Dynamic parameter estimation based on minimum cross-entropy method for combining information sources

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F15%3A10297159" target="_blank" >RIV/00216208:11320/15:10297159 - isvavai.cz</a>

Alternative codes found

RIV/67985556:_____/15:00445817

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Dynamic parameter estimation based on minimum cross-entropy method for combining information sources

Original language description

When combining information sources, e.g. measuring devices or experts, we deal with two problems: which combining method to choose (linear combination, geometric mean) and how to measure the reliability of the sources, i.e. how to assign the weights to them. Inspired by [Sečkárová, 2013] we introduce a method which overcomes such shortcomings. Proposed method, based on minimization of the Kullback-Leibler divergence with specific constraints, directly combines data, i.e. probability vectors, thus no additional step to obtain the weights is needed. The detailed description of the proposed method and a comparison with recently introduced dynamic diffusion estimation [Dedecius and Sečkárová, 2013], which heavily depends on the determination of the weights, form the core of this contribution.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/GA13-13502S" target="_blank" >GA13-13502S: Fully Probabilistic Design of Dynamic Decision Strategies for Imperfect Participants in Market Scenarios</a><br>

Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2015

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Pliska Studia Mathematica

ISSN

0204-9805

e-ISSN

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Volume of the periodical

24

Issue of the periodical within the volume

5

Country of publishing house

BG - BULGARIA

Number of pages

8

Pages from-to

181-188

UT code for WoS article

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EID of the result in the Scopus database

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