Bayesian estimation of mixtures with dynamic transitions and known component parameters

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21260%2F11%3A00186902" target="_blank" >RIV/68407700:21260/11:00186902 - isvavai.cz</a>

Alternative codes found

RIV/67985556:_____/11:00364115

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Bayesian estimation of mixtures with dynamic transitions and known component parameters

Original language description

Probabilistic mixture provide flexible "universal" approximation of probability density functions. Their wide use is enabled by the availability of a range of efficient estimation algorithms. Among them, quasi-Bayesian estimation plays a prominent role as it runs "naturally" in one-pass mode. This is important in on-line applications and/or extensive databases. It even copes with dynamic nature of components forming the mixture. However, the quasi-Bayesian estimation relies on mixing via constant component weights. Thus, mixtures with dynamic components and dynamic transitions between them are not supported. The present paper fills this gap. For the sake of simplicity and to give a better insight into the task, the paper considers mixtures with known components. A general case with unknown components will be presented soon.

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

BC - Theory and management systems

OECD FORD branch

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Project

Result was created during the realization of more than one project. More information in the Projects tab.

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

Name of the periodical

Kybernetika

ISSN

0023-5954

e-ISSN

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Volume of the periodical

4

Issue of the periodical within the volume

47

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

23

Pages from-to

572-594

UT code for WoS article

000296069900006

EID of the result in the Scopus database

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