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

Springer Nature - Springer Mathematics and Statistics eBooks 2017 English International Available online

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Format:
Book
Author/Creator:
Nagy, Iván, Author.
Suzdaleva, Evgenia., Author.
Series:
SpringerBriefs in Statistics, 2191-5458
Language:
English
Subjects (All):
Probabilities.
Statistics.
System theory.
Control theory.
Computer simulation.
Algorithms.
Probability Theory.
Statistical Theory and Methods.
Systems Theory, Control.
Computer Modelling.
Local Subjects:
Probability Theory.
Statistical Theory and Methods.
Systems Theory, Control.
Computer Modelling.
Algorithms.
Physical Description:
1 online resource (113 pages) : illustrations, tables.
Edition:
1st ed. 2017.
Place of Publication:
Cham : Springer International Publishing : Imprint: Springer, 2017.
Summary:
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.
Contents:
Introduction
Basic Models
Statistical Analysis of Dynamic Mixtures
Dynamic Mixture Estimation
Program Codes
Experiments
Appendices.
Notes:
Includes bibliographical references.
ISBN:
3-319-64671-0

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