Algorithms and Programs of Dynamic Mixture Estimation

Unified Approach to Different Types of Components

Nonfiction, Science & Nature, Science, Other Sciences, System Theory, Mathematics, Statistics
Cover of the book Algorithms and Programs of Dynamic Mixture Estimation by Ivan Nagy, Evgenia Suzdaleva, Springer International Publishing
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Author: Ivan Nagy, Evgenia Suzdaleva ISBN: 9783319646718
Publisher: Springer International Publishing Publication: August 14, 2017
Imprint: Springer Language: English
Author: Ivan Nagy, Evgenia Suzdaleva
ISBN: 9783319646718
Publisher: Springer International Publishing
Publication: August 14, 2017
Imprint: Springer
Language: English

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.

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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.

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