Název:
Notes on projection based modelling of beta-distributed weights of a two-component mixture
Autoři:
Dedecius, Kamil Typ dokumentu: Výzkumné zprávy
Rok:
2011
Jazyk:
eng
Edice: Research Report, svazek: 2297
Abstrakt: This report contains brief notes on estimation of beta-distributed weight of a Gaussian mixture. The results are directly applied in paper Kárný, M.: On approximate Bayesian recursive estimation]. First, we develop a method to update the beta distribution of weights by new data (evidences) and show, that a projection is needed to preserve the low modelling complexity. Then, we show how forgetting may be applied to improve adaptivity. The results can be immediately applied to multicomponent mixtures.
Klíčová slova:
Bayesian modelling; beta mixtures; projection Číslo projektu: CEZ:AV0Z10750506 (CEP), GA102/08/0567 (CEP) Poskytovatel projektu: GA ČR