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

0358653 - ÚTIA 2012 CZ eng V - Výzkumná zpráva
Dedecius, Kamil
Notes on projection based modelling of beta-distributed weights of a two-component mixture.
Praha: ÚTIA AV ČR, v.v.i, 2011. 6 s. Research Report, 2297.
Grant CEP: GA ČR GA102/08/0567
Výzkumný záměr: CEZ:AV0Z10750506
Klíčová slova: beta mixtures * projection * Bayesian modelling
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
http://library.utia.cas.cz/separaty/2011/AS/dedecius-notes on projection based modelling of beta-distributed weights of a two-component mixture.pdf

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.
Trvalý link: http://hdl.handle.net/11104/0196617