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

0358653 - ÚTIA 2012 CZ eng V - Research Report
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.
R&D Projects: GA ČR GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : beta mixtures * projection * Bayesian modelling
Subject RIV: BB - Applied Statistics, Operational Research
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.
Permanent Link: http://hdl.handle.net/11104/0196617