Algorithms and Programs of Dynamic Mixture Estimation : Unified Approach to Different Types of Components

✍ Scribed by Nagy, Ivan; Suzdaleva, Evgenia

Publisher: Springer
Year: 2017
Tongue: English
Leaves: 116
Series: SpringerBriefs in statistics
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

This book provides a general theoretical background for constructing the recursive Bayesian estimation algorithms for mixture models. It collects the recursive algorithms for estimating dynamic mixtures of various distributions and brings them in the unified form, providing a scheme for constructing the estimation algorithm for a mixture of components modeled by distributions with reproducible statistics. It offers Read more...

Abstract:

This book provides a general theoretical background for constructing the recursive Bayesian estimation algorithms for mixture models. Read more...

✦ Table of Contents

Front Matter ....Pages i-ix
Introduction (Ivan Nagy, Evgenia Suzdaleva)....Pages 1-7
Basic Models (Ivan Nagy, Evgenia Suzdaleva)....Pages 9-17
Statistical Analysis of Dynamic Mixtures (Ivan Nagy, Evgenia Suzdaleva)....Pages 19-27
Dynamic Mixture Estimation (Ivan Nagy, Evgenia Suzdaleva)....Pages 29-43
Program Codes (Ivan Nagy, Evgenia Suzdaleva)....Pages 45-55
Experiments (Ivan Nagy, Evgenia Suzdaleva)....Pages 57-84
Appendix A (Supporting Notions) (Ivan Nagy, Evgenia Suzdaleva)....Pages 85-97
Appendix B (Supporting Programs) (Ivan Nagy, Evgenia Suzdaleva)....Pages 99-110
Back Matter ....Pages 111-113

✦ Subjects

Estimation theory;Regression analysis -- Mathematical models;MATHEMATICS / Essays;MATHEMATICS / Pre-Calculus;MATHEMATICS / Reference;Mathematics;Probability Theory and Stochastic Processes;Statistical Theory and Methods;Systems Theory, Control;Simulation and Modeling;Algorithms

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