Distributed online expectation-maximization algorithm for Poisson mixture model

Wang，Qian1; Guo，Guangbao1; Qian，Guoqi2; Jiang，Xuejun3

2023-12-01

10.1016/j.apm.2023.08.016

Applied Mathematical Modelling   Impact Factor & Quartile

0307-904X

Traffic flow data, in the form of multiple time series of aggregated traffic volume observed from various vehicle detector stations, are investigated as a motivating example. By the very nature of the traffic volume observations, we model the traffic volume data from each station by a Poisson mixture model. We then propose a distributed online expectation-maximization algorithm to fit the traffic volume data under the Poisson mixture model, with the results to be used to make inference about the population attributes of the traffic flows. Apart from the finite mixture Poisson model, two forms of infinite mixture Poisson – Poisson-inverse-Gaussian model and Poisson-Gamma model – are specifically considered and analyzed in detail. Simulation study and real data analysis are also undertaken to confirm the theoretical properties that we have derived for the proposed distributed online expectation-maximization algorithms.

Distributed estimation Expectation-maximization Online update Poission mixture model Traffic flow data

English

Others

ENGINEERING

2-s2.0-85168796003

Scopus

1.School of Mathematics and Statistics,Shandong University of Technology,China
2.School of Mathematics and Statistics,The University of Melbourne,Australia
3.Department of Statistics and Data Science,Southern University of Science and Technology,China

Wang，Qian,Guo，Guangbao,Qian，Guoqi,et al. Distributed online expectation-maximization algorithm for Poisson mixture model[J]. Applied Mathematical Modelling,2023,124:734-748.

Wang，Qian,Guo，Guangbao,Qian，Guoqi,&Jiang，Xuejun.(2023).Distributed online expectation-maximization algorithm for Poisson mixture model.Applied Mathematical Modelling,124,734-748.

Wang，Qian,et al."Distributed online expectation-maximization algorithm for Poisson mixture model".Applied Mathematical Modelling 124(2023):734-748.