Combining Marginal Probability Distributions via Minimization of Weighted Sum of Kullback-Leibler Divergences

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F11%3A00359399" target="_blank" >RIV/67985556:_____/11:00359399 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.ijar.2011.01.002" target="_blank" >http://dx.doi.org/10.1016/j.ijar.2011.01.002</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.ijar.2011.01.002" target="_blank" >10.1016/j.ijar.2011.01.002</a>

Result language
angličtina
Original language name
Combining Marginal Probability Distributions via Minimization of Weighted Sum of Kullback-Leibler Divergences
Original language description
The paper deals with the problem of combining marginal probability distributions as a means for aggregating pieces of expert information. The combined distribution is searched as a minimizer of a weighted sum of Kullback?Leibler divergences of the givenmarginal distributions and corresponding marginals of the searched one. Necessary and sufficient conditions for a distribution to be a minimizer are stated. For discrete random variables an iterative algorithm for approximate solution of the minimizationproblem is proposed and its convergence is proved.
Czech name
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Czech description
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Type
J<sub>x</sub> - 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/GA102%2F08%2F0567" target="_blank" >GA102/08/0567: Fully probabilistic design of dynamic decision strategies</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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