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Algorithms and Programs of Dynamic Mixture Estimation

Name: Algorithms and Programs of Dynamic Mixture Estimation
Brand: Springer International Publishing AG
SKU: 16608841
Price: 60.39 EUR
Availability: InStock
Author: Ivan Nagy
ISBN: 9783319646701

Unified Approach to Different Types of Components

Ivan Nagy

Evgenia Suzdaleva

Language

English

Book Paperback

Libristo code: 16608841

Publishers Springer International Publishing AG, August 2017

This book provides a general theoretical background for constructing the recursive Bayesian estimati... Full description

Libristo code: 16608841

148 b

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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.