous advances and uses in economic studies, both theoretically and empirically.
Hossein Naderi +3 more
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Weakly Semi Supervised learning based Mixture Model With Two-Level Constraints
Proceedings of the International Florida Artificial Intelligence Research Society Conference, 2021 We propose a new weakly supervised approach for classification and clustering based on mixture models. Our approach integrates multi-level pairwise group and class constraints between samples to learn the underlying group structure of the data and ...
Adama Nouboukpo, Mohand Saïd Allili
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Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [PDF]
تحقیقات مالی, 2016 This paper examines whether combining Generalized Hyperbolic Skew-t distribution, recently introduced in the field of insurance, and Extreme Value Theory (EVT) could result in a modeling of loss function that could model central value as well as extreme ...
Saeed Bajalan +2 more
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AIMS Mathematics, 2022 A new class of skewed distributions, with a matrix skewness parameter, called extended mean mixtures of multivariate normal (EMMN) distributions, is constructed.
Guangshuai Zhou , Chuancun Yin
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Risks, 2020 This article presents the Poisson-Inverse Gamma regression model with varying dispersion for approximating heavy-tailed and overdispersed claim counts. Our main contribution is that we develop an Expectation-Maximization (EM) type algorithm for maximum ...
George Tzougas
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An Expectation-Maximization Algorithm for Including Oncological COVID-19 Deaths in Survival Analysis
Current Oncology, 2023 We address the problem of how COVID-19 deaths observed in an oncology clinical trial can be consistently taken into account in typical survival estimates.
Francesca De Felice +2 more
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Hierarchical Mixtures of Experts and the EM Algorithm
Neural Computation, 1993 We present a tree-structured architecture for supervised learning. The statistical model underlying the architecture is a hierarchical mixture model in which both the mixture coefficients and the mixture components are generalized linear models (GLIM's).
M. I. Jordan, R. Jacobs
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