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Bibliografie

Research Report

Notes on projection based modelling of beta-distributed weights of a two-component mixture

Dedecius Kamil

: ÚTIA AV ČR, v.v.i, (Praha 2011)

: Research Report 2297

: CEZ:AV0Z10750506

: GA102/08/0567, GA ČR

: beta mixtures, projection, Bayesian modelling

: http://library.utia.cas.cz/separaty/2011/AS/dedecius-notes on projection based modelling of beta-distributed weights of a two-component mixture.pdf

(eng): This report contains brief notes on estimation of beta-distributed weight of a Gaussian mixture. The results are directly applied in paper Kárný, M.: On approximate Bayesian recursive estimation]. First, we develop a method to update the beta distribution of weights by new data (evidences) and show, that a projection is needed to preserve the low modelling complexity. Then, we show how forgetting may be applied to improve adaptivity. The results can be immediately applied to multicomponent mixtures.

: BB