Combining marginal probability distributions via minimization of weighted sum of Kullback-Leibler divergences

DOI10.1016/J.IJAR.2011.01.002MaRDI QIDQ648352zbMATH OpenOpenAlexFDO

Authors Jan Kracík

Publication date 22 November 2011

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2011.01.002

zbMATH Keywords

maximum likelihoodKullback-Leibler divergencecombining probabilitieslinear opinion poolexpert opinions

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37)

Recommendations

• Combining probability distributions: a critique and an annotated bibliography. With comments, and a rejoinder by the authors
• Combining probability distributions: A critique and an annotated bibliography
• Conflations of probability distributions
• A Bayesian approach to aggregate experts' initial information
• scientific article; zbMATH DE number 4100372

Cites work

• scientific article; zbMATH DE number 48344 (Why is no real title available?)
• scientific article; zbMATH DE number 3252891 (Why is no real title available?)
• scientific article; zbMATH DE number 3322635 (Why is no real title available?)
• scientific article; zbMATH DE number 3054843 (Why is no real title available?)
• A characterization theorem for externally Bayesian groups
• A new look at the statistical model identification
• Aggregating Point Estimates: A Flexible Modeling Approach
• Combining probability distributions: A critique and an annotated bibliography
• Correction of incoherent conditional probability assessments
• Decision Analysis Expert Use
• Marginalization and Linear Opinion Pools
• Modeling expert judgements for Bayesian updating
• Note—On the Aggregation of Individual Probability Estimates
• On Divergences and Informations in Statistics and Information Theory
• On Information and Sufficiency
• Reconciliation of Probability Distributions
• Recursive nonlinear estimation. A geometric approach
• The Opinion Pool

Cited in

(10)

• Democraticop: a democratic way of aggregating Bayesian network parameters
• Fundamental properties of relative entropy and Lin divergence for Choquet integral
• Vincentization revisited
• Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors
• Integration of Stochastic Models by Minimizing α-Divergence
• Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing
• Dynamic parameter estimation based on minimum cross-entropy method for combining information sources
• Game-theoretic probability combination with applications to resolving conflicts between statistical methods
• On Supra-Bayesian weighted combination on available data determined by Kerridge inaccuracy and entropy.
• Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints

This page was built for publication: Combining marginal probability distributions via minimization of weighted sum of Kullback-Leibler divergences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q648352)