Bayesian estimation of mixtures with dynamic transitions and known component parameters

zbMATH Open1227.93114MaRDI QIDQ3098524FDOQ3098524

Authors: Ivan Nagy, E. Suzdaleva, Miroslav Kárný 

Publication date: 17 November 2011

Full work available at URL: https://eudml.org/doc/196626

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• scientific article; zbMATH DE number 802696
• Publication:3497039

zbMATH Keywords

clusteringclassificationmixture modelBayesian estimationapproximation

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

• Statistical analysis of finite mixture distributions
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• Autoregressive conditional heteroskedasticity and changes in regime
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• Expected information as ecpected utility
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• Mixed-data multi-modelling for fault detection and isolation
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• Advanced mean field methods. Theory and practice
• A bayes-closed approximation of recursive non-linear estimation

Cited In (3)

• Algorithms and programs of dynamic mixture estimation. Unified approach to different types of components
• Bayesian estimation of dynamic finite mixtures
• Mixture estimation with state-space components and Markov model of switching

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