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Mixtures of stochastic differential equations with random effects: application to data clustering - MaRDI portal

Mixtures of stochastic differential equations with random effects: application to data clustering (Q254932)

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scientific article; zbMATH DE number 6552105
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Mixtures of stochastic differential equations with random effects: application to data clustering
scientific article; zbMATH DE number 6552105

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    Mixtures of stochastic differential equations with random effects: application to data clustering (English)
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    8 March 2016
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    mixed-effects models
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    stochastic differential equations
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    BIC
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    classification
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    EM algorithm
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    mixture distribution
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    maximum likelihood estimator
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