Algorithms and programs of dynamic mixture estimation. Unified approach to different types of components
The book presents and discusses dynamic mixture models and their use in estimation and prediction. It starts with the presentation of single linear regression, categorical and state-space models and their use in estimation and prediction. It then formulates the general dynamic mixture model and proceeds to its use in different estimation and prediction problems involving different components. Algorithms along with their software implementation in Scilab, an open source programming environment, are also provided for the examined problems. Different experiments are presented in order to demonstrate the features and potentials of the discussed models and their algorithmic implementations. Mixture models have applications in several domains such as industry, engineering, social science, medicine, transportation etc. The book therefore can be of interest to researchers and PhD students in many diverse fields.
- Mixture estimation with state-space components and Markov model of switching
- Bayesian estimation of dynamic finite mixtures
- Recursive estimation in mixture models with Markov regime
- Bayesian estimation of mixtures with dynamic transitions and known component parameters
- Nonlinear mixture models. A Bayesian approach
- Bayesian estimation of dynamic finite mixtures
- Comparing clusterings using combination of the kappa statistic and entropy-based measure
- Practical Initialization of Recursive Mixture-Based Clustering for Non-negative Data
- Prediction of overdispersed count data using real-time cluster-based discretization of explanatory variables
- Mixture ratio modeling of dynamic systems
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