Approximate Bayesian recursive estimation

DOI10.1016/J.INS.2014.01.048MaRDI QIDQ508682zbMATH OpenOpenAlexFDO

Authors Miroslav Kárný

Publication date 7 February 2017

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2014.01.048

zbMATH Keywords

Kullback-Leibler divergenceforgettingapproximate parameter estimationBayesian recursive estimation

Mathematics Subject Classification ID

Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05) Measures of information, entropy (94A17)

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Cited in

(6)

• On the Origins of Imperfection and Apparent Non-rationality
• Fully probabilistic design of hierarchical Bayesian models
• scientific article; zbMATH DE number 671810 (Why is no real title available?)
• Use of Kullback-Leibler divergence for forgetting
• Narrow big data in a stream: computational limitations and regression
• Recursive estimation of high-order Markov chains: approximation by finite mixtures

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