Original title: Notes on projection based modelling of beta-distributed weights of a two-component mixture
Authors: Dedecius, Kamil
Document type: Research reports
Year: 2011
Language: eng
Series: Research Report, volume: 2297
Abstract: 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.
Keywords: Bayesian modelling; beta mixtures; projection
Project no.: CEZ:AV0Z10750506 (CEP), GA102/08/0567 (CEP)
Funding provider: GA ČR

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2011/AS/dedecius-notes on projection based modelling of beta-distributed weights of a two-component mixture.pdf
Original record: http://hdl.handle.net/11104/0196617

Permalink: http://www.nusl.cz/ntk/nusl-42729


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