Sequential Estimation of Mixtures in Diffusion Networks
Result description
The letter studies the problem of sequential estimation of mixtures in diffusion networks whose nodes communicate only with their adjacent neighbors. The adopted quasi-Bayesian approach yields a probabilistically consistent and computationally non-intensive and fast method, applicable to a wide class of mixture models with unknown component parameters and weights. Moreover, if conjugate priors are used for inferring the component parameters, the solution attains a closed analytic form.
Keywords
The result's identifiers
Result code in IS VaVaI
Result on the web
DOI - Digital Object Identifier
Alternative languages
Result language
angličtina
Original language name
Sequential Estimation of Mixtures in Diffusion Networks
Original language description
The letter studies the problem of sequential estimation of mixtures in diffusion networks whose nodes communicate only with their adjacent neighbors. The adopted quasi-Bayesian approach yields a probabilistically consistent and computationally non-intensive and fast method, applicable to a wide class of mixture models with unknown component parameters and weights. Moreover, if conjugate priors are used for inferring the component parameters, the solution attains a closed analytic form.
Czech name
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Czech description
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Classification
Type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
GP14-06678P: Distributed dynamic estimation in diffusion networks
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
IEEE Signal Processing Letters
ISSN
1070-9908
e-ISSN
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Volume of the periodical
22
Issue of the periodical within the volume
2
Country of publishing house
US - UNITED STATES
Number of pages
5
Pages from-to
197-201
UT code for WoS article
000342159700009
EID of the result in the Scopus database
2-s2.0-84907191888
Basic information
Result type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP
BB - Applied statistics, operational research
Year of implementation
2015