1.

Record Nr.

UNINA9910254300703321

Autore

Nagy Ivan

Titolo

Algorithms and Programs of Dynamic Mixture Estimation : Unified Approach to Different Types of Components / / by Ivan Nagy, Evgenia Suzdaleva

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017

ISBN

3-319-64671-0

Edizione

[1st ed. 2017.]

Descrizione fisica

1 online resource (113 pages) : illustrations, tables

Collana

SpringerBriefs in Statistics, , 2191-5458

Disciplina

519.544

Soggetti

Probabilities

Statistics

System theory

Control theory

Computer simulation

Algorithms

Probability Theory

Statistical Theory and Methods

Systems Theory, Control

Computer Modelling

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

Introduction -- Basic Models -- Statistical Analysis of Dynamic Mixtures -- Dynamic Mixture Estimation -- Program Codes -- Experiments -- Appendices.

Sommario/riassunto

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 the recursive estimation of dynamic mixtures, which are free of iterative processes and close to analytical solutions as much as



possible. In addition, these methods can be used online and simultaneously perform learning, which improves their efficiency during estimation. The book includes detailed program codes for solving the presented theoretical tasks. Codes are implemented in the open source platform for engineering computations. The program codes given serve to illustrate the theory and demonstrate the work of the included algorithms.